module documentation
Implementation of Singular Spectrum Analysis.
See https://arxiv.org/pdf/1309.5050.pdf for details.
Class | SSA |
No class docstring; 0/17 instance variable, 15/15 methods, 2/2 static methods documented |
Function | frobenius |
Sum of the elementwise multiplication |
Function | frobenius |
Root of the sum of the elementwise squares |
Function | unvectorise |
Takes a vector (that is a flattened matrix) and turns it back into a matrix of shape m |
Function | vectorise |
Takes a matrix and flattens it into a vector |
Type Variable | L |
Undocumented |
Type Variable | M |
Undocumented |
Type Variable | N |
Undocumented |
Type Variable | T |
Undocumented |
Variable |
|
Undocumented |
Variable |
|
Undocumented |
Variable |
|
Undocumented |
Variable |
|
Undocumented |
Variable |
|
Undocumented |
Variable |
|
Undocumented |
Variable |
|
Undocumented |
Variable | _lgr |
Undocumented |