More on Filtering and Forecasting by SSA
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The core intention of this chapter is providing the reader with more theoretical information regarding technical background of the Singular Spectrum Analysis (SSA) approach so that each part of the presented technique can be easily extended/modified according to the users’ desirer/applications. The possibility of using two window lengths for reconstruction and forecasting stages of SSA and outlier detection are presented as two illustrations. More information on theoretical aspect of SSA is also presented in Appendix B.