Singular Spectrum Analysis: Part II by Sergiy Drogobetskii
ARTICLE SYNOPSIS ...Stocks & Commodities V. 23:11 (44-48): Singular Spectrum Analysis: Part II by Sergiy Drogobetskii
Here's another look at applying singular spectrum analysis to the foreign exchange markets.
In my last article, I discussed some of the variables that make up single spectrum analysis (SSA), an analytical
method that has been applied to various branches of
scientific study. It has proved useful for compressing information, smoothing initial data and, in certain cases, predicting time series data prices. Last time, I showed how SSA could be applied to forex market
prices. This time, I will contin...