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Randomized singular spectrum analysis for long time series

  • P.C. Rodrigues
  • , P.G.S.E. Tuy
  • , R. Mahmoudvand
  • , Paulo Canas Rodrigues

    Research output: Contribution to journalArticleScientificpeer-review

    16 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)1921-1935
    JournalJournal of Statistical Computation and Simulation
    Volume88
    Issue number10
    DOIs
    Publication statusPublished - 2018
    Publication typeA1 Journal article-refereed

    Keywords

    • Singular spectrum analysis
    • randomized singular value decomposition
    • time series

    Publication forum classification

    • Publication forum level 1

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