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Singular Spectrum Analysis for time series forecasting in Python

Dsatools ⭐ 65

Digital signal analysis library for python. The library includes such methods of the signal analysis, signal processing and signal parameter estimation as ARMA-based techniques; subspace-based techniques; matrix-pencil-based methods; singular-spectrum analysis (SSA); dynamic-mode decomposition (DMD); empirical mode decomposition; variational mode decomposition (EMD); empirical wavelet transform (EWT); Hilbert vibration decomposition (HVD) and many others.

Singular Spectrum Analysis methods implementation in Python

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