68 citations · 120 across the 6 of their papers we have counts for
4 papers · 1 filter
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…
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…