Information for "Singular spectrum analysis"

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Display title	Singular spectrum analysis
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Date of page creation	20:07, 6 February 2024
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Article description: (`description`) This attribute controls the content of the `description` and `og:description` elements.	In time series analysis, singular spectrum analysis (SSA) is a nonparametric spectral estimation method. It combines elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. Its roots lie in the classical Karhunen (1946)–Loève...

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