Jorsorokin/SingularSpectrum
版本 1.0.0.0 (4.2 KB) 作者:
Jordan Sorokin
A MATLAB class for performing and visualizing singular-spectrum analysis (SSA)
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.
引用格式
Jordan Sorokin (2024). Jorsorokin/SingularSpectrum (https://github.com/Jorsorokin/SingularSpectrum), GitHub. 检索时间: .
MATLAB 版本兼容性
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R2017b
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版本 | 已发布 | 发行说明 | |
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1.0.0.0 |
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