Topics

Theory and methodology of SSA

• Extraction of signal, trend, cycles
• Denoising and smoothing, forecasting
• Detection of change-points and structural breaks
• Treating missing values
• Multivariate SSA and SSA Causality
• Interrelations between SSA, classical statistics, classical time series analysis and signal processing

Applications of SSA in Economics and Finance

• SSA causality in economics data
• Forecasting of industrial production series
• Analysis and forecasting of inflation rates
• Analysis and forecasting of currency exchange rates

Applications of SSA in other areas including

• Image processing
• Medicine
• Bioinformatics
• Climatology
• Engineering
• Physics