|
| | | | |
| | | |
| Stat |
Members: 3645
Articles: 2'504'928
Articles rated: 2609
25 April 2024 |
|
| | | | |
|
Article overview
| |
|
|
Data Analysis: Generalizations of the Local Approximation Method by Singular Spectrum Analysis | | A. Loskutov
; I. Istomin
; O. Kotlyarov
; | | Date: |
18 Sep 2001 | | Subject: | Chaotic Dynamics; Cellular Automata and Lattice Gases | nlin.CD nlin.CG | | Abstract: | We study forecasting capabilities of the methods of Singular Spectrum Analysis (SSA) and Local Approximation (LA). A practical implementation of these methods to several time series is described. Details of the algorithms of these methods are discussed. Advantages and disadvantages of SSA and LA are given. On the basis of our results we generalize LA and SSA and propose a new way for time series forecasting including strongly noisy signals. This allowed us to extend the range of application of LA in comparison with the known standard scheme. For the problem of forecasting, the accuracy enhancement of the numerical computations is discussed. | | Source: | arXiv, nlin.CD/0109022 | | Services: | Forum | Review | PDF | Favorites | |
|
|
No review found.
Did you like this article?
Note: answers to reviews or questions about the article must be posted in the forum section.
Authors are not allowed to review their own article. They can use the forum section.
browser Mozilla/5.0 AppleWebKit/537.36 (KHTML, like Gecko; compatible; ClaudeBot/1.0; +claudebot@anthropic.com)
|
| |
|
|
|
|
News, job offers and information for researchers and scientists:
| |
REGISTER