LIBROS DEL AUTOR: j b elsner

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  • Singular Spectrum Analysis
    A.A. Tsonis / J.B. Elsner
    The term singular spectrum comes from the spectral (eigenvalue) decomposition of a matrix A into its set (spectrum) of eigenvalues. These eigenvalues, A, are the numbers that make the matrix A -AI singular. The term singular spectrum analysis· is unfortunate since the traditional eigenvalue decomposition involving multivariate data is also an analysis...
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