Multivariate Singular Spectrum Analysis by Robust Diagonalwise Low-Rank Approximation

IF 1.4 2区数学 Q2 STATISTICS & PROBABILITY

Journal of Computational and Graphical Statistics Pub Date : 2024-06-05 DOI:10.1080/10618600.2024.2362222

Fabio Centofanti, Mia Hubert, Biagio Palumbo, Peter J. Rousseeuw

引用次数: 0

Abstract

Multivariate Singular Spectrum Analysis (MSSA) is a powerful and widely used nonparametric method for multivariate time series, which allows the analysis of complex temporal data from diverse field...

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通过鲁棒对角线低方根逼近进行多变量奇异频谱分析

多变量奇异谱分析（MSSA）是一种功能强大、应用广泛的多变量时间序列非参数方法，可以分析来自不同领域的复杂时间数据。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Computational and Graphical Statistics 数学-统计学与概率论

CiteScore

3.50

自引率

8.30%

发文量

153

审稿时长

>12 weeks

期刊介绍： The Journal of Computational and Graphical Statistics (JCGS) presents the very latest techniques on improving and extending the use of computational and graphical methods in statistics and data analysis. Established in 1992, this journal contains cutting-edge research, data, surveys, and more on numerical graphical displays and methods, and perception. Articles are written for readers who have a strong background in statistics but are not necessarily experts in computing. Published in March, June, September, and December.