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Full-Text Articles in Physical Sciences and Mathematics
Time Series Decomposition Using Singular Spectrum Analysis, Cheng Deng
Time Series Decomposition Using Singular Spectrum Analysis, Cheng Deng
Electronic Theses and Dissertations
Singular Spectrum Analysis (SSA) is a method for decomposing and forecasting time series that recently has had major developments but it is not yet routinely included in introductory time series courses. An international conference on the topic was held in Beijing in 2012. The basic SSA method decomposes a time series into trend, seasonal component and noise. However there are other more advanced extensions and applications of the method such as change-point detection or the treatment of multivariate time series. The purpose of this work is to understand the basic SSA method through its application to the monthly average sea …
Comparison Of Time Series And Functional Data Analysis For The Study Of Seasonality., Jake Allen
Comparison Of Time Series And Functional Data Analysis For The Study Of Seasonality., Jake Allen
Electronic Theses and Dissertations
Classical time series analysis has well known methods for the study of seasonality. A more recent method of functional data analysis has proposed phase-plane plots for the representation of each year of a time series. However, the study of seasonality within functional data analysis has not been explored extensively. Time series analysis is first introduced, followed by phase-plane plot analysis, and then compared by looking at the insight that both methods offer particularly with respect to the seasonal behavior of a variable. Also, the possible combination of both approaches is explored, specifically with the analysis of the phase-plane plots. The …