عنوان
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On the Optimal Parameters for Reconstruction and Forecasting in Singular Spectrum Analysis
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نوع پژوهش
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مقاله چاپشده در مجلات علمی
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کلیدواژهها
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Cut of point; Singular spectrum analysis; Window length
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چکیده
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There are two main parameters in Singular Spectrum Analysis (SSA). The aim of this study is to determine whether the optimal values of these parameters are different for reconstruction and forecasting stages, and if those are worth the extra computational effort and time which they require. Here, we evaluate these issues using simulation study.
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پژوهشگران
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رحیم محمودوند (نفر اول)، نادر نجاری (نفر دوم)، محمد ذکایی (نفر سوم)
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