About Spectral Analysis Library
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....
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].
Previous Versions
Here you can find the changelog of Spectral Analysis Library since it was posted on our website on 2015-04-27 03:00:00.
The latest version is 2.0 and it was updated on 2024-04-22 15:49:03. See below the changes in each version.
Spectral Analysis Library version 2.0
Updated At: 2013-07-10
Spectral Analysis Library version 1.1
Updated At: 2006-09-12
Changes: Several fixes and updates
Disclaimer
External Download
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