• Corpus ID: 219531475

Multivariate Functional Singular Spectrum Analysis Over Different Dimensional Domains

@article{Trinka2020MultivariateFS,
  title={Multivariate Functional Singular Spectrum Analysis Over Different Dimensional Domains},
  author={Jordan Trinka and Hossein Haghbin and Mehdi Maadooliat},
  journal={arXiv: Methodology},
  year={2020}
}
In this work, we develop multivariate functional singular spectrum analysis (MFSSA) over different dimensional domains which is the functional extension of multivariate singular spectrum analysis (MSSA). In the following, we provide all of the necessary theoretical details supporting the work as well as the implementation strategy that contains the recipes needed for the algorithm. We provide a simulation study showcasing the better performance in reconstruction accuracy of a multivariate… 

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