A review on singular spectrum analysis for economic and financial time series

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Forecasting global stock market implied volatility indices (2018, background): “Moreover, unlike classical models, which forecast both the signal and noise in tandem, the SSA has the capacity to extract a more accurate signal from the implied volatility series and thus helps to improve the accuracy of the final forecast (Hassani and Thomakos, 2010).”
Multivariate singular spectrum analysis for forecasting revisions to real-time data (2011, methodology): “Considerable guidance is provided by the examples in [32], and in addition, Hassani and Thomakos [41] provided some examples using economic and financial time series.”