Browsing Faculty of Natural and Agricultural Sciences by Subject "Hankel matrix"
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Identifying South African tourism time series structure using singular spectrum analysis
(South African Statistical Association, 2014)Singular spectrum analysis is a powerful non-parametric time series method that applies singular value decomposition to a Hankel structured matrix. The method can handle complex time series structures that include ... -
Time series outlier detection using the trajectory matrix in singular spectrum analysis with outlier maps and ROBPCA
(SASA (South African Statistical Association), 2015)Singular spectrum analysis is a powerful non-parametric time series method that applies singular value decomposition to a Hankel structured matrix. The method can handle complex time series structures that include ...