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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
Singular Spectrum Analysis Using R
Type
Book
Keywords
Singular Spectrum Analysis, R
Year
2018
Researchers Hossein Hassani ، Rahim Mahmoudvand

Abstract

As this book endeavours to provide a concise introduction to SSA, as well as to its application procedures to time series analysis, it is mainly aimed at masters and Ph.D.’s students with a reasonably strong stats/maths background who wants to learn SSA, and is already acquainted with R. It is also appropriate for practitioners wishing to revive their knowledge of times series analysis or to quickly learn about the main mechanisms of SSA. On the time series side, it is not necessary to be an expert on what is popularly called Box-Jenkins modelling. In fact this could be a disadvantage since SSA modelling start from a somewhat different point and in doing so challenges some of the underlying assumptions of the Box-Jenkins approach.