商品簡介
Describes the general theory and methodology of singular spectrum analysis (SSA). Part I introduces basic concepts, sets forth findings and results, and presents a detailed treatment of the methodology. The basic SSA algorithm is introduced, and applications of SSA to change- point detection algorithms are discussed. Part II is devoted to the theory of SSA, with material on the singular value decomposition (SVD) of real matrices, times series of finite rank, and SVD of trajectory matrices. Applications of SSA are examined in fields including nonlinear physics, economics, biology, and market research. Golyandina teaches mathematics at St. Petersburg University, Russia. Annotation c. Book News, Inc., Portland, OR (booknews.com)
