Download or read book Singular Spectrum Analysis written by J.B. Elsner and published by Springer Science & Business Media. This book was released on 1996-10-31 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: This original new text provides an easily accessible introduction to this important new topic in time series analysis. The authors emphasize examples over theoretical explanations and the need for proper and careful statistical tests in the context of data exploration. The book's focus is on the application of the method in signal detection, filtering, and prediction. Instructors and students will appreciate the step-by-step presentation of underlying ideas.