Basic SSA [chapter]

Nina Golyandina, Anatoly Zhigljavsky
2013 SpringerBriefs in Statistics  
Consider a real-valued time series X = X N = (x 1 , . . . , x N ) of length N . Assume that N > 2 and X is a nonzero series; that is, there exists at least one i such that x i = 0. Let L (1 < L < N ) be some integer called the window length and K = N − L + 1. Basic SSA is an algorithm of time series analysis which is described below. This algorithm consists of two complementary stages: decomposition and reconstruction.
doi:10.1007/978-3-642-34913-3_2 fatcat:nd6zwsnzjbfntd4llekccejpie