Art&Blue-Liberalism
Showing posts with label
SSA
.
Show all posts
Showing posts with label
SSA
.
Show all posts
Tuesday, December 12, 2023
SSA attempt functioning: The main SSA codes copied from StackExchange
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The synthetic data imitating the business cycle is my original although the functions of generating the complex time series refers to my...
Monday, August 21, 2023
Attempt to use Singular Spectrum Analysis (SSA) for Frankfurter App with Python
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Singular Spectrum Analysis (SSA) is nowadays a popular analysis method for financial time series. SSA is similar to Prony's method (the...
Monday, June 19, 2023
Python: Hankel Matrices H0, H1, Generalised Eigenvalue of H0 and H1, and Singular Value Decomposition (SVD) used for the Matrix Pencil Method (MPM) and Singular Spectrum Analysis (SSA)
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This process is the part of the Python code for Prony method introduced in the last post . The process of finding Hankel matrices, General...
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