DESCRIPTION
Singular Spectrum Analysis: Using R (Palgrave Advanced Texts in Econometrics) von Hossein Hassani, Rahim Mahmoudvand
| Art Nr.: 1137409509 |
| ISBN 13: 9781137409508 |
| B-Nr: INF1000548262 |
| SubTitle: Using R |
| ReleaseYear: 2018 |
| Published by: Palgrave Macmillan |
| Edition: Gebundene Ausgabe |
| Cover: Gebundene Ausgabe |
| Cover Format: 216x153x14 mm |
| Pages: 149 |
| Weight: 333 g |
| Language: Englisch |
| Author: Hossein Hassani, Rahim Mahmoudvand |
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Description |
| This book provides a broad introduction to computational aspects of Singular Spectrum Analysis (SSA) which is a non-parametric technique and requires no prior assumptions such as stationarity, normality or linearity of the series. This book is unique as it not only details the theoretical aspects underlying SSA, but also provides a comprehensive guide enabling the user to apply the theory in practice using the R software. Further, it provides the user with step- by- step coding and guidance for the practical application of the SSA technique to analyze their time series databases using R. The first two chapters present basic notions of univariate and multivariate SSA and their implementations in R environment. The next chapters discuss the applications of SSA to change point detection, missing-data imputation, smoothing and filtering. This book is appropriate for researchers, upper level students (masters level and beyond) and practitioners wishing to revive their knowledge of times series analysis or to quickly learn about the main mechanisms of SSA. |
Information of Author |
| Dr. Hossein Hassani is Associate Professor at the University of Tehran, Iran, specialising in Singular Spectrum Analysis (SSA) and its applications, particularly in analyzing and forecasting complex time series with various structures. He is a published author/co-author with over 100 journal articles and 6 book titles including Singular Spectrum Analysis of Biomedical Signals. Dr. Rahim Mahmoudvand is Assistant Professor at Bu-Ali Sina University, Iran. He serves as a member of the editorial board for international journals and is currently a council member of the International Society for Business and Industrial Statistics. His current research interests include singular spectrum analysis, actuarial sciences and applied statistics. |
Information of Author: |
| Dr. Hossein Hassani is Associate Professor at the University of Tehran, Iran, specialising in Singular Spectrum Analysis (SSA) and its applications, particularly in analyzing and forecasting complex time series with various structures. He is a published author/co-author with over 100 journal articles and 6 book titles including Singular Spectrum Analysis of Biomedical Signals. Dr. Rahim Mahmoudvand is Assistant Professor at Bu-Ali Sina University, Iran. He serves as a member of the editorial board for international journals and is currently a council member of the International Society for Business and Industrial Statistics. His current research interests include singular spectrum analysis, actuarial sciences and applied statistics. |
Kurzbeschreibung
Titel: Singular Spectrum Analysis: Using R (Palgrave Advanced Texts in Econometrics), Untertitel: Using R, Einband: Gebundene Ausgabe, Autor: Hossein Hassani, Rahim Mahmoudvand, Verlag: Palgrave Macmillan, Sprache: Englisch, Seiten: 149, Maße: 216x153x14 mm, Gewicht: 333 g, Verkäufer: buchrakete, Schlagworte: Nationalökonomie Volkswirtschaft - Volkswirtschaftslehre - Volkswirt BUSINESS & ECONOMICS / General data analysis statistics time series analysis time series data non-parametric technique singular spectrum analysis (SSA) The R system
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