Random Lag Singular Cross-Spectrum Analysis
F. Varadi, R. K. Ulrich, L. Bertello, C. J. Henney
Abstract
In a previous paper (Varadi et al., 1999), Random Lag Singular Spectrum Analysis was offered as a tool to find oscillations in very noisy and long time series. This work presents a generalization of the technique to search for common oscillations in two or more time series.
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