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Bibliography

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BROOMHEAD, D.S. and KING, G.P. (1986) Extracting qualitative dynamics from experimental data. Physica D, 20, 217-236

2
DANILOV, D. and ZHIGLJAVSKY, A. eds (1997) Principal Components of Time Series: "Caterpillar" Method, St.Petersburg University, (in Russian)

3
GOLYANDINA, N., NEKRUTKIN, V. and ZHIGLJAVSKY, A. (2001) Analysis of Time Series Structure: SSA and related techniques, London: Chapman and Hall.

4
VAUTARD, R., YIOU, P. and GHIL, M. (1992) Singular-spectrum analysis: A toolkit for short, noisy chaotic signals, Physica D, 58, 95-126.

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MOSKVINA, V., and ZHIGLJAVSKY, A. (2000) Application of singular-spectrum analysis to change-point detection in time series, Journal of Time Series Analysis. (submited)