CiSSA: Circulant SSA under Matlab
Versión 2.1.2 (7,25 KB) por
Juan Bógalo Román
Circulant Singular Spectrum Analysis is a procedure for signal processing
A set of MATLAB functions is presented for signal extraction by Circulant Singular Spectrum Analysis (SSA), a procedure proposed in Bógalo et al (2021). Circulant SSA is a new variant of SSA that allows to extract the signal associated to any frequency speci ed beforehand. This is a novelty when compared with other SSA procedures that need to identify ex-post the frequencies associated to the extracted signals. Circulant SSA offers a solution based on circulant matrices and presents an automated procedure to compute the optimal reconstruction. This solution can be applied to the non-stationary series, and in the non-linear case. The procedure is non-parametric and it has been automated so as the final user only needs to give the data and specify the window length. It works well for economic time series as well as for series coming from the physical world with both modulated amplitude and frequency (AM-FM signals).
Citar como
Juan Bógalo Román (2024). CiSSA: Circulant SSA under Matlab (https://github.com/jbogalo/CiSSA/releases/tag/2.1.2), GitHub. Recuperado .
Bógalo, J., Poncela, P., & Senra, E. (2021). Circulant singular spectrum analysis: A new automated procedure for signal extraction. Signal Processing, 179, 107824. https://doi.org/10.1016/j.sigpro.2020.107824
Compatibilidad con la versión de MATLAB
Se creó con
R2020b
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS LinuxEtiquetas
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Descubra Live Editor
Cree scripts con código, salida y texto formateado en un documento ejecutable.
Versión | Publicado | Notas de la versión | |
---|---|---|---|
2.1.2 | See release notes for this release on GitHub: https://github.com/jbogalo/CiSSA/releases/tag/2.1.2 |
Para consultar o notificar algún problema sobre este complemento de GitHub, visite el repositorio de GitHub.
Para consultar o notificar algún problema sobre este complemento de GitHub, visite el repositorio de GitHub.