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hankel-matrix

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SingularSpectrumAnalysis.jl

baggepinnen / SingularSpectrumAnalysis.jl

A package for performing Singular Spectrum Analysis (SSA) and time-series decomposition

time-series forecast time-series-analysis singular-spectrum-analysis esprit trend-detection time-series-forecasting time-series-decomposition detrending hankel-matrix

Updated Oct 27, 2023
Julia

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