This is a Python project which realizes Singular Spectrum Analisys algorithm. The project provides the user interface on Python 3 and PyQt5. It allows to analyse SSA parameters for different window L and offsets within time series.
User should select configuration which is a file with a simple structure. Data for time series has CSV format with fields 'date','time','open','high','low','close','vol'. The first line of a CSV file should include the field names.
How to use:
- Run ./ssa.py
- Select a configuration file
- Click the 'Calc' button.
- Select required number of SVD eigenvectors and click 'Calc' once more.
The site with a description: link