Singular Spectrum Analysis smoother Matlab script

Version:
File size: 0 KB
File name: ssa.m
Last update: 14 Jul 2009
Platform: Windows / Linux / Mac OS / BSD / Solaris
Language: Matlab
Price: Freeware
Company: Francisco Javier Alonso (View more)

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Singular Spectrum Analysis smoother script details

Singular Spectrum Analysis smoother script description:

Publisher review:
Singular Spectrum Analysis smoother - Function for smoothing signals using Singular Spectrum Analisys. 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. Requirements: · MATLAB Release: R11

Singular Spectrum Analysis smoother is a Matlab script for Signal Processing scripts design by Francisco Javier Alonso. It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.

Operating system:
Windows / Linux / Mac OS / BSD / Solaris