237 citations · 464 across the 14 of their papers we have counts for
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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.ME2013★ 38 cited
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…