Frequency-Weighted Singular Spectrum Analysis for Time Series.
Kenji KumeHiroshi KonashiKatsuichi HiguchiPublished in: Adv. Data Sci. Adapt. Anal. (2022)
Keyphrases
- singular spectrum analysis
- complex valued
- change point detection
- support vector regression
- data preprocessing
- real valued
- artificial neural networks
- non stationary
- outlier detection
- recurrent neural networks
- activation function
- sequential data
- regression model
- linear equations
- neural network model
- neural network
- support vector machine svm
- feature space
- machine learning