Analysis of time series structure

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Technical Note: Comparing the effectiveness of recent algorithms to fill and smooth incomplete and noisy time series (2011, methodology): “Furthermore, if the eigenvalues are organized in decreasing order of magnitude, then any subset of thed igenvectors (or EOFs), 1≤ d ≤ m, for which the eigenvalues are strictly positive provides the best representation of the matrixX as a sum of matricesXk, k = 1,...,d (Golyandina et al., 2001).”
Atomic Norm Denoising With Applications to Line Spectral Estimation (2012, methodology): “Cadzow’s technique is very similar [41] to a popular technique in time series literature [42, 43] called Singular Spectrum Analysis [44], which uses autocorrelation matrix instead of the matrix of moments for projection.”