SSA-MTM
The Singular Spectrum Analysis - MultiTaper Method (SSA-MTM) Toolkit is a collection of UNIX utilities which analyze short, noisy time series. Using a Motif-like interface, you can perform singular-spectrum analysis on a one-dimensional variable with window sizes specified by simply moving a graphical slide. SSA reconstructions of selected components are equally simple and tests for the presence of trend and oscillatory components are provided. Ad hoc and Monte Carlo error bars for the SSA eigenspectra are also included. All results are displayed graphically and can be saved to files. In addition, the Toolkit includes three kinds of power-spectrum estimation. These are the traditional windowed correlogram, multi-taper method(MTM), and maximum-entropy method(MEM). You can apply these tools at any point in the analysis to a raw time series, or to SSA reconstructions.
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Current Version: 3.1
License Type: ??
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