92 citations · 337 across the 28 of their papers we have counts for
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stat.ME2018★ 29 cited
Structured low-rank matrix completion for forecasting in time series analysis
Jonathan Gillard, Konstantin Usevich
In this paper we consider the low-rank matrix completion problem with specific application to forecasting in time series analysis. Briefly, the low-rank matrix completion problem i…
stat.ME2013★ 68 cited
Multivariate and 2D Extensions of Singular Spectrum Analysis with the Rssa Package
Nina Golyandina, Anton Korobeynikov, Alex Shlemov +1
Implementation of multivariate and 2D extensions of Singular Spectrum Analysis (SSA) by means of the R-package Rssa is considered. The extensions include MSSA for simultaneous anal…
stat.ME2010
On signal and extraneous roots in Singular Spectrum Analysis
Konstantin Usevich
In the present paper we study properties of roots of characteristic polynomials for the linear recurrent formulae (LRF) that govern time series. We also investigate how the values…