4.6 Article

Cyclic Nonlinear Correlation Analysis for Time Series

Related references

Note: Only part of the references are listed.
Article Mathematics, Interdisciplinary Applications

Singular spectrum analysis and circulant maximum variance frames

Christopher Bonenberger et al.

Summary: In this paper, a thorough interpretation of the complete basic SSA algorithm is provided by introducing a novel class of data-adaptive circulant frames. The relationship between SSA and Fourier analysis, linear filtering, principal component analysis, and power spectrum density estimation is pointed out. The proposed frame structures allow for the formal description of SSA and its relationship to other methods like PCA, FA, LF, and PSDE.

ADVANCES IN DATA SCIENCE AND ADAPTIVE ANALYSIS (2022)

Article Automation & Control Systems

The UCR Time Series Archive

Hoang Anh Dau et al.

IEEE-CAA JOURNAL OF AUTOMATICA SINICA (2019)

Article Mathematics, Applied

Filtering and frequency interpretations of Singular Spectrum Analysis

T. J. Harris et al.

PHYSICA D-NONLINEAR PHENOMENA (2010)