Singular Spectrum Analysis (SSA) is a powerful nonparametric method that has emerged as a vital tool in the analysis and forecasting of time series data. By utilising matrix decomposition techniques, ...
1. Difference Equations -- 2. Lag Operators -- 3. Stationary ARMA Processes -- 4. Forecasting -- 5. Maximum Likelihood Estimation -- 6. Spectral Analysis -- 7. Asymptotic Distribution Theory -- 8.
Recent advances in AI, such as foundation models, make it possible for smaller companies to build custom models to make predictions, reduce uncertainty, and gain business advantage. Time series ...