Flip to back Flip to front
Listen Playing... Paused   You're listening to a sample of the Audible audio edition.
Learn more
See all 2 images
Sell yours for a Gift Card
We'll buy it for $9.67
Learn More
Trade in now
Have one to sell? Sell on Amazon

Analysis of Time Series Structure: SSA and related techniques Hardcover – January 23, 2001

ISBN-13: 978-1584881940 ISBN-10: 1584881941 Edition: 1st
Buy used
Buy new
Used & new from other sellers Delivery options vary per offer
37 used & new from $64.50
Rent from Amazon Price New from Used from
"Please retry"
"Please retry"
$64.50 $75.00
Free Two-Day Shipping for College Students with Amazon Student Free%20Two-Day%20Shipping%20for%20College%20Students%20with%20Amazon%20Student

Half-Life by Frank Close
Half-Life by Frank Close
Check out the newest book by Frank Close. Learn more | See related books
$120.25 FREE Shipping. In stock but may require an extra 1-2 days to process. Ships from and sold by Amazon.com. Gift-wrap available.

Frequently Bought Together

Analysis of Time Series Structure: SSA and related techniques + Singular Spectrum Analysis for Time Series (SpringerBriefs in Statistics)
Price for both: $158.20

One of these items ships sooner than the other.

Buy the selected items together

Editorial Reviews


[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

Hero Quick Promo
Today Only: Up to 80% Off Popular Summer Reads on Kindle
Today only, get books by Jhumpa Lahiri, Brad Meltzer, Amy Tan, Jane Green, and more at up to 80% off. Learn more

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: #322,240 in Books (See Top 100 in Books)

More About the Author

Discover books, learn about writers, read author blogs, and more.

Customer Reviews

5.0 out of 5 stars
5 star
4 star
3 star
2 star
1 star
See the customer review
Share your thoughts with other customers

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.
Comment Was this review helpful to you? Yes No Sending feedback...
Thank you for your feedback. If this review is inappropriate, please let us know.
Sorry, we failed to record your vote. Please try again

What Other Items Do Customers Buy After Viewing This Item?