contents.m

来自「不同算法对时间序列进行奇异谱分解的源程序代码」· M 代码 · 共 31 行

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% SSA - Matlab Tools for Singular Spectrum Analysis 
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% Written by Eric Breitenberger
%         Geophysical Institute
%         University of Alaska                   
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% I always welcome comments and suggestions!
% Please send them to [e-mail]
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% Functions included in the toolkit:
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% SSA     - SSA shell: calls ssaeig, pc, and rc.
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% SSAEIG  - Calculates SSA eigenvectors/values (calls ac.m).
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% AC      - Estimates the autocovariance function.
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% BK      - Estimates the autocovariance matrix in Broomhead/King fashion.
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% PC      - Calculates PCs for SSA.
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% RC      - Calculates RCs for SSA.
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% SSACONF - Calculates variance estimates for eigenvalues.
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% ITC     - Uses information theoretic criteria to estimate signal/noise cutoff.
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