2 papers
stat.ME2024
Utilizing Multiple Testing for Grouping in Singular Spectrum Analysis
Maryam Movahedifar, Friederike Preusse, Anna Vesely +1
A key step in separating signal from noise in time series by means of singular spectrum analysis (SSA) is grouping. We present a multiple testing method for the grouping step in SS…
stat.ME2022
Combining Multiple Testing with Multivariate Singular Spectrum Analysis
Maryam Movahedifar, Thorsten Dickhaus
Appropriate preprocessing is a fundamental prerequisite for analyzing a noisy dataset. The purpose of this paper is to apply a nonparametric preprocessing method, called Singular S…