| forum.alglib.net http://forum.alglib.net/ |
|
| time series analysis with SSA http://forum.alglib.net/viewtopic.php?f=2&t=4316 |
Page 1 of 1 |
| Author: | jacob [ Tue Feb 18, 2020 3:55 pm ] |
| Post subject: | time series analysis with SSA |
Hello I am new user to ALGLIB and trying to test it before making the decision on whether to go for the commercial version. I have a time series and I would like to decompose it into a number of modes (trend and oscillatory modes). From What I see ALGLIB decomposes the TS into two components: trend and noise. Is there a possibility to decompose the TS into more than two vectors for instance, trend, oscillatory modes and the noise ? thanks jac |
|
| Page 1 of 1 | All times are UTC |
| Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group http://www.phpbb.com/ |
|