The Stationary Subspace Analysis Toolbox

Jan Saputra Müller, Paul von Bünau, Frank C. Meinecke, Franz J. Király, Klaus-Robert Müller; 12(Oct):3065−3069, 2011.

Abstract

The Stationary Subspace Analysis (SSA) algorithm linearly factorizes a high-dimensional time series into stationary and non-stationary components. The SSA Toolbox is a platform-independent efficient stand-alone implementation of the SSA algorithm with a graphical user interface written in Java, that can also be invoked from the command line and from Matlab. The graphical interface guides the user through the whole process; data can be imported and exported from comma separated values (CSV) and Matlab's .mat files.

[abs][pdf]    [code][mloss.org]




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