This MATLAB SSA toolkit allowes one to perform SSA analisys and data forecasting just in a few command lines. The toolkit has been developed for user-friendly use. It includes SSA decomposition and recurrent SSA forecasting algorythms. Each function contains extended reference descriptions and optimized to take a minimum set of input parameters. All the above features provide a powerful and to-the-point SSA tool which is extremely easy to apply.
To get familiar with the toolkit learn the commented examples provided.
Acknowledgements
The author of the toolkit would like to acknowledge hard work of mathematicians developing SSA method. The toolkit has been developed based on the following publications:
[1] Golyandina, Nina, Vladimir Nekrutkin, and Anatoly A. Zhigljavsky. Analysis of time series structure: SSA and related techniques. CRC Press, 2010.
[2] Hassani, Hossein. "Singular Spectrum Analysis: Methodology and Comparison." Journal of Data Science 5 (2007): 239-257.