most citedA self-organising eigenspace map for time series clustering

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q-fin.ST2016

Forecasting time series with structural breaks with Singular Spectrum Analysis, using a general form of recurrent formula

Donya Rahmani, Saeed Heravi, Hossein Hassani +1

This study extends and evaluates the forecasting performance of the Singular Spectrum Analysis (SSA) technique using a general non-linear form for the re- current formula. In this…