Assessing the stability of long-horizon SSA forecasting with application to the analysis of Earth temperatures

@inproceedings{2012AssessingTS,
  title={Assessing the stability of long-horizon SSA forecasting with application to the analysis of Earth temperatures},
  author={},
  year={2012}
}
  • Published 2012
We start with formalizing the problem of assessing the stability of long-horizon forecasting of a given family of forecasting techniques. Next, we argue that in some applications the so-called singular-spectrum analysis (SSA) could be a suitable family of techniques to consider. We then apply the methodology to two simulated time series and also to the Earth temperature records. We demonstrate that the SSA forecasts of the temperatures appear to be more stable at present than three-four years… CONTINUE READING

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