Generalized Singular Spectrum Time Series Analysis

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dc.creatorNilsson, Martin
dc.date2002-05-31
dc.date.accessioned2026-07-07T05:47:38Z
dc.date.available2026-07-07T05:47:38Z
dc.descriptionThis paper is a study of continuous time Singular Spectrum Analysis (SSA). We show that the principal eigenfunctions are solutions to a set of linear ODEs with constant coefficients. We also introduce a natural generalization of SSA, constructed using local (Lie-) transformation groups. The time translations used in standard SSA is a special case. The eigenfunctions then satisfy a simple type of linear ODE with time dependent coefficient, determined by the infinitesimal generator of the transformation group. Finally, more general one parameter mappings are considered.
dc.description6 pages
dc.identifierhttps://arxiv.org/abs/physics/0205094
dc.identifierhttp://arxiv.org/abs/physics/0205094
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/84731
dc.subjectData Analysis, Statistics and Probability
dc.subjectComputational Physics
dc.titleGeneralized Singular Spectrum Time Series Analysis
dc.typetext

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