AutoSSA publications and talks
2007
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(16 Jan 2008)
Alexandrov, A method of extraction of quasi-periodic time series components using Singular Spectrum Analysis
(poster)
2006
2005
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(22.09.2005)
Alexandrov, Golyandina, Possibilities of automation of the Caterpillar-SSA Method
for Time Series Analysis and Forecast
(slides)
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(09.08.2005)
Alexandrov, Golyandina,
Automatic extraction and forecast of time series
cyclic components within the framework of SSA. —
Proceedings of the 5th Workshop on Simulation (2005), pp.45-50.
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(23.03.2005)
Slides:
The “Caterpillar”-SSA approach to time series analysis and its automation
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2004
- Th.Alexandrov, N.Golyandina,
The automatic extraction of time series trend and periodical components
with the help of the “Caterpillar”-SSA approach. —
Exponenta Pro, 2004, v.3-4, pp. 54-61.
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- Th.Alexandrov, N.Golyandina,
Thresholds setting for automatic extraction of time series trend and
periodical components with the help of the “Caterpillar”-SSA approach. —
Proceedings of the IV International Conference
SICPRO'05, Moscow 25-28 January, 2005.
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- Th.Alexandrov,
Estimation of coefficients of linear recurrent formula
governed the signal of time series. —
Mathematical Models. Theory and applications, —
Issue 5. Collection of science articles / Ed. M.K. Chirkov. St.Petersburg, 2004.
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2003
- Th.Alexandrov, Extraction of additive components of time series
with the help of the “Caterpillar”-SSA approach,: diploma work. —
St.Petersburg State University, Department of Statistical Simulation, 2003.
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Off-site publications
- M.Ghil, M.R.Allen, M.D.Dettinger, K.Ide, D.Kondrashov, M.E.Mann, A.W.Robertson,
A.Saunders, Y.Tian, F.Varadi, and P.Yiou,
Advanced spectral methods for climatic time series. —
Reviews of Geophysics, — 40, 2002.
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F.Varadi, J.M.Pap, R.K.Ulrich, L.Bertello, C.J.Henney,
Searching for Signal in Noise by Random-lag Singular Spectrum Analysis. —
The Astrophysical Journal, 526, 1999, pp.1052-1061.
- J.A.Cadzow,
Signal Enhancement - A composite Property Mapping Algorithm. —
IEEE Transactions of Acoustics, Speech and Signal Processing, — vol.36, N1, Jan 1988.
- R.Vautard, P.Yiou, M.Ghil,
Singular-spectrum analysis: A toolkit for short, noisy chaotic signals —
Physica D 58, 1992, pp.95-126.
- D.S.Broomhead, G.P.King,
Extracting Qualitative Dynamics from Experimental Data. —
Physica D 20, 1986, pp.217-236.
- see SSAwiki for more references: http://www.math.uni-bremen.de/~theodore/ssawiki