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All Projects → dmarienko → chaos

dmarienko / chaos

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Singular Spectrum Analysis methods implementation in Python

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Chaos

Singular Spectrum Analysis (SSA) methods implementation in Python

Functions list:

ssa - Singular Spectrum decomposition for a time series

inv_ssa - Inverted SS transformation (series reconstruction)

ssa_predict - Making series data prediction based on SSA

ssa_cutoff_order - Method for searching for the best cutoff for dimensions number

ssaview - Visualising tools for singular spectrum analysis

Small example of application SSA for price series forecasting can be found here

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