Download
This project provides a Fortran90 library and a python module for singular spectrum analyses such as PCA/EOF or MSSA. It is intended for people interested, for example, in analysing climate or financial variability.
Features
- PCA for extracting dominant spatial pattern of variability.
- SSA/MSSA which is like PCA but for extracting spatio-temporal patterns.
- Joined SVD which is like PCA but for extracting the common variability of two variables (using cross-covariances).
- SVD model deduce a predictand from a predictor using SVD.
- Full missing value support.
- Switch of space and time for PCA analyses performed on a large number of channels.
- For analysis, empirical orthogonal functions (EOFs), principal componants (PCs), expansion coefficient (ECs) and reconstructions of signal are available.
- Analyses can be performed on several variables at the same time, with normalisation coefficents [python].
- Pre-PCA analysis to reduct the d-o-f before analysing huge datasets with MSSA or SVD.
- Monte-Carlo test for (M)SSA (MC-SSA) [python].
- Full UV-CDAT support [python].
License
GNU Library or Lesser General Public License version 2.0 (LGPLv2)Follow Spectral Analysis Library
Other Useful Business Software
Auth0 for AI Agents now in GA
Connect your AI agents to apps and data more securely, give users control over the actions AI agents can perform and the data they can access, and enable human confirmation for critical agent actions.
Rate This Project
Login To Rate This Project
User Reviews
Be the first to post a review of Spectral Analysis Library!
