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time series analysis with SSA http://forum.alglib.net/viewtopic.php?f=2&t=4316 |
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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 |
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