July 13, 2018
A Python module to compute the univariate version of a Monte Carlo Singular Spectrum Analysis can be found on GitHub.
https://github.com/VSainteuf/mcssa
The Python module implements the Monte Carlo significance test – full and composite – for a univariate SSA analysis as introduced in Allen and Smith (1996). For more information, you can also refer to the review paper of Groth and Ghil (2015).