title: Remark on the precision of recurrent forecast in singular spectrum analysis
metadata.name: dc.contributor.author
metadata.value: Nekrutkin, Vladimir V.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2023-03-14T19:30:41Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2023-03-14T19:30:41Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2023-03
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Nekrutkin V.V. Remark on the precision of recurrent forecast in singular spectrum analysis. Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2023, vol. 10 (68), issue 1, pp. 47–60. https://doi.org/10.21638/spbu01.2023.105 (In Russian)
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: https://doi.org/10.21638/spbu01.2023.105
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/39325
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: Within the family of methods named as Singular Spectrum Analysis there exist several variants of forecasting algorithms for signals corrupted by additive noise. In this paper the way to estimate the asymptotical accuracy of the recurrent variant of such a forecast for long series is shown and illustrated. It occurs that almost all elements of this construction are already studied and published, though some of them are hard to be implemented in concrete situations. Here all these elements are brought together, expanded and discussed. Several theoretical and computational examples are presented.
metadata.lang: en_GB
metadata.name: dc.description.sponsorship
metadata.value: This work was supported by the Russian Foundation for Basic Research (project no. 20-01-00067).
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Mathematics. Mechanics. Astronomy;Volume 10 (68); Issue 1
metadata.lang: -
metadata.name: dc.subject
metadata.value: signal processing
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: singular spectrum analysis
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: recurrent forecasting
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: asymptotical analysis
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Remark on the precision of recurrent forecast in singular spectrum analysis
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 15493-Текст статьи-51844-1-2-20230304.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/39325/1/15493-%d0%a2%d0%b5%d0%ba%d1%81%d1%82%20%d1%81%d1%82%d0%b0%d1%82%d1%8c%d0%b8-51844-1-2-20230304.pdf
resources.format: Adobe PDF
resources.size: 1,26 MB