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Singular Spectrum Analysis: Methodology and Comparison

Citations

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Cited by:

  1. Kolidakis, Stylianos & Botzoris, George & Profillidis, Vassilios & Lemonakis, Panagiotis, 2019. "Road traffic forecasting — A hybrid approach combining Artificial Neural Network with Singular Spectrum Analysis," Economic Analysis and Policy, Elsevier, vol. 64(C), pages 159-171.
  2. Huang, Xu & Hassani, Hossein & Ghodsi, Mansi & Mukherjee, Zinnia & Gupta, Rangan, 2017. "Do trend extraction approaches affect causality detection in climate change studies?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 604-624.
  3. Cheng-Hong Yang & Jen-Chung Shao & Yen-Hsien Liu & Pey-Huah Jou & Yu-Da Lin, 2022. "Application of Fuzzy-Based Support Vector Regression to Forecast of International Airport Freight Volumes," Mathematics, MDPI, vol. 10(14), pages 1-18, July.
  4. Ruben Fossion & Ana Leonor Rivera & Juan C Toledo-Roy & Jason Ellis & Maia Angelova, 2017. "Multiscale adaptive analysis of circadian rhythms and intradaily variability: Application to actigraphy time series in acute insomnia subjects," PLOS ONE, Public Library of Science, vol. 12(7), pages 1-21, July.
  5. Lai, Lin & Guo, Kun, 2017. "The performance of one belt and one road exchange rate: Based on improved singular spectrum analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 299-308.
  6. Hossein Hassani & Emmanuel Sirimal Silva, 2015. "A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts," Econometrics, MDPI, vol. 3(3), pages 1-20, August.
  7. Hassani, Hossein & Silva, Emmanuel Sirimal & Antonakakis, Nikolaos & Filis, George & Gupta, Rangan, 2017. "Forecasting accuracy evaluation of tourist arrivals," Annals of Tourism Research, Elsevier, vol. 63(C), pages 112-127.
  8. Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2015. "Forecasting implied volatility indices worldwide: A new approach," MPRA Paper 72084, University Library of Munich, Germany.
  9. M. Mallikarjuna & R. Prabhakara Rao, 2019. "Evaluation of forecasting methods from selected stock market returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-16, December.
  10. de Carvalho, Miguel & Rua, António, 2017. "Real-time nowcasting the US output gap: Singular spectrum analysis at work," International Journal of Forecasting, Elsevier, vol. 33(1), pages 185-198.
  11. Sulandari, Winita & Subanar, & Lee, Muhammad Hisyam & Rodrigues, Paulo Canas, 2020. "Indonesian electricity load forecasting using singular spectrum analysis, fuzzy systems and neural networks," Energy, Elsevier, vol. 190(C).
  12. Donya Rahmani & Saeed Heravi & Hossein Hassani & Mansi Ghodsi, 2016. "Forecasting time series with structural breaks with Singular Spectrum Analysis, using a general form of recurrent formula," Papers 1605.02188, arXiv.org.
  13. Paulo Canas Rodrigues & Olushina Olawale Awe & Jonatha Sousa Pimentel & Rahim Mahmoudvand, 2020. "Modelling the Behaviour of Currency Exchange Rates with Singular Spectrum Analysis and Artificial Neural Networks," Stats, MDPI, vol. 3(2), pages 1-21, June.
  14. Afshar, K. & Bigdeli, N., 2011. "Data analysis and short term load forecasting in Iran electricity market using singular spectral analysis (SSA)," Energy, Elsevier, vol. 36(5), pages 2620-2627.
  15. Andrea Saayman & Ilsé Botha, 2017. "Non-linear models for tourism demand forecasting," Tourism Economics, , vol. 23(3), pages 594-613, May.
  16. Stelios M. Potirakis & Masashi Hayakawa & Alexander Schekotov, 2017. "Fractal analysis of the ground-recorded ULF magnetic fields prior to the 11 March 2011 Tohoku earthquake (M W = 9): discriminating possible earthquake precursors from space-sourced disturbances," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 85(1), pages 59-86, January.
  17. Mahdi Kalantari & Hossein Hassani, 2019. "Automatic Grouping in Singular Spectrum Analysis," Forecasting, MDPI, vol. 1(1), pages 1-16, October.
  18. Winita Sulandari & Yudho Yudhanto & Paulo Canas Rodrigues, 2022. "The Use of Singular Spectrum Analysis and K-Means Clustering-Based Bootstrap to Improve Multistep Ahead Load Forecasting," Energies, MDPI, vol. 15(16), pages 1-22, August.
  19. Berg, Ernst & Huffaker, Ray, 2014. "What drives the German hog price cyle? Diagnostic modelling of a nonlinear dynamic system," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182822, European Association of Agricultural Economists.
  20. Berg, Ernst & Huffaker, Ray, 2015. "Economic Dynamics of the German Hog-Price Cycle," International Journal on Food System Dynamics, International Center for Management, Communication, and Research, vol. 6(2), pages 1-17, July.
  21. Zoran Gligorić & Miloš Gligorić & Dževdet Halilović & Čedomir Beljić & Katarina Urošević, 2020. "Hybrid Stochastic-Grey Model to Forecast the Behavior of Metal Price in the Mining Industry," Sustainability, MDPI, vol. 12(16), pages 1-21, August.
  22. Dimitrios Thomakos & Hossein Hassani & Kerry Patterson, 2013. "Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach," Economics Discussion Papers em-dp2013-04, Department of Economics, University of Reading.
  23. Zongxi Qu & Xiaogang Hao & Fazhen Zhao & Chunhua Niu, 2023. "Uncertainty analysis–forecasting system based on decomposition–ensemble framework for PM2.5 concentration forecasting in China," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2027-2044, December.
  24. Wang, Jianguo & Han, Lincheng & Zhang, Xiuyu & Wang, Yingzhou & Zhang, Shude, 2023. "Electrical load forecasting based on variable T-distribution and dual attention mechanism," Energy, Elsevier, vol. 283(C).
  25. Najafi, Nadia & Paulsen, Uwe Schmidt, 2017. "Operational modal analysis on a VAWT in a large wind tunnel using stereo vision technique," Energy, Elsevier, vol. 125(C), pages 405-416.
  26. Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli Segnon, 2017. "Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 83-97, January.
  27. Lifen Zhang & Kalpna Gahalaut & Wulin Liao & Yannan Zhao & Yunsheng Yao & Jinggang Li & Weibing Qin & Guichun Wei & Ziyan Zhou, 2023. "Application of spectral analysis to the reservoir-triggered earthquakes in Three Gorges reservoir region, China," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 118(1), pages 479-494, August.
  28. Marinoiu Cristian, 2018. "Average Monthly Temperature Forecast In Romania By Using Singular Spectrum Analysis," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 3, pages 48-57, June.
  29. Menezes, Rui & Dionísio, Andreia & Hassani, Hossein, 2012. "On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 369-384.
  30. Hassani, Hossein & Huang, Xu & Gupta, Rangan & Ghodsi, Mansi, 2016. "Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 460(C), pages 54-65.
  31. M. Atikur Rahman Khan & D.S. Poskitt, 2014. "On The Theory and Practice of Singular Spectrum Analysis Forecasting," Monash Econometrics and Business Statistics Working Papers 3/14, Monash University, Department of Econometrics and Business Statistics.
  32. Christina Beneki & Bruno Eeckels & Costas Leon, 2012. "Signal Extraction and Forecasting of the UK Tourism Income Time Series: A Singular Spectrum Analysis Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(5), pages 391-400, August.
  33. V. Rasoulzadeh & E. C. Erkus & T. A. Yogurt & I. Ulusoy & S. Aykan Zergeroğlu, 2017. "A comparative stationarity analysis of EEG signals," Annals of Operations Research, Springer, vol. 258(1), pages 133-157, November.
  34. Hossein Hassani & Mohammad Reza Yeganegi & Xu Huang, 2021. "Fusing Nature with Computational Science for Optimal Signal Extraction," Stats, MDPI, vol. 4(1), pages 1-15, January.
  35. repec:rdg:wpaper:em-dp2013-04 is not listed on IDEAS
  36. Zhang, Shuai & Chen, Yong & Xiao, Jiuhong & Zhang, Wenyu & Feng, Ruijun, 2021. "Hybrid wind speed forecasting model based on multivariate data secondary decomposition approach and deep learning algorithm with attention mechanism," Renewable Energy, Elsevier, vol. 174(C), pages 688-704.
  37. Lahmiri, Salim, 2018. "Minute-ahead stock price forecasting based on singular spectrum analysis and support vector regression," Applied Mathematics and Computation, Elsevier, vol. 320(C), pages 444-451.
  38. Berg, Ernst & Huffaker, Ray, 2015. "Explaining the German hog price cycle: A nonlinear dynamics approach," 2015 International European Forum (144th EAAE Seminar), February 9-13, 2015, Innsbruck-Igls, Austria 206210, International European Forum on System Dynamics and Innovation in Food Networks.
  39. Carlos Alberto Orge Pinheiro & Valter de Senna, 2016. "Price Forecasting Through Multivariate Spectral Analysis: Evidence for Commodities of BMeFbovespa," Brazilian Business Review, Fucape Business School, vol. 13(5), pages 129-157, September.
  40. Qian Qu & Ronghua Xu & Yu Chen & Erik Blasch & Alexander Aved, 2021. "Enable Fair Proof-of-Work (PoW) Consensus for Blockchains in IoT by Miner Twins (MinT)," Future Internet, MDPI, vol. 13(11), pages 1-17, November.
  41. Hassani, Hossein & Heravi, Saeed & Zhigljavsky, Anatoly, 2009. "Forecasting European industrial production with singular spectrum analysis," International Journal of Forecasting, Elsevier, vol. 25(1), pages 103-118.
  42. Martelotte Marcela Cohen & Souza Reinaldo Castro & Silva Eduardo Antônio Barros da, 2017. "Design of Seasonal Adjustment Filter Robust to Variations in the Seasonal Behaviour of Time Series," Journal of Official Statistics, Sciendo, vol. 33(1), pages 155-186, March.
  43. Zhang, Yachao & Le, Jian & Liao, Xiaobing & Zheng, Feng & Li, Yinghai, 2019. "A novel combination forecasting model for wind power integrating least square support vector machine, deep belief network, singular spectrum analysis and locality-sensitive hashing," Energy, Elsevier, vol. 168(C), pages 558-572.
  44. Andrea Saayman & Jacques de Klerk, 2019. "Forecasting tourist arrivals using multivariate singular spectrum analysis," Tourism Economics, , vol. 25(3), pages 330-354, May.
  45. Silva, Emmanuel Sirimal & Hassani, Hossein, 2022. "‘Modelling’ UK tourism demand using fashion retail sales," Annals of Tourism Research, Elsevier, vol. 95(C).
  46. Rocco S, Claudio M., 2013. "Singular spectrum analysis and forecasting of failure time series," Reliability Engineering and System Safety, Elsevier, vol. 114(C), pages 126-136.
  47. Ping Jiang & Zeng Wang & Kequan Zhang & Wendong Yang, 2017. "An Innovative Hybrid Model Based on Data Pre-Processing and Modified Optimization Algorithm and Its Application in Wind Speed Forecasting," Energies, MDPI, vol. 10(7), pages 1-29, July.
  48. Seyma Gozuyilmaz & O. Erhun Kundakcioglu, 2021. "Mathematical optimization for time series decomposition," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 43(3), pages 733-758, September.
  49. Telesca, Luciano & Lovallo, Michele & Babayev, Gulam & Kadirov, Fakhraddin, 2013. "Spectral and informational analysis of seismicity: An application to the 1996–2012 seismicity of the Northern Caucasus–Azerbaijan part of the greater Caucasus–Kopet Dag region," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 6064-6078.
  50. Telesca, Luciano & Lovallo, Michele & Shaban, Amin & Darwich, Talal & Amacha, Nabil, 2013. "Singular spectrum analysis and Fisher–Shannon analysis of spring flow time series: An application to Anjar Spring, Lebanon," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3789-3797.
  51. Th I Götz & G Lahmer & V Strnad & Ch Bert & B Hensel & A M Tomé & E W Lang, 2017. "A tool to automatically analyze electromagnetic tracking data from high dose rate brachytherapy of breast cancer patients," PLOS ONE, Public Library of Science, vol. 12(9), pages 1-31, September.
  52. Moody Chu & Matthew Lin & Liqi Wang, 2014. "A study of singular spectrum analysis with global optimization techniques," Journal of Global Optimization, Springer, vol. 60(3), pages 551-574, November.
  53. Zhang, Kequan & Qu, Zongxi & Dong, Yunxuan & Lu, Haiyan & Leng, Wennan & Wang, Jianzhou & Zhang, Wenyu, 2019. "Research on a combined model based on linear and nonlinear features - A case study of wind speed forecasting," Renewable Energy, Elsevier, vol. 130(C), pages 814-830.
  54. Md Atikur Rahman Khan & D.S. Poskitt, 2010. "Description Length Based Signal Detection in singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers 13/10, Monash University, Department of Econometrics and Business Statistics.
  55. Hassani, Hossein & Webster, Allan & Silva, Emmanuel Sirimal & Heravi, Saeed, 2015. "Forecasting U.S. Tourist arrivals using optimal Singular Spectrum Analysis," Tourism Management, Elsevier, vol. 46(C), pages 322-335.
  56. Tang, Wenjin & Bu, Hui & Ji, Yuqiong & Li, Zhongfei, 2024. "Market uncertainty and information content in complex seasonality of prices," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
  57. Deeraj Nagothu & Ronghua Xu & Yu Chen & Erik Blasch & Alexander Aved, 2022. "Deterring Deepfake Attacks with an Electrical Network Frequency Fingerprints Approach," Future Internet, MDPI, vol. 14(5), pages 1-20, April.
  58. Telesca, Luciano & Laib, Mohamed & Guignard, Fabian & Mauree, Dasaraden & Kanevski, Mikhail, 2019. "Linearity versus non-linearity in high frequency multilevel wind time series measured in urban areas," Chaos, Solitons & Fractals, Elsevier, vol. 120(C), pages 234-244.
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