Basic Singular Spectrum Analysis and forecasting with R.
Nina GolyandinaAnton I. KorobeynikovPublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- singular spectrum analysis
- support vector regression
- complex valued
- change point detection
- forecasting accuracy
- rainfall forecasting
- forecasting model
- support vector
- neural network
- data preprocessing
- regression model
- hybrid model
- load forecasting
- support vector machine svm
- short term
- kernel function
- artificial neural networks
- real valued
- semi parametric
- prediction model
- k nearest neighbor
- feature selection
- genetic algorithm
- machine learning