most citedData Analysis: Generalizations of the Local Approximation Method by Singular Spectrum Analysis

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nlin.CD2001★ 2 cited

Data Analysis: Generalizations of the Local Approximation Method by Singular Spectrum Analysis

A. Loskutov, I. Istomin, O. Kotlyarov

We study forecasting capabilities of the methods of Singular Spectrum Analysis (SSA) and Local Approximation (LA). A practical implementation of these methods to several time serie…