مشخصات پژوهش

عنوان	The benefits of multivariate singular spectrum analysis over the univariate version
نوع پژوهش	مقاله چاپ‌شده در مجلات علمی
کلیدواژه‌ها	multivariate singular spectrum analysis, univariate version
چکیده	Singular Spectrum Analysis (SSA) is a relatively simple and powerful method in the area of time series analysis that is mainly based on matrix analysis. In this paper, we present a methodological comparison between the univariate and multivariate versions of SSA. Additionally, we explore the advantages of multivariate SSA in terms of theoretical results and with application to a real data set on currency exchange rates.
پژوهشگران	پائولو رودریگوئز (نفر اول)، رحیم محمودوند (نفر دوم)