AlMarhoobi, Safia and Pepelyshev, Andrey  ORCID: https://orcid.org/0000-0001-5634-5559
2023.
Study of automatic choice of parameters for forecasting in singular spectrum analysis.
Statistics and Its Interface
16
(1)
, pp. 109-116.
10.4310/21-SII707
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Official URL: https://dx.doi.org/10.4310/21-SII707
Abstract
Singular spectrum analysis (SSA) is a popular tool for analysing and forecasting time series. The SSA forecasting algorithms have two parameters which should be chosen by the researcher or using the so-called automatic choice based on the root mean squared errors (RMSE) of retrospective forecasts. We study the sensitivity of the RMSE and investigate the reliability of the automatic choice of parameters for forecasting monthly temperature and humidity recorded at three meteorological stations in Oman.
| Item Type: | Article |
|---|---|
| Date Type: | Publication |
| Status: | Published |
| Schools: | Schools > Mathematics |
| Publisher: | International Press |
| ISSN: | 1938-7989 |
| Date of First Compliant Deposit: | 26 November 2021 |
| Date of Acceptance: | 1 September 2021 |
| Last Modified: | 30 Nov 2024 04:30 |
| URI: | https://orca.cardiff.ac.uk/id/eprint/145766 |
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