The SSA Toolbox is an efficient, platform-independent, standalone implementation of the Stationary Subspace Analysis algorithm with a friendly graphical user interface, a command-line interface, and a bridge to Matlab.
Stationary Subspace Analysis (SSA) is a general purpose algorithm for the explorative analysis of non-stationary data, i.e. data whose statistical properties change over time. SSA helps to detect, characterize and visualize temporal changes in complex high-dimensional data sets.
- Changes to previous version:
- Various bugfixes.
- BibTeX Entry: Download
- Corresponding Paper BibTeX Entry: Download
- URL: Project Homepage
- JMLR MLOSS PaperURL: JMLR-MLOSS Paper Homepage
- Supported Operating Systems: Platform Independent
- Data Formats: Matlab, Csv
- Tags: Blind Source Separation, Nonstationary Data, Stationary Subspace Analysis, Time Series Analysis
- Archive: download here
Other available revisons
Version Changelog Date 1.3
- Various bugfixes.
October 24, 2011, 15:31:07 1.2
Added example data and Matlab script for generating synthetic data sets.
Improved API documentation and example for how to use the toolbox as a Java library.
Added a command-line interface.
Optimization of the non-stationary sources, in order to improve the result in the case where the correlations between s- and n-sources are not time-constant.
The objective function has been normalized to make its value interpretable.
Methodological appendices have been added to the manual.
August 12, 2011, 15:19:34 1.1
- Better diagnostic messages in case of errors.
April 1, 2011, 11:00:57 1.0
- Various bug fixes.
- Improved GUI.
- Added option for heuristic parameter choice.
- Extended developer support (unit tests, documentation)
March 16, 2011, 17:47:23 0.3
Initial Announcement on mloss.org.
February 1, 2011, 22:42:03
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