Analysis of time series structure

de Nina Golyandina

"Over the last 15 years, singular spectrum analysis (SSA) has proven very successful. It has already become a standard tool in climatic and meteorological time series analysis, is well known in nonlinear physics and signal processing, and holds great promise in a variety of other applications. Analysis of Time Series Structure: SSA and Related Techniques provides a careful, lucid description of its general theory and methodology.". "Based on the authors' original work and filled with applications illustrated with real data sets, this book offers an outstanding opportunity to obtain a working knowledge of why, when, and how SSA works. It builds a strong foundation for successfully using the technique in applications ranging from mathematics and nonlinear physics to economics, biology, oceanology, social science, engineering, financial econometrics, and market research."--BOOK JACKET.