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Univariate Singular Spectrum Analysis
2018A concise description of univariate Singular Spectrum Analysis (SSA) is presented in this chapter. A step-by-step guide for performing filtering, forecasting as well as forecasting interval using univariate SSA and associated R codes is also provided. After reading this chapter, the reader will be able to select two basic, but very important, choices ...
Hossein Hassani, Rahim Mahmoudvand
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Multiparameter Univariate Bayesian Analysis
Journal of the American Statistical Association, 1979Abstract Bayesian analysis using Monte Carlo integration is a powerful method for univariate inference. This approach makes possible multiparameter flexibility within families of univariate distributions. These distributions are defined in this article by increasing spline functions superimposed on probability paper coordinate systems.
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Univariate Measures of Persistence: A Comparative Analysis
Persistence is the speed with which a time series returns to its mean after a shock. Although several measures of persistence have been proposed in the literature, when they are empirically applied, the different measures indicate incompatible messages, as they differ both in the level and the implied evolution of persistence.Arango-Castillo, Lenin +2 more
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Continuous Univariate Multimodal Analysis and Discrete Univariate Multimodal Analysis (2)
IEICE Proceeding Series, 2020Kanemitsu, Hideo, Konno, Hideaki
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