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Predicting daily exchange rate with singular spectrum analysis
Nonlinear Analysis: Real World Applications, 2010 This paper uses univariate and multivariate singular spectrum analysis for predicting the value and the direction of changes in the daily pound/dollar exchange rate.
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The Effect of Data Transformation on Singular Spectrum Analysis for Forecasting
Signals, 2020Atikur Khan +2 more
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Short-Term Net Load Forecasting with Singular Spectrum Analysis and LSTM Neural Networks
Energies, 2021Akylas Stratigakos +2 more
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Basic Singular Spectrum Analysis and forecasting with R
Computational Statistics and Data Analysis, 2014Anton Korobeynikov, Nina Golyandina
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An Algorithm Based on Singular Spectrum Analysis for Change-Point Detection
Communications in Statistics Part B: Simulation and Computation, 2003Anatoly Zhigljavsky +1 more
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Real-time nowcasting the US output gap: Singular spectrum analysis at work
International Journal of Forecasting, 2017Antonio Rua, Miguel de Carvalho
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Forecasting European industrial production with singular spectrum analysis
International Journal of Forecasting, 2009Saeed Heravi +2 more
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Leak detection in water distribution pipes using singular spectrum analysis
Urban Water Journal, 2018Jinane Harmouche +2 more
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Forecasting U.S. Tourist arrivals using optimal Singular Spectrum Analysis
Tourism Management, 2015Saeed Heravi +2 more
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