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Singular Spectrum Analysis smoother 1.0

  Date Added: June 01, 2013  |  Visits: 277

Singular Spectrum Analysis smoother

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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 trend extraction.The algorithm used is described in detail in: Golyandina, N., Nekrutkin,V., Zhigljavsky, A., 2001. Analisys of Time Series Structure - SSA and Related Techniques. Chapman & Hall/CR and Alonso, F.J., Del Castillo, J.M, Pintado, P., (2005), Application of singular spectrum analysis to the smoothing of raw kinematic signals. J. Biomech. 38, 1085-1092.

Requirements: No special requirements
Platforms: Matlab
Keyword: Alonso Analisys Analysis Application Biomech Castillo Chapman Golyandina Hallcr Kinematic Nekrutkinv Pintado Related Series Signals Spectrum Structure Techniques Zhigljavsky
Users rating: 0/10

License: Freeware Size: 10 KB
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