/pyssa

(Minimal) port of paulbuenau's SSA-Toolbox (Java) into Python

Primary LanguagePython

pyssa

paulbuenau's SSA-Toolbox (written in Java), ported into Python. Original repository can be found at https://github.com/paulbuenau/SSA-Toolbox.

Libraries required: NumPy, SciPy

Limitations:

  1. The epoch labels (or at least the number of epochs) must be specified.
    (The original has the option of using a heuristic to guess the number of epochs, assuming they are equally sized.)

  2. The algorithm always runs SSA with respect to the covariance matrix and the mean.
    (The original has the option of ignoring the mean.)

  3. The returned result is only the estimated mixing matrix.
    (The original returns the bases, projections, and signals; nevertheless, these can be computed using the estimated mixing matrix)