Open AccessSoftware expedites singular‐spectrum analysis of noisy time series
Author(s) -
Dettinger Michael D.,
Ghil Michael,
Strong Christopher M.,
Weibel William,
Yiou Pascal
Publication year - 1995
Publication title -
eos, transactions american geophysical union
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.316
H-Index - 86
eISSN - 2324-9250
pISSN - 0096-3941
DOI - 10.1029/eo076i002p00012
Subject(s) - singular spectrum analysis , series (stratigraphy) , univariate , time series , spectral density , software , computer science , noise (video) , spectral analysis , spectrum (functional analysis) , cross spectrum , algorithm , data mining , artificial intelligence , telecommunications , programming language , physics , singular value decomposition , machine learning , frequency domain , computer vision , biology , image (mathematics) , multivariate statistics , spectroscopy , paleontology , quantum mechanics
A Singular‐Spectrum Analysis (SSA) Toolkit is now available for use on computers with X‐windows capabilities. The Toolkit provides free, compact, and easy access to SSA and several powerful spectral analysis techniques not readily available in common statistical packages. The current Toolkit, Version 1.1, provides tools for breaking down univariate, possibly nonstationary time series into trends, periodic oscillations, other statistically significant components, and noise; reconstructing the contributions of selected components to the time series; and estimating power spectra of the time series or any of its components by modern spectral methods.
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