Time Series components separation based on Singular Spectral Analysis visualization: an HJ-biplot method application
The extraction of essential features of any real-valued time series is crucial for exploring, modeling and producing, for example, forecasts. Taking advantage of the representation of a time series data by its trajectory matrix of Hankel constructed using Singular Spectrum Analysis, as well as of it...
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| Formato: | article |
| Idioma: | eng |
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2020
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| Texto completo: | http://hdl.handle.net/10773/28715 |
| País: | Portugal |
| Oai: | oai:ria.ua.pt:10773/28715 |