Singular spectrum analysis for real-time financial cycles measurement
Maximilien Coussin
Topics & Concepts
Singular spectrum analysisHodrick–Prescott filterEconomicsMeasure (data warehouse)EconometricsWarning systemBusiness cycleFilter (signal processing)Component (thermodynamics)MacroeconomicsComputer scienceSingular value decompositionAlgorithmData miningTelecommunicationsThermodynamicsComputer visionPhysicsStatistical and numerical algorithmsComplex Systems and Time Series AnalysisGeochemistry and Geologic Mapping