Related papers: Data Analysis: Generalizations of the Local Approx…

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…

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…

In this paper, we introduce a new extension of the Singular Spectrum Analysis (SSA) called functional SSA to analyze functional time series. The new methodology is developed by integrating ideas from functional data analysis and univariate…

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…

This study extends and evaluates the forecasting performance of the Singular Spectrum Analysis (SSA) technique using a general non-linear form for the re- current formula. In this study, we consider 24 series measuring the monthly…

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…

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…

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…

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…

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…

This paper is a study of continuous time Singular Spectrum Analysis (SSA). We show that the principal eigenfunctions are solutions to a set of linear ODEs with constant coefficients. We also introduce a natural generalization of SSA,…

Time series forecasting is an important problem across many domains, playing a crucial role in multiple real-world applications. In this paper, we propose a forecasting architecture that combines deep autoregressive models with a Spectral…

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 article, we propose a combination of an noise-reduction algorithm based on Singular Spectrum Analysis (SSA) and a standard feedforward neural prediction model. Basically, the proposed algorithm consists of two different steps: data…

We present a novel spectral learning algorithm for simultaneous localization and mapping (SLAM) from range data with known correspondences. This algorithm is an instance of a general spectral system identification framework, from which it…

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…

The general theoretical approach to the asymptotic extraction of the signal series from the perturbed signal with the help of Singular Spectrum Analysis (briefly, SSA) was already outlined in Nekrutkin 2010, SII, v. 3, 297--319. In this…

The paper presents a new method of trend extraction in the framework of the Singular Spectrum Analysis (SSA) approach. This method is easy to use, does not need specification of models of time series and trend, allows to extract trend in…

Attention mechanism has been widely utilized in speech enhancement (SE) because theoretically it can effectively model the inherent connection of signal both in time domain and spectrum domain. Usually, the span of attention is limited in…

In this paper, we propose two nonparametric methods used in the forecasting of functional time-dependent data, namely functional singular spectrum analysis recurrent forecasting and vector forecasting. Both algorithms utilize the results of…