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Rahim Mahmoudvand

Rahim Mahmoudvand

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId: 35146363700
HIndex:
Faculty: Faculty of Science
Address:
Phone:

Research

Title
Selection Criteria for Choosing Window Length in Singular Spectrum Analysis
Type
Presentation
Keywords
Singular Spectrum Analysis‎, ‎Window length‎, ‎Hankel matrix
Year
2015
Researchers Rahim Mahmoudvand

Abstract

‎Singular Spectrum Analysis (SSA) is a powerful non-parametric time series analysis method which mainly is based on matrix analysis and classical time series‎. ‎In order to apply this method‎, ‎at the first stage‎, ‎window length must be determined‎. ‎An improper value of window length yields misleading results in SSA‎. ‎In this paper‎, ‎we review the criteria that should be consider to find a suitable value for window length.