Analysis of Time Series Structure

The singular spectrum analysis (SSA) is a novel technique of time series analysis and forecast. This comprehensive, unified work presents both the methodology and theory of SSA. The authors use a large amount of illustrative material to elucidate the key ideas of the methodology, to demonstrate its power, and to caution readers about snags. They proceed to discuss why, when, and how the method works. von Golyandina, N. E.;Golyandina, Nina;Nekrutkin, Vladimir;