The sliding singular spectrum analysis: A data-driven nonstationary signal decomposition tool

J Harmouche, D Fourer, F Auger… - IEEE Transactions …, 2017 - ieeexplore.ieee.org
Singular spectrum analysis (SSA) is a signal decomposition technique that aims at
expanding signals into interpretable and physically meaningful components (eg, sinusoids …

Singular spectrum decomposition: A new method for time series decomposition

P Bonizzi, JMH Karel, O Meste… - Advances in Adaptive …, 2014 - World Scientific
This study introduces singular spectrum decomposition (SSD), a new adaptive method for
decomposing nonlinear and nonstationary time series in narrow-banded components. The …

[HTML][HTML] Data-driven nonstationary signal decomposition approaches: a comparative analysis

T Eriksen, N Rehman - Scientific Reports, 2023 - nature.com
Signal decomposition (SD) approaches aim to decompose non-stationary signals into their
constituent amplitude-and frequency-modulated components. This represents an important …

Variations of singular spectrum analysis for separability improvement: non-orthogonal decompositions of time series

N Golyandina, A Shlemov - arXiv preprint arXiv:1308.4022, 2013 - arxiv.org
Singular spectrum analysis (SSA) as a nonparametric tool for decomposition of an observed
time series into sum of interpretable components such as trend, oscillations and noise is …

Selection of window length for singular spectrum analysis

R Wang, HG Ma, GQ Liu, DG Zuo - Journal of the Franklin Institute, 2015 - Elsevier
Singular spectrum analysis (SSA) is a powerful approach to separate sources from the
mixed signal. There is an important factor when SSA is used for extracting each source …

Cadzow's basic algorithm, alternating projections and singular spectrum analysis

J Gillard - Statistics and its Interface, 2010 - intlpress.com
After observing a noisy time series or signal, it is common practice to try to separate the
noise from the observed measurements. Singular value decomposition based methods are …

Singular spectrum analysis for effective feature extraction in hyperspectral imaging

J Zabalza, J Ren, Z Wang, S Marshall… - IEEE Geoscience and …, 2014 - ieeexplore.ieee.org
As a very recent technique for time-series analysis, singular spectrum analysis (SSA) has
been applied in many diverse areas, where an original 1-D signal can be decomposed into …

Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing

N Golyandina - Wiley Interdisciplinary Reviews: Computational …, 2020 - Wiley Online Library
Singular spectrum analysis (SSA), starting from the second half of the 20th century, has
been a rapidly developing method of time series analysis. Since it can be called principal …

[HTML][HTML] Circulant singular spectrum analysis: A new automated procedure for signal extraction

J Bógalo, P Poncela, E Senra - Signal Processing, 2021 - Elsevier
Sometimes, it is of interest to single out the fluctuations associated to a given frequency. We
propose a new variant of SSA, Circulant SSA (CiSSA), that allows to extract the signal …

Singular spectrum analysis for time series: Introduction to this special issue

A Zhigljavsky - Statistics and its Interface, 2010 - intlpress.com
In this introduction we briefly describe the methodology of the Singular Spectrum Analysis
(SSA), some versions and extensions of the basic version of SSA as well as connections …