The author's preface gives an outline: "This book is about weakconvergence methods in metric spaces, with applications sufficient to show their power and utility. The Introduction motivates the definitions and indicates how the theory will yield solutions to problems arising outside it. Chapter 1 sets out the basic general theorems, which are then specialized in Chapter 2 to the space C[0, l ] of continuous functions on the unit interval and in Chapter 3 to the space D [0, 1 ] of functions with discontinuities of the first kind. The results of the first three chapters are used in Chapter 4 to derive a variety of limit theorems for dependent sequences of random variables. " The book develops and expands on Donsker's 1951 and 1952 papers on the invariance principle and empirical distributions. The basic random variables remain real-valued although, of course, measures on C[0, l ] and D[0, l ] are vitally used. Within this framework, there are various possibilities for a different and apparently better treatment of the material. More of the general theory of weak convergence of probabilities on separable metric spaces would be useful. Metrizability of the convergence is not brought up until late in the Appendix. The close relation of the Prokhorov metric and a metric for convergence in probability is (hence) not mentioned (see V. Strassen, Ann. Math. Statist. 36 (1965), 423-439; the reviewer, ibid. 39 (1968), 1563-1572). This relation would illuminate and organize such results as Theorems 4.1, 4.2 and 4.4 which give isolated, ad hoc connections between weak convergence of measures and nearness in probability. In the middle of p. 16, it should be noted that C*(S) consists of signed measures which need only be finitely additive if 5 is not compact. On p. 239, where the author twice speaks of separable subsets having nonmeasurable cardinal, he means "discrete" rather than "separable." Theorem 1.4 is Ulam's theorem that a Borel probability on a complete separable metric space is tight. Theorem 1 of Appendix 3 weakens completeness to topological completeness. After mentioning that probabilities on the rationals are tight, the author says it is an

Convergence of probability measures

The Theory of Matrices. By F R. Gantmacher. Two volumes, pp. 374 and 276. 1959. (Translated from the Russian by K. A. Hirsch; Chelsea Publishing Company, New York)

Transactions of the Institute of British Geographers

Matrix Differential Calculus with Applications in Statistics and Econometrics

Summary) The abstract should follow the structure of the article (relevance, degree of exploration of the problem, the goal, the main results, conclusion) and characterize the theoretical and practical significance of the study results. The abstract should not contain wording echoing the title, cumbersome grammatical structures and abbreviations. The text should be written in scientific style. The volume of abstracts (summaries) depends on the content of the article, but should not be less than 250 words. All abbreviations must be disclosed in the summary (in spite of the fact that they will be disclosed in the main text of the article), references to the numbers of publications from reference list should not be made. The sentences of the abstract should constitute an integral text, which can be made by use of the words “consequently”, “for example”, “as a result”. Avoid the use of unnecessary introductory phrases (eg, “the author of the article considers...”, “The article presents...” and so on.)

/pdf/ministry-of-education-and-science-of-the-russian-federation-7m2jn0xnm1.pdf

Ministry of Education and Science of the Russian Federation

Over the last 15 years, singular spectrum analysis (SSA) has proven very successful. It has already become a standard tool in climatic and meteorological time series analysis and well known in nonlinear physics and signal processing. However, despite the promise it holds for time series applications in other disciplines, SSA is not widely known among statisticians and econometrists, and although the basic SSA algorithm looks simple, understanding what it does and where its pitfalls lay is by no means simple.

Analysis of Time Series Structure: SSA and Related Techniques provides a careful, lucid description of its general theory and methodology. Part I introduces the basic concepts, and sets forth the main findings and results, then presents a detailed treatment of the methodology. After introducing the basic SSA algorithm, the authors explore forecasting and apply SSA ideas to change-point detection algorithms. Part II is devoted to the theory of SSA. Here the authors formulate and prove the statements of Part I. They address the singular value decomposition (SVD) of real matrices, time series of finite rank, and SVD of trajectory matrices.

Based on the authors' original work and filled with applications illustrated with real data sets, this book offers an outstanding opportunity to obtain a working knowledge of why, when, and how SSA works. It builds a strong foundation for successfully using the technique in applications ranging from mathematics and nonlinear physics to economics, biology, oceanology, social science, engineering, financial econometrics, and market research.

Analysis of Time Series Structure: SSA and related techniques

Introduction: Preliminaries.- SSA Methodology and the Structure of the Book.- SSA Topics Outside the Scope of this Book.- Common Symbols and Acronyms.- Basic SSA: The Main Algorithm.- Potential of Basic SSA.- Models of Time Series and SSA Objectives.- Choice of Parameters in Basic SSA.- Some Variations of Basic SSA.- SSA for Forecasting, interpolation, Filtration and Estimation: SSA Forecasting Algorithms.- LRR and Associated Characteristic Polynomials.- Recurrent Forecasting as Approximate Continuation.- Confidence Bounds for the Forecast.- Summary and Recommendations on Forecasting Parameters.- Case Study: 'Fortified Wine'.- Missing Value Imputation.- Subspace-Based Methods and Estimation of Signal Parameters.- SSA and Filters.

Singular Spectrum Analysis for Time Series

Analysis of time series structure , Analysis of time series structure , کتابخانه دیجیتال جندی شاپور اهواز

http://centlib.ajums.ac.ir//multiMediaFile/58589572-4-1.pdf

Analysis of time series structure

Basic Singular Spectrum Analysis and forecasting with R

https://www.gistatgroup.com/cat/mvssa1en.pdf

Nina Golyandina

Papers

Analysis of Time Series Structure: SSA and related techniques

Singular Spectrum Analysis for Time Series

Analysis of time series structure

Basic Singular Spectrum Analysis and forecasting with R

The "Caterpillar"-SSA method for analysis of time series with missing values