Télécharger le livre :  Multiscale Forecasting Models
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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 used to improve the...

Editeur : Springer
Parution : 2018-08-23

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