Estimating multi-country prosperity index: A two-dimensional singular spectrum analysis approach
- ISSN号：1009-6124
- 期刊名称：Journal of Systems Science and Complexity
- 时间：2014.2.1
- 页码：56-74
- 分类：TP391.41[自动化与计算机技术—计算机应用技术;自动化与计算机技术—计算机科学与技术] P457.6[天文地球—大气科学及气象学]
- 作者机构：[1]Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences,Beijing 100190, China., [2]The Business School, Bournemouth University, 89 Holdenhurst Road, BH88EB, UK., [3]Research Center of Applied Finance, University of International Business and Economics, Beijing 100029,China., [4]Institute oJ Systems Science, Academy of Mathematics and Systems Science, Chtnese Academy oJ Sczences,Beijin9 100190, China.
- 相关基金：This research is supported by the National Science Foundation of China under Grant No. 71101142 and Presidential Award of Chinese Academy of Sciences.
- 相关项目：基于景气分析框架的原油价格周期波动分析及拐点预测
关键词：
奇异谱分析, 二维, SSA技术, 时间序列分析, 估算, 信号提取, 综合指数, 全球经济, 2D-SSA, business cycle analysis, multi-country composite index, singular spectrum anal-ysis.
中文摘要：
Email： zhangjiawei@amss.ac.cn.
Email： zhangxunamss.ac.cn.
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