{"id":"https://openalex.org/W4399366272","doi":"https://doi.org/10.1080/10618600.2024.2362222","title":"Multivariate Singular Spectrum Analysis by Robust Diagonalwise Low-Rank Approximation","display_name":"Multivariate Singular Spectrum Analysis by Robust Diagonalwise Low-Rank Approximation","publication_year":2024,"publication_date":"2024-06-05","ids":{"openalex":"https://openalex.org/W4399366272","doi":"https://doi.org/10.1080/10618600.2024.2362222"},"language":"en","primary_location":{"id":"doi:10.1080/10618600.2024.2362222","is_oa":false,"landing_page_url":"https://doi.org/10.1080/10618600.2024.2362222","pdf_url":null,"source":{"id":"https://openalex.org/S76159266","display_name":"Journal of Computational and Graphical Statistics","issn_l":"1061-8600","issn":["1061-8600","1537-2715"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Computational and Graphical Statistics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://lirias.kuleuven.be/retrieve/377d6f0d-a56c-458f-9c84-9cd9881a44fb","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5080175613","display_name":"Fabio Centofanti","orcid":"https://orcid.org/0000-0002-5007-525X"},"institutions":[{"id":"https://openalex.org/I71267560","display_name":"University of Naples Federico II","ror":"https://ror.org/05290cv24","country_code":"IT","type":"education","lineage":["https://openalex.org/I71267560"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Fabio Centofanti","raw_affiliation_strings":["Department of Industrial Engineering, University of Naples Federico II","Department of Industrial Engineering, University of Naples Federico II, Naples, Italy"],"raw_orcid":"https://orcid.org/0000-0002-5007-525X","affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, University of Naples Federico II","institution_ids":["https://openalex.org/I71267560"]},{"raw_affiliation_string":"Department of Industrial Engineering, University of Naples Federico II, Naples, Italy","institution_ids":["https://openalex.org/I71267560"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5080298759","display_name":"Mia Hubert","orcid":"https://orcid.org/0000-0001-6398-4850"},"institutions":[{"id":"https://openalex.org/I2802330208","display_name":"Statistics Belgium","ror":"https://ror.org/0246a9012","country_code":"BE","type":"government","lineage":["https://openalex.org/I2802330208","https://openalex.org/I4210095879"]},{"id":"https://openalex.org/I99464096","display_name":"KU Leuven","ror":"https://ror.org/05f950310","country_code":"BE","type":"education","lineage":["https://openalex.org/I99464096"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"Mia Hubert","raw_affiliation_strings":["Section of Statistics and Data Science, Department of Mathematics","Section of Statistics and Data Science, Department of Mathematics, KU Leuven, Belgium"],"raw_orcid":"https://orcid.org/0000-0001-6398-4850","affiliations":[{"raw_affiliation_string":"Section of Statistics and Data Science, Department of Mathematics","institution_ids":[]},{"raw_affiliation_string":"Section of Statistics and Data Science, Department of Mathematics, KU Leuven, Belgium","institution_ids":["https://openalex.org/I2802330208","https://openalex.org/I99464096"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5088929000","display_name":"Biagio Palumbo","orcid":"https://orcid.org/0000-0003-1036-8127"},"institutions":[{"id":"https://openalex.org/I71267560","display_name":"University of Naples Federico II","ror":"https://ror.org/05290cv24","country_code":"IT","type":"education","lineage":["https://openalex.org/I71267560"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Biagio Palumbo","raw_affiliation_strings":["Department of Industrial Engineering, University of Naples Federico II","Department of Industrial Engineering, University of Naples Federico II, Naples, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, University of Naples Federico II","institution_ids":["https://openalex.org/I71267560"]},{"raw_affiliation_string":"Department of Industrial Engineering, University of Naples Federico II, Naples, Italy","institution_ids":["https://openalex.org/I71267560"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075121395","display_name":"Peter J. Rousseeuw","orcid":"https://orcid.org/0000-0002-3807-5353"},"institutions":[{"id":"https://openalex.org/I2802330208","display_name":"Statistics Belgium","ror":"https://ror.org/0246a9012","country_code":"BE","type":"government","lineage":["https://openalex.org/I2802330208","https://openalex.org/I4210095879"]},{"id":"https://openalex.org/I99464096","display_name":"KU Leuven","ror":"https://ror.org/05f950310","country_code":"BE","type":"education","lineage":["https://openalex.org/I99464096"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"Peter J. Rousseeuw","raw_affiliation_strings":["Section of Statistics and Data Science, Department of Mathematics","Section of Statistics and Data Science, Department of Mathematics, KU Leuven, Belgium"],"raw_orcid":"https://orcid.org/0000-0002-3807-5353","affiliations":[{"raw_affiliation_string":"Section of Statistics and Data Science, Department of Mathematics","institution_ids":[]},{"raw_affiliation_string":"Section of Statistics and Data Science, Department of Mathematics, KU Leuven, Belgium","institution_ids":["https://openalex.org/I2802330208","https://openalex.org/I99464096"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5080175613"],"corresponding_institution_ids":["https://openalex.org/I71267560"],"apc_list":null,"apc_paid":null,"fwci":3.4613,"has_fulltext":true,"cited_by_count":4,"citation_normalized_percentile":{"value":0.92047206,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"34","issue":"1","first_page":"360","last_page":"373"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10688","display_name":"Image and Signal Denoising Methods","score":0.967199981212616,"subfield":{"id":"https://openalex.org/subfields/1707","display_name":"Computer Vision and Pattern Recognition"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.7642393112182617},{"id":"https://openalex.org/keywords/singular-spectrum-analysis","display_name":"Singular spectrum analysis","score":0.6600110530853271},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.602771520614624},{"id":"https://openalex.org/keywords/multivariate-analysis","display_name":"Multivariate analysis","score":0.545717716217041},{"id":"https://openalex.org/keywords/rank","display_name":"Rank (graph theory)","score":0.4967549443244934},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4540409445762634},{"id":"https://openalex.org/keywords/spectrum","display_name":"Spectrum (functional analysis)","score":0.434301495552063},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3965388834476471},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3531284034252167},{"id":"https://openalex.org/keywords/singular-value-decomposition","display_name":"Singular value decomposition","score":0.2950150966644287},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.2653781771659851},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.2618585228919983},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.14297735691070557}],"concepts":[{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.7642393112182617},{"id":"https://openalex.org/C136272165","wikidata":"https://www.wikidata.org/wiki/Q4048889","display_name":"Singular spectrum analysis","level":3,"score":0.6600110530853271},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.602771520614624},{"id":"https://openalex.org/C38180746","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate analysis","level":2,"score":0.545717716217041},{"id":"https://openalex.org/C164226766","wikidata":"https://www.wikidata.org/wiki/Q7293202","display_name":"Rank (graph theory)","level":2,"score":0.4967549443244934},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4540409445762634},{"id":"https://openalex.org/C156778621","wikidata":"https://www.wikidata.org/wiki/Q1365748","display_name":"Spectrum (functional analysis)","level":2,"score":0.434301495552063},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3965388834476471},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3531284034252167},{"id":"https://openalex.org/C22789450","wikidata":"https://www.wikidata.org/wiki/Q420904","display_name":"Singular value decomposition","level":2,"score":0.2950150966644287},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.2653781771659851},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.2618585228919983},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.14297735691070557},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1080/10618600.2024.2362222","is_oa":false,"landing_page_url":"https://doi.org/10.1080/10618600.2024.2362222","pdf_url":null,"source":{"id":"https://openalex.org/S76159266","display_name":"Journal of Computational and Graphical Statistics","issn_l":"1061-8600","issn":["1061-8600","1537-2715"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Computational and Graphical Statistics","raw_type":"journal-article"},{"id":"pmh:oai:lirias2repo.kuleuven.be:20.500.12942/748175","is_oa":true,"landing_page_url":"https://lirias.kuleuven.be/handle/20.500.12942/748175","pdf_url":"https://lirias.kuleuven.be/retrieve/377d6f0d-a56c-458f-9c84-9cd9881a44fb","source":{"id":"https://openalex.org/S4306401954","display_name":"Lirias (KU Leuven)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I99464096","host_organization_name":"KU Leuven","host_organization_lineage":["https://openalex.org/I99464096"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Journal Of Computational And Graphical Statistics, vol. 34 (1)","raw_type":"info:eu-repo/semantics/publishedVersion"}],"best_oa_location":{"id":"pmh:oai:lirias2repo.kuleuven.be:20.500.12942/748175","is_oa":true,"landing_page_url":"https://lirias.kuleuven.be/handle/20.500.12942/748175","pdf_url":"https://lirias.kuleuven.be/retrieve/377d6f0d-a56c-458f-9c84-9cd9881a44fb","source":{"id":"https://openalex.org/S4306401954","display_name":"Lirias (KU Leuven)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I99464096","host_organization_name":"KU Leuven","host_organization_lineage":["https://openalex.org/I99464096"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Journal Of Computational And Graphical Statistics, vol. 34 (1)","raw_type":"info:eu-repo/semantics/publishedVersion"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320320300","display_name":"European Commission","ror":"https://ror.org/00k4n6c32"},{"id":"https://openalex.org/F4320321730","display_name":"Fonds Wetenschappelijk Onderzoek","ror":"https://ror.org/03qtxy027"},{"id":"https://openalex.org/F4320327336","display_name":"Vlaamse regering","ror":null}],"has_content":{"pdf":true,"grobid_xml":false},"content_urls":{"pdf":"https://content.openalex.org/works/W4399366272.pdf"},"referenced_works_count":57,"referenced_works":["https://openalex.org/W4012559","https://openalex.org/W131298435","https://openalex.org/W606987802","https://openalex.org/W1513013675","https://openalex.org/W1563281071","https://openalex.org/W1964759801","https://openalex.org/W1987333632","https://openalex.org/W2000145235","https://openalex.org/W2005636120","https://openalex.org/W2024213145","https://openalex.org/W2027639380","https://openalex.org/W2040430323","https://openalex.org/W2040701422","https://openalex.org/W2054834816","https://openalex.org/W2071523976","https://openalex.org/W2083474373","https://openalex.org/W2086288874","https://openalex.org/W2110060482","https://openalex.org/W2126625374","https://openalex.org/W2145962650","https://openalex.org/W2253734741","https://openalex.org/W2276378382","https://openalex.org/W2328740995","https://openalex.org/W2342484963","https://openalex.org/W2471013784","https://openalex.org/W2497879378","https://openalex.org/W2498631646","https://openalex.org/W2587559554","https://openalex.org/W2752037546","https://openalex.org/W2761731804","https://openalex.org/W2775626851","https://openalex.org/W2807601743","https://openalex.org/W2808220546","https://openalex.org/W2809072323","https://openalex.org/W2903530104","https://openalex.org/W2939040230","https://openalex.org/W3000125554","https://openalex.org/W3016189756","https://openalex.org/W3103589692","https://openalex.org/W3104132964","https://openalex.org/W3106202651","https://openalex.org/W3120850352","https://openalex.org/W3126158429","https://openalex.org/W3155567600","https://openalex.org/W3216128714","https://openalex.org/W4225760794","https://openalex.org/W4232129301","https://openalex.org/W4255715712","https://openalex.org/W4283767544","https://openalex.org/W4307280057","https://openalex.org/W4317543179","https://openalex.org/W4319264512","https://openalex.org/W4327782079","https://openalex.org/W4384209761","https://openalex.org/W4391896006","https://openalex.org/W4391919351","https://openalex.org/W6907814131"],"related_works":["https://openalex.org/W2406638334","https://openalex.org/W40745829","https://openalex.org/W4318262572","https://openalex.org/W1978357124","https://openalex.org/W1578824628","https://openalex.org/W2032728545","https://openalex.org/W1570805059","https://openalex.org/W4250754046","https://openalex.org/W3033849134","https://openalex.org/W4287761615"],"abstract_inverted_index":{"Multivariate":[0],"Singular":[1],"Spectrum":[2],"Analysis":[3],"(MSSA)":[4],"is":[5,50,77,87,104,126,130,152,166],"a":[6,73,107,148],"powerful":[7],"and":[8,33,65,94,128],"widely":[9],"used":[10],"nonparametric":[11],"method":[12,76],"for":[13],"multivariate":[14],"time":[15,157],"series,":[16],"which":[17,49,86],"allows":[18],"the":[19,45,54,90,99,113,137,175,189,193],"analysis":[20,183],"of":[21,56,83,92,102,112,146,192],"complex":[22],"temporal":[23],"data":[24,179],"from":[25],"diverse":[26],"fields":[27],"such":[28],"as":[29],"finance,":[30],"healthcare,":[31],"ecology,":[32],"engineering.":[34],"However,":[35],"MSSA":[36,59,75,103],"lacks":[37],"robustness":[38],"against":[39,89],"outliers":[40],"because":[41],"it":[42,129],"relies":[43],"on":[44],"singular":[46],"value":[47],"decomposition,":[48],"very":[51],"sensitive":[52],"to":[53,67,142,168],"presence":[55,91],"anomalous":[57],"values.":[58],"can":[60],"then":[61],"give":[62],"biased":[63],"results":[64],"lead":[66],"erroneous":[68],"conclusions.":[69],"In":[70,97,140],"this":[71],"paper":[72],"new":[74,108,149],"proposed,":[78],"named":[79],"RObust":[80],"Diagonalwise":[81],"Estimation":[82],"SSA":[84],"(RODESSA),":[85],"robust":[88,109],"cellwise":[93],"casewise":[95],"outliers.":[96],"particular,":[98],"decomposition":[100],"step":[101,135],"replaced":[105],"by":[106],"low-rank":[110],"approximation":[111],"trajectory":[114],"matrix":[115],"that":[116,132],"takes":[117],"its":[118],"special":[119],"structure":[120],"into":[121],"account.":[122],"A":[123,177],"fast":[124],"algorithm":[125],"constructed,":[127],"proved":[131],"each":[133],"iteration":[134],"decreases":[136],"objective":[138],"function.":[139],"order":[141],"visualize":[143],"different":[144],"types":[145],"outliers,":[147],"graphical":[150],"display":[151],"introduced,":[153],"called":[154],"an":[155],"enhanced":[156],"series":[158],"plot.":[159],"An":[160],"extensive":[161],"Monte":[162],"Carlo":[163],"simulation":[164],"study":[165],"performed":[167],"compare":[169],"RODESSA":[170],"with":[171],"competing":[172],"approaches":[173],"in":[174,184],"literature.":[176],"real":[178],"example":[180],"about":[181],"temperature":[182],"passenger":[185],"railway":[186],"vehicles":[187],"demonstrates":[188],"practical":[190],"utility":[191],"proposed":[194],"approach.":[195]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1}],"updated_date":"2026-06-15T08:34:33.830935","created_date":"2025-10-10T00:00:00"}
