Advanced search
Publication Cover
Journal of Applied Statistics Volume 40, 2013 - Issue 10
Submit an article Journal homepage
251
Views
12
CrossRef citations to date
0
Altmetric
Original Articles

Forecasting before, during, and after recession with singular spectrum analysis

Hossein Hassani Executive Business Centre, Bournemouth University, Bournemouth, BH8 8EB, UKCorrespondence[email protected]
,
Saeed Heravi Cardiff Business School, Cardiff University, Cardiff, CF10 3EU, UK
,
Gary Brown Office for National Statistics, Government Buildings, Newport, NP10 8XG, UK
&
Daniel Ayoubkhani Office for National Statistics, Government Buildings, Newport, NP10 8XG, UK
Pages 2290-2302 | Received 22 Jun 2012, Accepted 28 May 2013, Published online: 15 Jul 2013

Citations (12)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (2)

Mansi Ghodsi, Hossein Hassani, Donya Rahmani & Emmanuel Sirimal Silva. (2018) Vector and recurrent singular spectrum analysis: which is better at forecasting?. Journal of Applied Statistics 45:10, pages 1872-1899.
Read now
Bryce Dyer, Hossein Hassani & Mehran Shadi. (2016) The analysis and forecasting of male cycling time trial records established within England and Wales. Journal of Sports Sciences 34:13, pages 1222-1230.
Read now

Articles from other publishers (10)

Knut Lehre Seip & Dan Zhang. (2021) The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model. Forecasting 3:2, pages 421-436.
Crossref
Juan Bógalo, Pilar Poncela & Eva Senra. (2021) Circulant singular spectrum analysis: A new automated procedure for signal extraction. Signal Processing 179, pages 107824.
Crossref
Atikur R. Khan & Hossein Hassani. (2019) Dependence measures for model selection in singular spectrum analysis. Journal of the Franklin Institute 356:15, pages 8906-8928.
Crossref
Hossein Hassani, António Rua, Emmanuel Sirimal Silva & Dimitrios Thomakos. (2019) Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis. International Journal of Forecasting 35:4, pages 1263-1272.
Crossref
Michael Lang. (2019) Automatic Near Real-Time Outlier Detection and Correction in Cardiac Interbeat Interval Series for Heart Rate Variability Analysis: Singular Spectrum Analysis-Based Approach. JMIR Biomedical Engineering 4:1, pages e10740.
Crossref
Marc S Paolella. 2018. Linear Models and Time-Series Analysis. Linear Models and Time-Series Analysis 825 873 .
Stavros Degiannakis, George Filis & Hossein Hassani. (2018) Forecasting global stock market implied volatility indices. Journal of Empirical Finance 46, pages 111-129.
Crossref
Yong Zhang, Miner Zhong, Nana Geng & Yunjian Jiang. (2017) Forecasting electric vehicles sales with univariate and multivariate time series models: The case of China. PLOS ONE 12:5, pages e0176729.
Crossref
Emmanuel Sirimal Silva, Zara Ghodsi, Mansi Ghodsi, Saeed Heravi & Hossein Hassani. (2017) Cross country relations in European tourist arrivals. Annals of Tourism Research 63, pages 151-168.
Crossref
Emmanuel Sirimal Silva & Hossein Hassani. (2015) On the use of singular spectrum analysis for forecasting U.S. trade before, during and after the 2008 recession. International Economics 141, pages 34-49.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.