Time series analysis

Sμ is very active in the area of time series analysis and forecasting, especially in the theory, methodology and applications of the so-called Singular spectrum analysis (shortly, SSA). Current areas of research fall into the following headings:
SSA: theory and methodology
SSA: applications
SSA and subspace-based methods in signal processing
SSA for monitoring structural stability of time series
SSA for testing causality between series

Cardiff Investigators

Collaborators

Dr. Nina Golyandina, Dr. Vladimir Nekrutkin, Dr. Ivan Markovsky, Dr. Hossein Hassani, Prof. Kerry Patterson