The Stationary Subspace Analysis Toolbox

نویسندگان

  • Jan Saputra Müller
  • Paul von Bünau
  • Frank C. Meinecke
  • Franz J. Király
  • Klaus-Robert Müller
چکیده

The Stationary Subspace Analysis (SSA) algorithm linearly factorizes a high-dimensional time series into stationary and non-stationary components. The SSA Toolbox is a platform-independent efficient stand-alone implementation of the SSA algorithm with a graphical user interface written in Java, that can also be invoked from the command line and from Matlab. The graphical interface guides the user through the whole process; data can be imported and exported from comma separated values (CSV) and Matlab’s .mat files.

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عنوان ژورنال:
  • Journal of Machine Learning Research

دوره 12  شماره 

صفحات  -

تاریخ انتشار 2011