论文标题
在不同维域上的多元功能奇异频谱分析
Multivariate Functional Singular Spectrum Analysis Over Different Dimensional Domains
论文作者
论文摘要
在这项工作中，我们在不同的维域上开发了多元功能奇异频谱分析（MFSSA），这是多元奇异频谱分析（MSSA）的功能扩展。在下文中，我们提供支持工作的所有必要的理论细节以及包含算法所需配方的实施策略。我们提供了一项模拟研究，展示了与其他方法相比，使用MFSSA发现的多元功能时间序列（MFTS）信号的重建精度的更好性能，我们提供了一个真实的数据研究，以表明MFSSA如何使用内盘温度曲线和植被的遥感图像进行MFSSA富集分析。 MFSSA可通过RFSSA R软件包使用。
In this work, we develop multivariate functional singular spectrum analysis (MFSSA) over different dimensional domains which is the functional extension of multivariate singular spectrum analysis (MSSA). In the following, we provide all of the necessary theoretical details supporting the work as well as the implementation strategy that contains the recipes needed for the algorithm. We provide a simulation study showcasing the better performance in reconstruction accuracy of a multivariate functional time series (MFTS) signal found using MFSSA as compared to other approaches and we give a real data study showing how MFSSA enriches analysis using intraday temperature curves and remote sensing images of vegetation. MFSSA is available for use through the Rfssa R package.
