EXSSA : SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues
Fotis Papailias, Dimitrios Thomakos
| Year of publication: |
January-March 2017
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|---|---|
| Authors: | Papailias, Fotis ; Thomakos, Dimitrios D. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 1, p. 214-229
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| Subject: | Covariance decomposition | Eigenvalues | Forecasting | Gross domestic product | Income | Producer price index | Singular spectrum analysis | Smoothing | Trajectory matrix | Zeitreihenanalyse | Time series analysis | Bruttoinlandsprodukt | Korrelation | Correlation | Nationaleinkommen | National income | Schätztheorie | Estimation theory | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2016.08.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011754701