FFT-accelerated Singular Spectrum Analysis in C. SSA at the speed of FFT. Decompose time series into trend, seasonality & noise. O(N log N) Hankel matvec.
time-series signal-processing ssa forecasting fft svd singular-spectrum-analysis denoising rssa fft-analysis trend-extraction seasonality-analysis
-
Updated
Dec 8, 2025 - C