Analysis of Time Series Structure

Nekrutkin Vladimir Golyandina Nina Golyandina N. E.

ISBN 10: 1584881941 / ISBN 13: 9781584881940

Edité par Taylor & Francis Group, 2001

A propos de cet article

pp. 320 Illus. This item is printed on demand.

N° de réf. du vendeur 8367121

Détails bibliographiques

• Titre: Analysis of Time Series Structure
• Éditeur: Taylor & Francis Group
• Date de parution: 2001
• Langue: anglais
• ISBN à 10 chiffres: 1584881941
• ISBN à 13 chiffres: 9781584881940
• Reliure: Couverture rigide
• État de l'article: New

A propos de ce titre

Synopsis

This book provides a careful, lucid description of singular spectrum analysis (SSA) general theory and methodology. Part I introduces the basic concepts and presents a detailed treatment of the methodology. Part II is devoted to the theory of SSA. Based on the authors' original work and filled with applications, this book offers an outstanding opportunity to obtain a working knowledge of why, when, and how SSA works. It builds a strong foundation for successfully using the technique in applications ranging from mathematics and nonlinear physics to economics, biology, oceanology, social science, engineering, financial econometrics, and market research.

À propos de l?auteur

Nina Golyandina