Show simple item record

dc.contributor.authorDe Klerk, J.
dc.date.accessioned2016-03-09T09:03:02Z
dc.date.available2016-03-09T09:03:02Z
dc.date.issued2014
dc.identifier.citationDe Klerk, J. 2014. Identifying South African tourism time series structure using singular spectrum analysis. South African statistical journal, 48(1):19-39. [http://www.sastat.org.za/journal/information]en_US
dc.identifier.issn0038-271X
dc.identifier.urihttp://hdl.handle.net/10394/16598
dc.description.abstractSingular 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 combinations of polynomials, sinusoids and exponentials. The effectiveness of the method is illustrated by application to a South African tourism time seriesen_US
dc.description.urihttp://www.sastat.org.za/journal/information
dc.language.isoenen_US
dc.publisherSouth African Statistical Associationen_US
dc.subjectHankel matrixen_US
dc.subjectsingular spectrum analysisen_US
dc.subjectsingular value decompositionen_US
dc.subjecttime series structureen_US
dc.titleIdentifying South African tourism time series structure using singular spectrum analysisen_US
dc.typeArticleen_US
dc.contributor.researchID23239603 - De Klerk, Jacques


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record