Matlab packages for Data-adaptive Harmonic Decomposition, Stochastic Modeling and Prediction November 12, 2018 These tools demonstrate recently developed data-driven nonlinear stochastic-dynamic methods for analysis, modeling and prediction of data from partially-observed systems.... Read more about Matlab packages for Data-adaptive Harmonic Decomposition, Stochastic Modeling and Prediction
Python module for univariate Monte Carlo SSA available July 13, 2018 A Python module to compute the univariate version of a Monte Carlo Singular Spectrum Analysis can be found on GitHub.... Read more about Python module for univariate Monte Carlo SSA available
Matlab tutorial for varimax M-SSA analysis available June 13, 2017A new Matlab tutorial demonstrating the application of the varimax algorithm to the eigenvectors of a multichannel singular spectrum analysis (M-SSA) is available.... Read more about Matlab tutorial for varimax M-SSA analysis available
Matlab tutorials for singular spectrum analysis (SSA) available July 28, 2016Two Matlab tutorials demonstrating step by step the single- and multi-channel version of a singular spectrum analysis are now available.... Read more about Matlab tutorials for singular spectrum analysis (SSA) available