Singular Spectrum Analysis with R (Use R!)

Nina Golyandina

  • 出版商: Springer
  • 出版日期: 2018-06-25
  • 售價: $2,800
  • 貴賓價: 9.5$2,660
  • 語言: 英文
  • 頁數: 288
  • 裝訂: Paperback
  • ISBN: 3662573784
  • ISBN-13: 9783662573785
  • 相關分類: R 語言
  • 立即出貨 (庫存=1)

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商品描述

This comprehensive and richly illustrated volume provides up-to-date material on Singular Spectrum Analysis (SSA). SSA is a well-known methodology for the analysis and forecasting of time series. Since quite recently, SSA is also being used to analyze digital images and other objects that are not necessarily of planar or rectangular form and may contain gaps. SSA is multi-purpose and naturally combines both model-free and parametric techniques, which makes it a very special and attractive methodology for solving a wide range of problems arising in diverse areas, most notably those associated with time series and digital images. An effective, comfortable and accessible implementation of SSA is provided by the R-package Rssa, which is available from CRAN and reviewed in this book.

Written by prominent statisticians who have extensive experience with SSA, the book (a) presents the up-to-date SSA methodology, including multidimensional extensions, in language accessible to a large circle of users, (b) combines different versions of SSA into a single tool, (c) shows the diverse tasks that SSA can be used for, (d) formally describes the main SSA methods and algorithms, and (e) provides tutorials on the Rssa package and the use of SSA.

The book offers a valuable resource for a very wide readership, including professional statisticians, specialists in signal and image processing, as well as specialists in numerous applied disciplines interested in using statistical methods for time series analysis, forecasting, signal and image processing. The book is written on a level accessible to a broad audience and includes a wealth of examples; hence it can also be used as a textbook for undergraduate and postgraduate courses on time series analysis and signal processing.

商品描述(中文翻譯)

這本全面且豐富插圖的書籍提供了關於單一譜分析(Singular Spectrum Analysis,SSA)的最新資料。SSA是一種廣泛應用於時間序列分析和預測的方法。最近,SSA也開始被用於分析數字圖像和其他不一定是平面或矩形形式且可能包含間隙的物體。SSA是一種多功能方法,自然地結合了無模型和參數化技術,使其成為解決各種問題的特殊和有吸引力的方法,尤其是與時間序列和數字圖像相關的問題。Rssa是一個有效、方便和易於使用的SSA實現,可從CRAN獲取並在本書中進行評估。

本書由具有豐富SSA經驗的知名統計學家撰寫,主要內容包括:(a)以易於理解的語言介紹最新的SSA方法,包括多維擴展;(b)將不同版本的SSA結合成一個工具;(c)展示SSA可應用於的各種任務;(d)正式描述主要的SSA方法和算法;(e)提供Rssa套件和SSA使用的教程。

本書對廣泛的讀者具有價值,包括專業統計學家、信號和圖像處理專家,以及對使用統計方法進行時間序列分析、預測、信號和圖像處理感興趣的應用學科專家。本書以淺顯易懂的水平撰寫,並包含豐富的示例,因此也可作為本科和研究生課程的教材,用於時間序列分析和信號處理。