Generalized singular spectrum analysis for the decomposition and analysis of non-stationary signals
Jialiang Gu, Kevin Hung, Bingo Wing‐Kuen Ling, Daniel H. K. Chow, Yang Zhou, Yaru Fu, Sio Hang Pun
Topics & Concepts
Spectral leakageSingular spectrum analysisLeakage (economics)MathematicsAlgorithmSingular value decompositionMatrix decompositionEntropy (arrow of time)Spectral analysisComputer scienceFast Fourier transformPhysicsEconomicsQuantum mechanicsSpectroscopyEigenvalues and eigenvectorsMacroeconomicsBlind Source Separation TechniquesStatistical and numerical algorithmsCardiovascular Health and Disease Prevention