Relationship between Singular Spectrum Analysis and Fourier analysis: Theory and application to the monitoring of volcanic activity

Computers and Mathematics with Applications

Volumn 60, Issue 3, 2010, Pages 812-820

  Bozzo, Enrico ^a   Carniel, Roberto ^a   Fasino, Dario ^a  

^a UNIVERSITY OF UDINE   (Italy)

Author keywords

Fourier analysis; Singular Spectrum Analysis; Time series; Toeplitz matrices; Volcanic tremor

Indexed keywords

ASYMPTOTIC PROPERTIES; EIGENVALUES; HANKEL MATRIX; PHYSICAL INTERPRETATION; SEISMIC SIGNALS; SINGULAR SPECTRUM ANALYSIS; SINGULAR VALUES; STROMBOLI VOLCANO; TOEPLITZ MATRICES; VOLCANIC ACTIVITIES; VOLCANIC ERUPTIONS; VOLCANIC TREMOR;

ABSORPTION SPECTRA; EIGENVALUES AND EIGENFUNCTIONS; ENGINEERING GEOLOGY; FOURIER ANALYSIS; FOURIER TRANSFORMS; INTERFEROMETRY; SINGULAR VALUE DECOMPOSITION; SPECTRUM ANALYSIS; SPECTRUM ANALYZERS; TIME SERIES; TIME SERIES ANALYSIS; VOLCANOES;

ASYMPTOTIC ANALYSIS;

EID: 77955056723     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.camwa.2010.05.028     Document Type: Article

References (16)

1. N. Golyandina, V. Nekrutkin, and A. Zhigljavsky Analysis of Time Series Structure. SSA and Related Techniques 2001 Chapman & Hall/CRC
2. H. Hassany Singular spectrum analysis: methodology and comparison J. Data Sci. 5 2007 239 257
3. R. Carniel, and M. Di Cecca Dynamical tools for the analysis of long term evolution of volcanic tremor at Stromboli Ann. Geofis. 42 3 1999 483 495
4. R. Carniel, F. Barazza, M. Trraga, and R. Ortiz On the singular values decoupling in the singular spectrum analysis of volcanic tremor at Stromboli Nat. Hazards Earth Syst. Sci. 6 2006 903 909
5. R. Carniel, R. Ortiz, and M. Di Cecca Spectral and dynamical hints on the time scale of preparation of the 5 April 2003 explosion at Stromboli volcano Can. J. Earth Sci. 43 2006 41 55
6. O. Jaquet, and R. Carniel Multivariate stochastic modelling: towards forecasts of paroxysmal phases at Stromboli J. Volcanol. Geotherm. Res. 128 2003 261 271
7. R.M. Gray Toeplitz and Circulant Matrices: A Review Foundations and Trends in Communications and Information Theory vol. 2 2006 155 239
8. U. Grenander, and G. Szeg Toeplitz Forms and their Applications 1984 Chelsea Publishing Co. New York
9. G. Golub, and C. Van Loan Matrix Computations 1996 Hopkins University Press London
10. E. Tyrtyshnikov, and N. Zamarashkin Spectra of multilevel Toeplitz matrices: advanced theory via simple matrix relationships Linear Algebra Appl. 270 1998 15 27 (Pubitemid 128388296)
11. S. Serra Capizzano Distribution results on the algebra generated by Toeplitz sequences: a finite-dimensional approach Linear Algebra Appl. 328 2001 121 130
12. E. Tyrtyshnikov A unifying approach to some old and new theorems on distribution and clustering Linear Algebra Appl. 232 1996 1 43 (Pubitemid 126366965)
13. W. Trench Absolute equal distribution of families of finite sets Linear Algebra Appl. 367 2003 131 146
14. C. Van Loan Computational Frameworks for the Fast Fourier Transform 1992 SIAM Philadelphia
15. A. Bruckner, J. Bruckner, and B. Thomson Real Analysis 1997 Prentice-Hall Englewood Cliffs
16. F. Barberi, M. Rosi, and A. Sodi Volcanic hazard assessment at Stromboli based on review of historical data Acta Vulcanol. 3 1993 173 187