Analysis of Time Series Structure: SSA and Related Techniques

Analysis of Time Series Structure

SSA and Related Techniques

Nina Golyandina
Vladimir Nekrutkin
Anatoly Zhigljavsky

CHAPMAN & HALL/CRC, 2001

Data download:

Here you can download all the real-life data used in the examples of the book 'Analysis of time series structure: SSA and related techniques': GNZdata.zip (50kb)

Description of the data:

Data name  Chapter  File name (variable)
Births1Births
Coal sales3Petrol (COAL)
Demands3Demands
Drunkenness1Drunk
EEG1EEG
Eggs1,2Eggs
England temperatures1Temp_uk
Fortified wine2Wine (FORT)
Gold price2Gold_pr (G_CP)
Hotels1Hotel (OC_R)
Investment1Inv
Petroleum sales3Petrol (PETR)
Precipitation2Pre_east
Production1Prod
Rose wine1,2Wine (ROSE)
Sunspots3Sunspt
Tree rings1Treering
Unemployment1Wg_unemp
Wages2Wages
War1War_viet (US)
White dwarf1Dwarfst

Source of data:

Other sources:

EEG - given by Dr. Dmitry Belov, Institute of Physiology, St.Petersburg University War - M.F.Janowitz, B.Schweizer. Ordinal and Percentile Clustering, Mathematical Social Sciences 18 (1989) 135-186, Table 10 p.177


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