An overview of singular spectrum analysis

Singular spectrum analysis (SSA) is a nonparametric approach to analyze time series data. SSA is an extension of principal component analysis that allows the decomposition of the original (univariate) time series into a sum of independent components, which can be interpreted as trend, oscillatory and noise components.
In this seminar I will present an overview of singular spectrum analysis and show its usefulness in several fields of research such as climatology, econometrics and industrial production.
 
Palestrante:Paulo Canas Rodrigues
Professor da UFBA/Dep. Estatística -IM
 
Data: 10/10/2014
Horário: 11:00hs
Local : Sala 12 do Instituto de Matemática

O Professor Paulo Canas Rodrigues do Dest-IM-UFBA  é pesquisador na área de Séries Temporais, Bioestatística e Estatística Multivariada, com ênfase em redução de dimensionalidade.