Jorsorokin/Singular​Spectrum

版本 1.0.0.0 (4.2 KB) 作者: Jordan Sorokin
A MATLAB class for performing and visualizing singular-spectrum analysis (SSA)
747.0 次下载
更新时间 2018/6/30

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: .

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1.0.0.0

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