Abstract
Singular Spectrum Analysis is a quite recent technique for the analysis of experimental time series, based on the singular value decomposition of certain Hankel matrices. However, the mathematical and physical interpretation of the singular values in this kind of application is not fully clarified. In this paper, using asymptotic properties of the eigenvalues of Toeplitz matrices, we show that SSA is related to Fourier analysis. Indeed, the singular values provide information that can be interpreted, and estimated efficiently, by means of the power spectrum of the time series. We apply our results to the continuous seismic signal recorded at Stromboli volcano in order to highlight precursors of a paroxysmal volcanic eruption.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
