# Semi-nonparametric singular spectrum analysis with projection

@article{Golyandina2015SeminonparametricSS, title={Semi-nonparametric singular spectrum analysis with projection}, author={N. Golyandina and Alexander Shlemov}, journal={arXiv: Methodology}, year={2015} }

Singular spectrum analysis (SSA) is considered for decomposition of time series into identifiable components. The Basic SSA method is nonparametric and constructs an adaptive expansion based on singular value decomposition. The investigated modification is able to take into consideration a structure given in advance and therefore can be called semi-nonparametric. The approach called SSA with projection includes preliminary projections of rows and columns of the series trajectory matrix to given… Expand

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