Prediction intervals for the vector singular spectrum analysis forecasting algorithm in a median‐based singular spectrum analysis.
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| Title: | Prediction intervals for the vector singular spectrum analysis forecasting algorithm in a median‐based singular spectrum analysis. |
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| Authors: | Mahmoudvand, Rahim1, Canas Rodrigues, Paulo2 paulocanas@gmail.com |
| Source: | Computational & Mathematical Methods. Jan2021, Vol. 3 Issue 1, p1-12. 12p. |
| Database: | Mathematics Source |
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| ISSN: | 25777408 |
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| DOI: | 10.1002/cmm4.1080 |