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Jorsorokin/Singular​Spectrum

version 1.0.0.0 (4.19 KB) by Jordan Sorokin
A MATLAB class for performing and visualizing singular-spectrum analysis (SSA)

439 Downloads

Updated 30 Jun 2018

From GitHub

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Singular spectrum analysis (SSA) is a non-parametric spectral decomposition technique for time series, akin to fourier or wavelet analysis, in which a time-series is decomposed into a time-frequency matrix. However, SSA does not rely on strict parametric forms and is able to pull out non-stationary and complex components from time-series in a data-dependent manner. Please refer to the documentation in the methods of SSA.m for details.

Cite As

Jordan Sorokin (2021). Jorsorokin/SingularSpectrum (https://github.com/Jorsorokin/SingularSpectrum), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2017b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.