Vector and recurrent singular spectrum analysis: which is better at forecasting?

Ghodsi, M. and Hassani, H. and Rahmani, D. and Silva, E.S. (2017) Vector and recurrent singular spectrum analysis: which is better at forecasting? Journal of Applied Statistics. pp. 1-28. ISSN 0266-4763

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Vector and Recurrent Singular Spectrum Analysis: Which is Better at Forecasting? (574kB)

Type of Research:	Article
Creators:	Ghodsi, M. and Hassani, H. and Rahmani, D. and Silva, E.S.
Official Website:	https://www.tandfonline.com/doi/full/10.1080/02664763.2017.1401050
Keywords/subjects not otherwise listed:	Singular spectrum analysis; vector SSA; recurrent SSA; forecasting
Your affiliations with UAL:	Colleges > London College of Fashion
Date:	15 November 2017
Digital Object Identifier:	10.1080/02664763.2017.1401050
Date Deposited:	16 Jan 2018 14:45
Last Modified:	31 Mar 2020 14:44
Item ID:	12152
URI:	https://ualresearchonline.arts.ac.uk/id/eprint/12152

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