Abstract:
The paper is devoted to research of features of structure analysis of harmonic series based on the definition of numerical rank correlated with the number of singular values significantly different from zero. The parallel between the numerical rank of the singular value decomposition and the final rank of a simple harmonic series is drawn. The results of analysis of patterns of additive and multiplicative models of harmonic time series are provided.
Keywords:time-dependent system; time series; singular value decomposition; singular spectrum; model structure analysis; separability.