Effect of window length with singular spectrum analysis in extracting the trend signal on rainfall data

• Main Authors: Shaharudin, Shazlyn Milleana, Ahmad, Norhaiza, Yusof, Fadhilah
• Format: Conference or Workshop Item
• Published: 2015
• Subjects: QA Mathematics
• Online Access: http://eprints.utm.my/id/eprint/59242/; http://dx.doi.org/10.1063/1.4907462

Time series data can be reconstructed in terms of signal and noise components through Singular Spectrum Analysis method (SSA). In SSA, window length selection is important in ensuring that the signal and noise components are clearly separated. In general, the window length should be large enough but...