Code: 21348312
Multiscale Forecasting Models
by Lida Mercedes Barba Maggi
This book presents two new decomposition methods to decompose a time series in intrinsic components of low and high frequencies. The methods are based on Singular Value Decomposition (SVD) of a Hankel matrix (HSVD). The proposed d ... more
- Language:
English - Binding: Paperback
- Number of pages: 124
Publisher: Springer Nature Switzerland AG, 2019
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Book synopsis
This book presents two new decomposition methods to decompose a time series in intrinsic components of low and high frequencies. The methods are based on Singular Value Decomposition (SVD) of a Hankel matrix (HSVD). The proposed decomposition is
Book details
102.84 €
- Full title: Multiscale Forecasting Models
- Author: Lida Mercedes Barba Maggi
- Language: English
- Binding: Paperback
- Number of pages: 124
- EAN: 9783030069506
- ISBN: 3030069508
- ID: 21348312
- Publisher: Springer Nature Switzerland AG
- Weight: 454 g
- Dimensions: 235 × 155 × 8 mm
- Date of publishing: 03. January 2019
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