Multichannel Singular Spectrum Analysis - Significance test

Tutorial of the Monte Carlo significance test for Multichannel Singular Spectrum Analysis (M-SSA).
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Aggiornato 1 mar 2024

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This tutorial demonstrates the application of the Monte Carlo significance test to M-SSA. In a first step, we run the function mssa.m and show the M-SSA results. In a second step, we run the function |mcmssa.m| to test the significance of the M-SSA results.

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Andreas Groth (2024). Multichannel Singular Spectrum Analysis - Significance test (https://www.mathworks.com/matlabcentral/fileexchange/160471-multichannel-singular-spectrum-analysis-significance-test), MATLAB Central File Exchange. Recuperato .

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Versione Pubblicato Note della release
1.0.0