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Analysis of Time Series Structure - Golyandina, Nina (St. Petersburg University, Russia) a Nekrutkin, Vladimir (St. Petersburg University, Russia) a Zhigljavsky, Anatoly A (University of Cardiff , Cardiff, Wales)

Offers a description of singular spectrum analysis (SSA) general theory and methodology. This book introduces the basic concepts and presents a detailed treatment of the methodology. It covers the theory of SSA. It offers an opportunity to obtain a working knowledge of why, when, and how SSA works.

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