Chapman & Hall/CRC Monographs on Statist Analysis of Time Series Structure, (Hardcover)

This book provides a careful, lucid description of singular spectrum analysis (SSA) general theory and methodology. Part I introduces the basic concepts and presents a detailed treatment of the methodology. Part II is devoted to the theory of SSA. Based on the authors' original work and filled with applications, this book offers an outstanding opportunity to obtain a working knowledge of why, when, and how SSA works. It builds a strong foundation for successfully using the technique in applications ranging from mathematics and nonlinear physics to economics, biology, oceanology, social science, engineering, financial econometrics, and market research.