Adel Makram
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What is more efficient in extracting the pattern in a time series analysis, autocorrelation or singular spectrum analysis?
By efficient, I meant the ability of the algorithm to get all possible information about the spectral components of the time series. Real time analysis is an important concern too.Simon Bridge said:Define "efficient" - then you will have your answer.
What does the method have to achieve and under what constraints?
i.e. the fastest (quickest real time) method is to look at the data and guess.