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SSA with R
About
Contents
Authors
Datasets
Erratum
Links
'Rssa'
Examples
Chapter 2, Sections 2.1 — 2.7
Chapter 2, Section 2.8
Chapter 3
Chapter 4
Chapter 5
Contents of the book
Introduction: Overview
General Scheme of the SSA family and the main concepts
SSA methods
The main concepts
Different versions of SSA
Decomposition of X into a sum of rank-one matrices
Versions of SSA dealing with different forms of the object
Separability in SSA
Forecasting, interpolation, low-rank approximation and parameter estimation in SSA
The package
SSA packages
Tools for visual control and choice of parameters
Short introduction to Rssa
Implementation efficiency
Comparison of SSA with other methods.
Fourier transform, filtering, noise reduction
Parametric regression
ARIMA and ETS
Bibliographical notes
Short history
Some recent applications of SSA
SSA for preprocessing / combination of methods
Materials used in this book
Installation of Rssa and description of the data used in the book
Installation of Rssa and usage comments
Data description
SSA analysis of one-dimensional time series
Basic SSA
Method
Appropriate time series
Separability and choice of parameters
Algorithm
Basic SSA in Rssa
Toeplitz SSA
Method
Algorithm
Toeplitz SSA in Rssa
SSA with projection
Method
Appropriate time series
Separability
Algorithm
SSA with projection in Rssa
Iterative Oblique SSA
Method
Separability
Algorithms
Iterative O-SSA in Rssa
Filter-adjusted O-SSA and SSA with derivatives
Method
Separability
Algorithm
Filter-adjusted O-SSA in Rssa
Shaped 1D-SSA
Method
Separability
Algorithm
Shaped SSA in Rssa
Automatic grouping in SSA
Methods
Algorithm
Automatic grouping in Rssa
Case studies
Extraction of trend and oscillations by frequency ranges
Trends in short series
Trend and seasonality of complex form
Finding noise envelope
Elimination of edge effects
Extraction of linear trends
Automatic decomposition
Log-transformation
Parameter estimation, forecasting, gap filling
Parameter estimation
Method
Algorithms
Estimation in Rssa
Forecasting
Method
Algorithms
Forecasting in Rssa
Gap filling
Method
Algorithms
Gap-filling in Rssa
Structured low-rank approximation
Cadzow iterations
Algorithms
Structured low-rank approximation in Rssa
Case studies
Forecasting of complex trend and seasonality
Different methods of forecasting
Choice of parameters and confidence intervals
Gap filling
Parameter estimation and low-rank approximation
Subspace tracking
Automatic choice of parameters for forecasting
Comparison of SSA, ARIMA, and ETS
SSA for multivariate time series
Complex SSA
Method
Separability
Algorithm
Complex SSA in Rssa
MSSA analysis
Method
Multi-dimensional time series and LRRs
Separability
Comments on 1D-SSA, MSSA and Complex SSA
Algorithm
MSSA analysis in Rssa
MSSA forecasting
Method
Algorithms
MSSA forecasting in Rssa
Other subspace-based MSSA extensions
Case studies
Analysis of series in different scales (normalization)
Forecasting of series with different lengths and filling-in
Simultaneous decomposition of many series
Image processing
2D-SSA
Method
Elements of 2D-SSA theory
Algorithm
2D-SSA in Rssa
Shaped 2D-SSA
Method
Rank of shaped arrays
Algorithm
Shaped 2D-SSA in Rssa
Comments on nD extensions
2D ESPRIT
Method
Theory: Conditions of the algorithm correctness
Algorithm
2D-ESPRIT in Rssa
Case studies
Extraction of texture from non-rectangle images
Adaptive smoothing
Analysis of data given on a cylinder
Analysis of nD objects: decomposition of a color image