Time Series Forecasting Part 4 - Singular Spectrum Analysis

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Section 1: What is Singular Spectrum Analysis

  1. Introduction to SSA
  2. How SSA is different from regular Time Series Decomposition
  3. Download Resources

Section 2: Building SSA without Libraries

  1. Building SSA without Libraries
  2. Creating a Toy Time Series
  3. Step 1: Create the Trajectory matrix
  4. Step 2: Decompose the Trajectory matrix
  5. Step 3: Construct the elementary matrix
  6. Step 4: Reconstructing the Time Series
  7. Course Review
  8. Grouping the similar component
  9. How to choose the value of k in SSA

Section 3: Apply SSA on Real world dataset - AirPassengers

  1. Apply SSA on Real world dataset - AirPassengers
  2. Import and prepare the data for SSA
  3. Create the Trajectory matrix
  4. Decompose the Trajectory matrix
  5. Create the Elementary Matrix
  6. Hankelise
  7. The first 12 Component
  8. How to group them

Section 4: Perform SSA using PYTS

  1. Perform SSA using PYTS

Section 5: Forecasting with SSA

  1. Forecasting with SSA
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