The benefits of multivariate singular spectrum analysis over the univariate version.

Paulo Canas Rodrigues Rahim Mahmoudvand

Published in: J. Frankl. Inst. (2018)

Keyphrases

singular spectrum analysis
change point detection
multivariate time series
complex valued
sequential data
support vector regression
outlier detection
non stationary
multivariate decision trees
regression model
artificial neural networks
machine learning
data preprocessing
genetic algorithm
back propagation