Open AccessSimulation study of singular spectrum analysis from time series data with outlier
Author(s) -
Gumgum Darmawan,
Dedi Rosadi,
Budi Nurani Ruchjana
Publication year - 2018
Publication title -
iop conference series. materials science and engineering
Language(s) - English
Resource type - Journals
eISSN - 1757-899X
pISSN - 1757-8981
DOI - 10.1088/1757-899x/434/1/012068
Subject(s) - outlier , series (stratigraphy) , time series , singular spectrum analysis , autoregressive model , statistics , autoregressive integrated moving average , autoregressive–moving average model , anomaly detection , data mining , mean absolute percentage error , computer science , mathematics , mean squared error , algorithm , singular value decomposition , paleontology , biology