Multi-Channel Singular Spectrum Analysis

Resource Overview

A multi-channel singular spectrum analysis algorithm implementation designed for time series multi-scale analysis, cross-scale comparison, and signal reconstruction applications.

Detailed Documentation

The multi-channel singular spectrum analysis program serves various applications including multi-scale time series analysis, cross-scale signal alignment, and signal reconstruction tasks. This implementation leverages singular value decomposition (SVD) algorithms to process multi-channel signals, with applications spanning signal processing, image analysis, and audio processing domains. The algorithm operates by constructing trajectory matrices from multi-channel inputs, performing SVD decomposition to extract meaningful components, and reconstructing signals through diagonal averaging. Analysis results provide enhanced signal characterization through eigenvalue spectra and reconstructed components, enabling deeper investigation into signal properties and features. The implementation supports parameter configuration for embedding dimensions and component selection, offering robust support for advanced applications in related technical fields.