A new approach for the vector forecast algorithm in singular spectrum analysis.

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Bibliographic Details
Title: A new approach for the vector forecast algorithm in singular spectrum analysis.
Authors: Rodrigues, Paulo Canas1,2 (AUTHOR) paulocanas@gmail.com, Mahmoudvand, Rahim3 (AUTHOR)
Source: Communications in Statistics: Simulation & Computation. 2020, Vol. 49 Issue 3, p591-605. 15p.
Database: Mathematics Source
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ISSN:03610918
DOI:10.1080/03610918.2019.1664578