Analysis of Time Series Structure: SSA and related techniques 1st Edition

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ISBN-13: 978-1584881940
ISBN-10: 1584881941
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Editorial Reviews

Review

[This] is the first book on SSA aimed at statisticians. The authors provide clear and concise descriptions of the basic methodology of this new technique, and this is a welcome reference text for time series practitioners. … This book provides the background to successfully understand and intelligently apply SSA. I strongly recommend it to anyone interested in time series analysis.
- Journal of the American Statistical Association

This book summarizes the results published on SSA in the last 15 years. It is a good source of SSA methodology for scientists who wish to complement classical procedures for time series analysis by SSA tools.
- Mathematical Reviews, Issue 2002

…the formal mathematical theory, which underpins the method, is laid out with admirable clarity. The authors have performed a service to the statistical community by writing this book. It is likely to become the standard reference to SSA; helpful to the applied statistician who wishes to analyse a times series and also to the theoretician who may wish to develop this interesting approach to time series analysis further.
Short Book Reviews of the ISI

The present monograph is dedicated to a recently proposed technique, singular spectrum analysis (SSA), that can be considered an extension of Pearson's problem to the situation in which the points in the space correspond to realizations of a time series…it is an important contribution to a modern area that is becoming increasingly needed in problems of electrical engineering, economics, meteorology, oceanography, and other fields. The authors should be commended for bringing this method to the attention of the statistical community.
-Andrew L. Rukhin, University of Maryland at Baltimore County for Technometrics, August 2002
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Product Details

  • Series: Chapman & Hall/CRC Monographs on Statistics & Applied Probability (Book 90)
  • Hardcover: 320 pages
  • Publisher: Chapman and Hall/CRC; 1 edition (January 23, 2001)
  • Language: English
  • ISBN-10: 1584881941
  • ISBN-13: 978-1584881940
  • Product Dimensions: 6.1 x 0.8 x 9.2 inches
  • Shipping Weight: 1.3 pounds (View shipping rates and policies)
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (1 customer review)
  • Amazon Best Sellers Rank: #1,305,001 in Books (See Top 100 in Books)

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Most Helpful Customer Reviews

4 of 4 people found the following review helpful By Mike B on January 9, 2007
Format: Hardcover
I really like this book. I'm interested in applying SSA in some problems i'm working and these authors write in a way that can be applied immediately. The authors have done a huge amount of orignal work in this area and it's reported in a clear, logical, straight-forward manner. the book contains proofs of the major results so the reader can get a complete picture of the strengths and limitations of the tools the authors are presenting. I highly recommend the book.
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