contents.m

不同算法对时间序列进行奇异谱分解的源程序代码

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