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Singular Spectrum Decomposition

Algorithm

Papers

  • Bonizzi, P., et al., Singular spectrum decomposition: A new method for time series decomposition. Advances in Adaptive Data Analysis, 2014. 6(04): p. 1450011.
  • Leles, M.C.R., et al., Improving reconstruction of time-series based in Singular Spectrum Analysis: A segmentation approach. Digital Signal Processing, 2018. 77: p. 63 -76.

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