caa a22 4500 467950288 CHVBK 20180405193741.0 cr unu---uuuuu 170328e20050101xx s 000 0 eng 10.1007/s11232-005-0013-1 doi (NATIONALLICENCE)springer-10.1007/s11232-005-0013-1 (NATIONALLICENCE)springer-10.1007/s11232-005-0077-y The problem of processing time series: extending possibilities of the local approximation method using singular spectrum analysis [Elektronische Daten] [I. Istomin, O. Kotlyarov, A. Loskutov] We present algorithms for singular spectrum analysis and local approximation methods used to extrapolate time series. We analyze the advantages and disadvantages of these methods and consider the peculiarities of applying them to various systems. Based on this analysis, we propose a generalization of the local approximation method that makes it suitable for forecasting very noisy time series. We present the results of numerical simulations illustrating the possibilities of the proposed method. Springer Science+Business Media, Inc., 2005 time series nationallicence forecast nationallicence chaos nationallicence local approximation nationallicence Istomin I. Moscow State Oblast University, Moscow, Russia aut Kotlyarov O. Moscow State Oblast University, Moscow, Russia aut Loskutov A. Moscow State Oblast University, Moscow, Russia aut Theoretical and Mathematical Physics Kluwer Academic Publishers-Consultants Bureau 142/1(2005-01-01), 128-137 0040-5779 142:1<128 2005 142 11232 https://doi.org/10.1007/s11232-005-0013-1 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s11232-005-0013-1 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Istomin I. Moscow State Oblast University, Moscow, Russia aut NATIONALLICENCE 700 1- Kotlyarov O. Moscow State Oblast University, Moscow, Russia aut NATIONALLICENCE 700 1- Loskutov A. Moscow State Oblast University, Moscow, Russia aut NATIONALLICENCE 773 0- Theoretical and Mathematical Physics Kluwer Academic Publishers-Consultants Bureau 142/1(2005-01-01), 128-137 0040-5779 142:1<128 2005 142 11232 NATIONALLICENCE 700 1- Istomin I. Moscow State University, Moscow, Russia aut NATIONALLICENCE 700 1- Kotlyarov O. Moscow State University, Moscow, Russia aut NATIONALLICENCE 700 1- Loskutov A. Moscow State University, Moscow, Russia aut NATIONALLICENCE 856 40 https://doi.org/10.1007/s11232-005-0077-y text/html Onlinezugriff via DOI Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE NATIONALLICENCE NL-springer