Function reference
-
DiagAver()
- Diagonal averaging
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Group()
- Grouping
-
SVD()
- Singular value decomposition
-
UniHankel()
- Trajectory matrix
-
hankel_matrix()
- Transform a vector/univariate time series in an hankel matrix
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hankel_vector()
- Transform a hankel matrix in a vector
-
ssa()
- Singular spectrum analysis