Posterior Singular Spectrum Analysis
收藏WILEY2016-01-20 更新2026-04-17 收录
下载链接：
https://wiley.figshare.com/articles/dataset/Posterior_Singular_Spectrum_Analysis/1514866/1
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资源简介：
A method is proposed for finding interesting underlying features of a time series, such as trends, maxima, minima and oscillations. A combination of Singular Spectrum Analysis (SSA) and Bayesian modeling is used where the credibility of SSA signal components are analyzed via posterior simulation. The potential of the technique is demonstrated using artificial and real data examples. Our analysis of a Bayesian re- construction of post Ice Age temperature variation lends support for the presence oscillations detected in previous studies of the paleoclimate.
提供机构：
Mr. Ilkka Launonen; Prof. Lasse Holmstrom
创建时间：
2015-09-03
