Our concern is the spectral decomposition of real, symmetric matrices. But how do such matrices arise in problems of data analysis? That is the central question here. We begin with some notation.
KeywordsAnnual Number Spectral Decomposition Multivariate Statistics Singular Spectrum Analysis Single Time Series
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Springer Science+Business Media New York 1996