time series analysis with SSA
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Author:  jacob [ Tue Feb 18, 2020 3:55 pm ]
Post subject:  time series analysis with SSA

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 ?

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