Python module for univariate Monte Carlo SSA

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).