Multichannel Singular Spectrum Analysis - Significance test

Versione 1.0.1 (13,4 KB) da Andreas Groth
Tutorial of the Monte Carlo significance test for Multichannel Singular Spectrum Analysis (M-SSA).
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Aggiornato 26 apr 2024

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This tutorial demonstrates the Monte Carlo significance test for M-SSA. In a first step, it runs the function mssa.m and shows the M-SSA results. In a second step,it runs the function mcmssa.m to test the significance of the M-SSA results.
Note: Requires Matlab version 2018 or earlier!

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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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Creato con R2018b
Compatibile con qualsiasi release fino R2018b
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Versione Pubblicato Note della release
1.0.1

Description updated
1.0.0