Identifying South African tourism time series structure using singular spectrum analysis

dc.contributor.author	De Klerk, J.
dc.contributor.researchID	23239603 - De Klerk, Jacques
dc.date.accessioned	2016-03-09T09:03:02Z
dc.date.available	2016-03-09T09:03:02Z
dc.date.issued	2014
dc.description.abstract	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 combinations of polynomials, sinusoids and exponentials. The effectiveness of the method is illustrated by application to a South African tourism time series	en_US
dc.description.uri	http://www.sastat.org.za/journal/information
dc.identifier.citation	De 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.issn	0038-271X
dc.identifier.uri	http://hdl.handle.net/10394/16598
dc.language.iso	en	en_US
dc.publisher	South African Statistical Association	en_US
dc.subject	Hankel matrix	en_US
dc.subject	singular spectrum analysis	en_US
dc.subject	singular value decomposition	en_US
dc.subject	time series structure	en_US
dc.title	Identifying South African tourism time series structure using singular spectrum analysis	en_US
dc.type	Article	en_US

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