Identifying secondary series for stepwise common singular spectrum analysis
| dc.contributor.author | Viljoen, H. | en_ZA |
| dc.contributor.author | Steel, S. J. | en_ZA |
| dc.date.accessioned | 2018-01-10T07:59:09Z | |
| dc.date.available | 2018-01-10T07:59:09Z | |
| dc.date.issued | 2013 | |
| dc.description | CITATION: Viljoen, H. & Steel, S. J. 2013. Identifying secondary series for stepwise common singular spectrum analysis. Orion, 29(2):155–167, doi:10.5784/29-2-134. | |
| dc.description | The original publication is available at http://orion.journals.ac.za | |
| dc.description.abstract | Common singular spectrum analysis is a technique which can be used to forecast a primary time series by using the information from a secondary series. Not all secondary series, however, provide useful information. A first contribution in this paper is to point out the properties which a secondary series should have in order to improve the forecast accuracy of the primary series. The second contribution is a proposal which can be used to select a secondary series from several candidate series. Empirical studies suggest that the proposal performs well. | en_ZA |
| dc.description.uri | http://orion.journals.ac.za/pub/article/view/134 | |
| dc.description.version | Publisher's version | |
| dc.format.extent | 13 pages ; illustrations | |
| dc.identifier.citation | Viljoen, H. & Steel, S. J. 2013. Identifying secondary series for stepwise common singular spectrum analysis. Orion, 29(2):155–167, doi:10.5784/29-2-134. | |
| dc.identifier.issn | 2224-0004 (online) | |
| dc.identifier.issn | 0259-191X (print) | |
| dc.identifier.other | doi:10.5784/29-2-134 | |
| dc.identifier.uri | http://hdl.handle.net/10019.1/103032 | |
| dc.language.iso | en_ZA | en_ZA |
| dc.publisher | Operations Research Society of South Africa | |
| dc.rights.holder | Authors retain copyright | |
| dc.subject | Time-series selection | en_ZA |
| dc.subject | Spectrum analysis | en_ZA |
| dc.title | Identifying secondary series for stepwise common singular spectrum analysis | en_ZA |
| dc.type | Article | en_ZA |