2 papers
stat.CO2021
cissa(): A MATLAB Function for Signal Extraction
Juan Bógalo, Pilar Poncela, Eva Senra
cissa() is a MATLAB function for signal extraction by Circulant Singular Spectrum Analysis, a procedure proposed in Bogalo et al (2021). cissa() extracts the underlying signals in…
eess.SP2020
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…