Translator Disclaimer
13 October 1997 The SSA-MTM Toolkit: applications to analysis and prediction of time series
Author Affiliations +
Abstract
A toolkit of software for advanced spectral methods has been in the public domain since 1995 and an extensive revision has been made available on the Worldwide Web in Spring 1997. The toolkit emphasizes, besides the more traditional Blackman- Tukey and maximum-entropy methods, singular-spectrum analysis (SSA) and the multi-taper method (MTM); hence its name. The original developers of the SSA Toolkit (at first), the researchers involved in its recent extension as an SSA-MTM toolkit, and many independent investigators have applied successive versions of the toolkit to a variety of practical problems. Some of the methodological basics are reviewed, and applications to time-series prediction are outlined.
© (1997) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Michael Ghil "The SSA-MTM Toolkit: applications to analysis and prediction of time series", Proc. SPIE 3165, Applications of Soft Computing, (13 October 1997); https://doi.org/10.1117/12.279594
PROCEEDINGS
15 PAGES


SHARE
Advertisement
Advertisement
Back to Top