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Please use this identifier to cite or link to this item: 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

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