On automated identification in singular spectrum analysis for different types of objects
Nina Golyandina, Polina Zhornikova
TL;DR
This paper discusses automated grouping in singular spectrum analysis, introducing a new method for identifying periodic components and exploring extensions to multivariate data and images.
Contribution
A novel method for automated identification of periodic components in singular spectrum analysis is proposed, with discussions on extending to multivariate data and images.
Findings
New method for periodic component identification
Potential extensions to multivariate time series and images
Enhanced automation in spectral analysis
Abstract
Approaches to automated grouping in singular spectrum analysis are considered. A new method for the identification of periodic components is proposed. The possibilities of extensions to multivariate time series and images are discussed.
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Taxonomy
TopicsStatistical and numerical algorithms