Related papers: A Method of Trend Extraction Using Singular Spectr…
Singular spectrum analysis (SSA) is considered for decomposition of time series into identifiable components. The Basic SSA method is nonparametric and constructs an adaptive expansion based on singular value decomposition. The investigated…
Singular spectrum analysis (SSA) as a nonparametric tool for decomposition of an observed time series into sum of interpretable components such as trend, oscillations and noise is considered. The separability of these series components by…
Singular spectrum analysis (SSA), starting from the second half of the XX century, has been a rapidly developing method of time series analysis. Since it can be called principal component analysis for time series, SSA will definitely be a…
Sometimes, it is of interest to single out the fluctuations associated to a given frequency. We propose a new variant of SSA, Circulant SSA (CiSSA), that allows to extract the signal associated to any frequency specified beforehand. This is…
Singular Spectrum Analysis (SSA) occupies a prominent place in the real signal analysis toolkit alongside Fourier and Wavelet analysis. In addition to the two aforementioned analyses, SSA allows the separation of patterns directly from the…
Appropriate preprocessing is a fundamental prerequisite for analyzing a noisy dataset. The purpose of this paper is to apply a nonparametric preprocessing method, called Singular Spectrum Analysis (SSA), to a variety of datasets which are…
This paper proposes a new method for anomaly detection in time-series data by incorporating the concept of difference subspace into the singular spectrum analysis (SSA). The key idea is to monitor slight temporal variations of the…
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…
Singular Spectrum Analysis (SSA) as a tool for analysis and forecasting of time series is considered. The main features of the Rssa package, which implements the SSA algorithms and methodology in R, are described and examples of its use are…
Piecewise Aggregate Approximation (PAA) is a competitive basic dimension reduction method for high-dimensional time series mining. When deployed, however, the limitations are obvious that some important information will be missed,…
Singular spectrum analysis (SSA) is a nonparametric and adaptive spectral decomposition of a time series. The singular value decomposition of the trajectory matrix and the anti-diagonal averaging leads to a time-series decomposition. In…
Six time series related to atmospheric phenomena are used as inputs for experiments offorecasting with singular spectrum analysis (SSA). Existing methods for SSA parametersselection are compared throughout their forecasting accuracy…
In this paper, the method of Singular Spectrum Analysis (SSA) is applied for investigation of the zenith troposphere delay time-series derived from VLBI observations. With the help of this method we can analyze the structure of time-series…
The problem of denoising a one-dimensional signal possessing varying degrees of smoothness is ubiquitous in time-domain astronomy and astronomical spectroscopy. For example, in the time domain, an astronomical object may exhibit a smoothly…
Understanding the temporal characteristics of data from low frequency radio telescopes is of importance in devising suitable calibration strategies. Application of time series analysis techniques to data from radio telescopes can reveal a…
In the present paper we investigate methods related to both the Singular Spectrum Analysis (SSA) and subspace-based methods in signal processing. We describe common and specific features of these methods and consider different kinds of…
Decomposing complex time series into trend, seasonality, and remainder components is an important task to facilitate time series anomaly detection and forecasting. Although numerous methods have been proposed, there are still many time…
We introduce and analyze a variant of multivariate singular spectrum analysis (mSSA), a popular time series method to impute and forecast a multivariate time series. Under a spatio-temporal factor model we introduce, given $N$ time series…
We present a data-adaptive spectral method - Monte Carlo Singular Spectrum Analysis (MC-SSA) - and its modification to tackle astrophysical problems. Through numerical simulations we show the ability of the MC-SSA in dealing with…
Singular Spectrum Analysis (SSA) or Singular Value Decomposition (SVD) are often used to de-noise univariate time series or to study their spectral profile. Both techniques rely on the eigendecomposition of the cor- relation matrix…