237 citations · 464 across the 14 of their papers we have counts for
10 papers · 1 filter
On automated identification in singular spectrum analysis for different types of objects
Nina Golyandina, Polina Zhornikova
Approaches to automated grouping in singular spectrum analysis are considered. A new method for the identification of periodic components is proposed. The possibilities of extensio…
Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing
Nina Golyandina
Singular spectrum analysis (SSA), starting from the second half of the XX century, has been a rapidly developing method of time series analysis. Since it can be called principal co…
Detection of signals by Monte Carlo singular spectrum analysis: Multiple testing
Nina Golyandina
Detection of a signal in a noisy time series using Monte Carlo singular spectrum analysis (MC-SSA) is studied from the statistical viewpoint. The MC-SSA test consists of simultaneo…
Semi-nonparametric singular spectrum analysis with projection
Nina Golyandina, Alex Shlemov
Singular spectrum analysis (SSA) is considered for decomposition of time series into identifiable components. The Basic SSA method is nonparametric and constructs an adaptive expan…
Iterative algorithms for weighted and unweighted finite-rank time-series approximations
Nikita Zvonarev, Nina Golyandina
The problem of time series approximation by series of finite rank is considered from the viewpoint of signal extraction. For signal estimation, a weighted least-squares method is a…
Shaped extensions of singular spectrum analysis
Alex Shlemov, Nina Golyandina
Extensions of singular spectrum analysis (SSA) for processing of non-rectangular images and time series with gaps are considered. A circular version is suggested, which allows appl…
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…
Variations of singular spectrum analysis for separability improvement: non-orthogonal decompositions of time series
Nina Golyandina, Alex Shlemov
Singular spectrum analysis (SSA) as a nonparametric tool for decomposition of an observed time series into sum of interpretable components such as trend, oscillations and noise is…
Basic Singular Spectrum Analysis and Forecasting with R
Nina Golyandina, Anton Korobeynikov
Singular Spectrum Analysis (SSA) as a tool for analysis and forecasting of time series is considered. The main features of the Rssa package, which implements the SSA algorithms and…
On the choice of parameters in Singular Spectrum Analysis and related subspace-based methods
Nina Golyandina
In the present paper we investigate methods related to both the Singular Spectrum Analysis (SSA) and subspace-based methods in signal processing. We describe common and specific fe…