A new approach for the vector forecast algorithm in singular spectrum analysis.
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| Title: | A new approach for the vector forecast algorithm in singular spectrum analysis. |
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| 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 |
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| DOI: | 10.1080/03610918.2019.1664578 |