Matlab tutorial for varimax M-SSA analysis available

June 13, 2017
Matlab tutorial for varimax M-SSA analysis available

A new Matlab tutorial demonstrating the application of the varimax algorithm to the eigenvectors of a multichannel singular spectrum analysis (M-SSA) is available.

The special structure of the M-SSA eigenvectors requires a modification of the original varimax  algorithm. For more mathematical details see Groth and Ghil (2011).

M-SSA varimax tutorial

See also: Matlab