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https://elib.bsu.by/handle/123456789/339985| Title: | Monte Carlo SSA for extracting weak signals |
| Authors: | Poteshkin, E. Golyandina, N. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2025 |
| Publisher: | Minsk : BSU |
| Citation: | Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the XIV Intern. Conf., Minsk, Sept. 24–27, 2025 / Belarusian State Univ. ; eds.: Yu. Kharin (ed.-in-chief) [et al.]. – Minsk : BSU, 2025. – Pp. 214-217. |
| Abstract: | The paper addresses the issue of extracting signals from noise using singular spectrum analysis (SSA). We propose an algorithm that automatically selects significant modulated harmonics without specifying their periods. This algorithm relies on the Monte Carlo SSA criterion to identify the significant frequencies, which are then extracted |
| URI: | https://elib.bsu.by/handle/123456789/339985 |
| ISBN: | 978-985-881-830-2 |
| Licence: | info:eu-repo/semantics/restrictedAccess |
| Appears in Collections: | 2025. Computer Data Analysis and Modeling: Stochastics and Data Science |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 214-217.pdf | 403,88 kB | Adobe PDF | View/Open |
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