Journals Statistics and Its Interface

Statistics and Its Interface Special Issue: Theory and Practice in Singular Spectrum Analysis of Time Series Guest Editor: Anatoly Zhigljavsky Editor-in-Chief: Heping Zhang Submission deadline: November 30, 2009

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Purpose: Singular Spectrum Analysis (SSA) is a powerful technique for analysis and forecasting of time series. SSA uses the singular value decomposition of the so-called trajectory matrix which consists of lagged vectors obtained from the original time series; it then projects this trajectory matrix onto a chosen subspace and reconstructs the series by means of the diagonal averaging of the resulting matrix. The methodology has become known since mid-eighties and has found numerous applications in climatology, meteorology, engineering, astronomy, physics, econometrics and many other areas. In recent years the theory of SSA has been further developed and many new exciting applications of SSA have been reported.

This Special Issue will summarize the main new advances in the theory and applications of SSA. The main focus of the Special Issue will be on the multidisciplinarity of SSA, its connections to various signal and image processing techniques and the new areas of applications.

Statistics and Its Interface seeks high-quality original research papers for this Special Issue. Authors should submit their manuscripts electronically, by November 30, 2009, through the Statistics and Its Interface Manuscript Central Office (http://www.intlpress.com/SII/) following the SII Instructions for Authors and indicating in the Author Comments to the Editor-in-Chief that the manuscript be considered for the special issue on the Singular Spectrum Analysis.