On the Optimal Parameters for Reconstruction and Forecasting in Singular Spectrum Analysis

Author: Mahmoudvand Rahim   Najari Nader   Zokaei Mohammad  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0918

Source: Communications in Statistics: Simulation and Computation, Vol.42, Iss.4, 2013-04, pp. : 860-870

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Abstract