Please use this identifier to cite or link to this item: http://hdl.handle.net/10773/28715
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dc.contributor.authorSilva, Alberto Oliveira dapt_PT
dc.contributor.authorFreitas, Adelaidept_PT
dc.date.accessioned2020-06-18T18:22:48Z-
dc.date.available2020-06-18T18:22:48Z-
dc.date.issued2020-06-
dc.identifier.issn2311-004Xpt_PT
dc.identifier.urihttp://hdl.handle.net/10773/28715-
dc.description.abstractThe extraction of essential features of any real-valued time series is crucial for exploring, modeling and producing, for example, forecasts. Taking advantage of the representation of a time series data by its trajectory matrix of Hankel constructed using Singular Spectrum Analysis, as well as of its decomposition through Principal Component Analysis via Partial Least Squares, we implement a graphical display employing the biplot methodology. A diversity of types of biplots can be constructed depending on the two matrices considered in the factorization of the trajectory matrix. In this work, we discuss the called HJ-biplot which yields a simultaneous representation of both rows and columns of the matrix with maximum quality. Interpretation of this type of biplot on Hankel related trajectory matrices is discussed from a real-world data set.pt_PT
dc.language.isoengpt_PT
dc.publisherInternational Academic Presspt_PT
dc.relationUIDB/04106/2020pt_PT
dc.relationUIDP/04106/2020pt_PT
dc.rightsopenAccesspt_PT
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/pt_PT
dc.subjectSingular Spectrum Analysispt_PT
dc.subjectNIPALS algorithmpt_PT
dc.subjectBiplotspt_PT
dc.titleTime Series components separation based on Singular Spectral Analysis visualization: an HJ-biplot method applicationpt_PT
dc.typearticlept_PT
dc.description.versionpublishedpt_PT
dc.peerreviewedyespt_PT
degois.publication.firstPage346pt_PT
degois.publication.issue2pt_PT
degois.publication.lastPage358pt_PT
degois.publication.titleStatistics, Optimization and Information Computingpt_PT
degois.publication.volume8pt_PT
dc.relation.publisherversionhttp://www.iapress.org/index.php/soic/article/view/897pt_PT
dc.identifier.doi10.19139/soic-2310-5070-897pt_PT
dc.identifier.essn2310-5070pt_PT
Appears in Collections:CIDMA - Artigos
DMat - Artigos
PSG - Artigos

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