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Workshop: Singular Spectrum Analysis for analysing and forecasting of time series

August 28, 2008, Cardiff University, UK

Programme

10.00- 11.00 Nina Golyandina (University of St.Petersburg) SSA in surroundings

11.00- 11.45 Vladimir Nekrutkin (University of St.Petersburg) Perturbations in SSA

11.45 - 12.30 Andrey Pepelyshev (University of St.Petersburg) On the choice of a linear recurrent formula for the SSA forecast

12.30- 14.00 Lunch break

14.00- 14.45 Valentina Moskvina (Cardiff School of Medicine) SSA as a tool for change-point detection of time series and applications in bioinformatics

14.45- 15.30 Hossein Hassani (Cardiff University) Multivariate SSA for forecasting US inflation rate

15.30- 15.45 Coffee break

15.45- 16.30 Saed Heravi (Cardiff Business School) Comparison of SSA with ARIMA and Holt-Winter models in analysis and forecasting of European industrial production data

16.30- 16.50 Mansoureh Ghodsi (Cardiff University) Application of SSA for detection and classification of biomedical data

16.50- 17.10 Jonathan Gillard (Cardiff University) Structured total least squares and its sensitivity to noise level