Alonso freeware
Alonso
Added: June 01, 2013 | Visits: 490
SSA generates a trayectory matrix from the original series by sliding a window of length L. The trayectory matrix is aproximated using Singular Value Decomposition. The last step reconstructs the series from the aproximated trayectory matrix. The SSA applications include smoothing, filtering, and...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (52): Singular Spectrum Analysis smoother Download |