Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Concept

Singular spectrum analysis

Related lectures (32)

Count Data Models & Univariate Time Series Analysis Log in to Mediaspace to watch this video

Covers count data models and Poisson regression, then transitions to univariate time series analysis for forecasting economic variables.

Univariate Time Series Analysis Log in to Mediaspace to watch this video

Explores univariate time series analysis, covering stationarity, ARMA processes, model selection, and unit root tests.

Linear Regression Basics Log in to Mediaspace to watch this video

Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.

Linear Regression Basics Log in to Mediaspace to watch this video

Covers the basics of linear regression, instrumental variables, heteroskedasticity, autocorrelation, and Maximum Likelihood Estimation.

Parametric Signal Models: Matlab Practice Log in to Mediaspace to watch this video

Covers parametric signal models and practical Matlab applications for Markov chains and AutoRegressive processes.

Model Selection in Time Series Analysis Log in to Mediaspace to watch this video

Covers model selection, diagnostics, and forecasting in time series analysis, emphasizing the challenges of determining the model order based on autocorrelation and partial autocorrelation functions.

Air Pollution: Correlation Analysis Log in to Mediaspace to watch this video

Covers correlation and cross-correlations in air pollution data analysis, including time series, autocorrelations, Fourier analysis, and power spectrum.

Time Series: Autoregressive Models Log in to Mediaspace to watch this video

Explores autoregressive models for time series analysis, covering AR(1), AR(2), identification, and MA models.

Binary Choice Models and Time Series Analysis Log in to Mediaspace to watch this video

Explores binary choice models like probit and logit, as well as univariate time series analysis with ARIMA models for forecasting economic variables.

Time Series Analysis: ARMA Models Log in to Mediaspace to watch this video

Explores ARMA models in time series analysis, covering model selection, forecasting, and precision assessment.

Extreme Value Theory: Applications to Time Series Log in to Mediaspace to watch this video

Explores Extreme Value Theory applications to time series, discussing extremogram, moving maxima, and rare event threshold sequences.

Harmonic Signals and Spectrum Estimation Log in to Mediaspace to watch this video

Explores harmonic signals, spectrum estimation, and signal analysis methods using MATLAB tools.