A study of singular spectrum analysis with global optimization techniques
Year of publication: |
2014
|
---|---|
Authors: | Chu, Moody ; Lin, Matthew ; Wang, Liqi |
Published in: |
Journal of Global Optimization. - Springer. - Vol. 60.2014, 3, p. 551-574
|
Publisher: |
Springer |
Subject: | Singular spectrum analysis | Time series | Hankel operator | Semi-infinite matrix | Low rank approximation | Vandermonde factorization | Global optimization |
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