Hankel matrices are an important family of matrices that play a fundamental role in diverse ¯elds of study, such as computer science, engineering, mathematics and statistics. In this paper, we study the behavior of the singular values of the Hankel matrix by changing its dimension. In addition, as an application, we use the obtained results for choosing the optimal values of the parameters of singular spectrum analysis, which is a powerful technique in time series based on the Hankel matrix.
