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eess.SP2020
Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis
Juan Bógalo, Pilar Poncela, Eva Senra
We introduce Multivariate Circulant Singular Spectrum Analysis (M-CiSSA) to provide a comprehensive framework to analyze fluctuations, extracting the underlying components of a set…
eess.SP2020★ 60 cited
Circulant Singular Spectrum Analysis: A new automated procedure for signal extraction
Juan Bógalo, Pilar Poncela, Eva Senra
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 sign…