Singular Spectrum Analysis smoother
No License
SSA generates a trayectory matrix from the original series by sliding a window of length L. The trayectory matrix is aproximated using Singular Value Decomposition. The last step reconstructs the series from the aproximated trayectory matrix. The SSA applications include smoothing, filtering, and trend extraction.
The algorithm used is described in detail in: Golyandina, N., Nekrutkin,
V., Zhigljavsky, A., 2001. Analisys of Time Series Structure - SSA and Related Techniques. Chapman & Hall/CR and Alonso, F.J., Del Castillo, J.M, Pintado, P., (2005), Application of singular spectrum analysis to the smoothing of raw kinematic signals. J. Biomech. 38, 1085-1092.
Cite As
Francisco Javier Alonso (2024). Singular Spectrum Analysis smoother (https://www.mathworks.com/matlabcentral/fileexchange/8115-singular-spectrum-analysis-smoother), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
- Signal Processing > Signal Processing Toolbox > Digital and Analog Filters > Digital Filter Analysis >
- Signal Processing > Signal Processing Toolbox > Signal Generation and Preprocessing > Smoothing and Denoising >
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.
Version | Published | Release Notes | |
---|---|---|---|
1.0.0.0 |