- What is the SSA-MTM Toolkit?
- How do I correctly cite the SSA-MTM Toolkit in publications?
- Can the Toolkit handle unevenly sampled time-series data?
- Do I need to normalize and/or center the time series?
- How can I identify statistically significant parts of the signal?
- Can I use the SSA Toolkit for forecasting?
- Is there a Toolkit version that allows to analyze multichannel data?
- I have downloaded file Spectra*.exe, what should I do with it?
- I am getting weird messages like this when starting Spectra:"...ld.so.1: Spectra: fatal:", "libF77.so.4: open failed:...", "libg2c.so.0: cannot load....."?
- Where can I find the release notes?
- What are the system requirements to run the Toolkit?
- What visualization software is supported by the Toolkit?
- Is there an easy way to adjust the default size of the xmgr x-window?
- The system reports `Cannot find xmgr to execute'.
- How can I save results to a file?
- We can load data and do computations with it; however nothing is happening when we press Plot button. The software for plotting, Grace for example, has been installed.
- I am getting message "error during reading file" when trying to read input data.
What is the SSA-MTM Toolkit?
The Singular Spectrum Analysis - Multitaper Method (SSA-MTM) Toolkit consists of a set of programs that perform detailed spectral analyses and decompositions of time series. The toolkit can be used to
- estimate the frequency spectrum of time series,
- decompose time series into trends, oscillatory components and noise,
- reconstruct selected components of the time series.
Four methods of a spectral analysis are implemented: Blackman-Tukey correlogram (BT), the Maximum-Entropy Method (MEM), the Multi-Taper Method (MTM), and Singular-spectrum Analysis (SSA). With SSA and MTM the time series can be decomposed into trend, quasiperiodic and noise components, where the signifiance of signal parts can be tested against a variety of noise null hypotheses.
How do I correctly cite the SSA-MTM Toolkit in publications?
If you feel that your research has benefitted from the use of the SSA-MTM Toolkit, you can give us credits by citing our articles.
- Ghil M., R. M. Allen, M. D. Dettinger, K. Ide, D. Kondrashov, M. E. Mann, A. Robertson, A. Saunders, Y. Tian, F. Varadi, and P. Yiou, 2002: Advanced spectral methods for climatic time series, Rev. Geophys.,40(1), pp. 3.1-3.41, 10.1029/2000RG000092.
- Dettinger, M.D., Ghil, M., Strong, C.M., Weibel, W., and Yiou, P., 1995: Software expedites singular-spectrum analysis of noisy time series, Eos, Trans. American Geophysical Union, v. 76(2), p. 12, 14, 21.
We also appreciate your references to the original articles that motivated and made the toolkit possible.
- Allen, M.R., and Smith, L.A., 1996: Monte Carlo SSA: detecting oscillations in the presence of coloured noise. J. Climate, 9, 3373.
- Mann, M.E. and Lees, J.M., 1996: Robust estimation of background noise and signal detection in climatic time series, Clim. Change, 33, 409-445.
- Vautard, R., Yiou, P., and Ghil, M., 1992: Singular-spectrum analysis: A toolkit for short, noisy chaotic signals, Physica D, 58, 95-126.
Can the SSA Toolkit handle unevenly sampled time-series data?
Gap-filling by SSA can handle unevenly sampled data or even occasional missing data.
Do I need to normalize and/or center the time series?
No, this will be done inside the tools.
How can I identify statistically significant parts of the signal?
With SSA and MTM the signifiance of signal parts can be tested against a variety of noise null hypotheses.
Can I use the SSA Toolkit for forecasting?
Although SSA can be used for prediction,the toolkit has not implemented that functionality yet.
To learn more about SSA for prediction, please see:
- Keppenne, C.L., and Ghil, M., 1992, Adaptive filtering and prediction of the Southern Oscillation Index: J. Geophysical Research (atmospheres) 97, 20449-20454.
- Jiang, N., Ghil, M., and Neelin, D., 1995, Quasi-quadrennial and quasi-biennial variability in the equatorial Pacific, Clim. Dyn.12, 101-112.
Is there a Toolkit version that allows to analyze multichannel data?
It is included in version 4.2 and later.
I have downloaded file Spectra*.exe, what should I do with it?
The extension *.exe is needed to save the file using a web browser. You may rename the file directly in the dialog box or after you saved it, i.e. to Spectra. Now you need to give execute permission to the file:
chmod +x Spectra
Then you just type
I am getting weird messages like this when starting Spectra:"...ld.so.1: Spectra: fatal:", "libF77.so.4: open failed:...", "libg2c.so.0: cannot load....."?
You are trying to run a dynamic version, and a particular compiler library is not installed. Try a static version, if it is available. In some cases you may need to change the environment variable LD_LIBRARY_PATH which tells where to look for the dynamic libraries.
Where can I find the release notes?
The release notes can be found here.
What are the system requirements to run the toolkit?
Currently the toolkit has been ported to most Unix based systems, including SUN, IBM/AIX, DEC, SGI & Mac OS X. Also, Linux version for PC is available. You may download prebuilt binary executables (1~5Mb size) for supported systems.
What visualization software is supported by the Toolkit?
Toolkit supports the public domain ACE/gr (known also as Xmgr), descendant of ACE/gr called Grace, and commercial IDL(versions 5.0 and later) graphics software.
Is there an easy way to adjust the default size of the xmgr x-window?
The easiest way is probably to put a resource in ~/.Xdefaults. For example:
The system reports `Cannot find xmgr to execute'.
The Toolkit is trying to plot something, but the plotter is not in your path. If you know that xmgr exists on your system, then make sure it is in your path.
How can I save results to a file?
You can write matrices/vectors into a file using 'Write Matrix' and 'Write Vector' options in 'File/Data' menu on the main panel. You just need to specify the name of the matrix/vector and the name of the file. Also, when you have xmgr plot on your screen, you may go to the Data/Status option and see what is/are the work file name(s) in the plot (F5 key does that too). Then you can copy it/them in a unix shell to a new file(s) you want to keep. (remember that all of the files with the extension *.tmp will be deleted when exiting Spectra).
We can load data and do computations with it; however nothing is happening when we press Plot button.
The software for plotting, Grace for example, has been already installed.
You need to add Grace to your path. You can do it in your working shell's configuration file, and the exact command depends on the particular shell used. For tcsh shell you have to add new line in .tcshrc file like below (the exact path depends, of course, on where you installed Grace):
set path= ("/usr/grace-5.1.12/grace/bin" $path)
then do from a command line
and start Toolkit from that shell.
I am getting message "error during reading file" when trying to read input data.
Make sure that file is plain text in ASCII format, doesn't have blank spaces amd contains only numerical data. If it is matrix, it should have the same number of entries in all columns. If you are using Mac OS X, there should be no blank spaces in the path to the file.