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Books
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The book "Analysis of time series structure: SSA and related techniques" (2001, in English) provides a careful, lucid description of the 'Caterpillar'-SSA general theory and methodology. Based on the authors' original work and filled with applications illustrated with real data sets, this book offers you the 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. All examples of the book are obtained with the help of the CaterpillarSSA v3.10 software.
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The book "Principal Components of Time Series: the Caterpillar Method" (1997, in Russian) forms the basis of the Russian part of this site. The collection of papers is devoted to the unified theme: methodology (with many examples), theoretical ground and practicality of the method.
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Papers
- D.Stepanov, N.Golyandina
SSA-based approaches to analysis and forecast of multidimensional time series. In: Proceedings of the 5th St.Petersburg Workshop on Simulation, June 26-July 2, 2005, St. Petersburg State University, St. Petersburg, pp. 293-298 – pdf (156 Kb)
- Th.Alexandrov, N.Golyandina
Automatic extraction and forecast of time series cyclic components within the framework of SSA. In: Proceedings of the 5th St.Petersburg Workshop on Simulation, June 26-July 2, 2005, St. Petersburg State University, St. Petersburg, pp. 45-50 – pdf (153 Kb)
- N. Golyandina, E. Osipov
The "Caterpillar"-SSA method for analysis of time series with missing values – pdf (250 Kb)
Journal of Statistical Planning and Inference, Volume 137, Issue 8, 1 August 2007, Pages 2642-2653
- N.Golyandina, K.Usevich, and I.Florinsky
Filtering of Digital Terrain Models by two-dimensional Singular Spectrum Analysis – pdf (970 Kb)
International Journal of Ecology & Development, 2007, Vol. 8, No. F07, P.81-94.
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