Shaped extensions of singular spectrum analysis
Methodology
2015-07-13 v2
Abstract
Extensions of singular spectrum analysis (SSA) for processing of non-rectangular images and time series with gaps are considered. A circular version is suggested, which allows application of the method to the data given on a circle or on a cylinder, e.g. cylindrical projection of a 3D ellipsoid. The constructed Shaped SSA method with planar or circular topology is able to produce low-rank approximations for images of complex shapes. Together with Shaped SSA, a shaped version of the subspace-based ESPRIT method for frequency estimation is developed. Examples of 2D circular SSA and 2D Shaped ESPRIT are presented.
Keywords
Cite
@article{arxiv.1401.4980,
title = {Shaped extensions of singular spectrum analysis},
author = {Alex Shlemov and Nina Golyandina},
journal= {arXiv preprint arXiv:1401.4980},
year = {2015}
}