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Singular Spectrum Analisys, python3

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.

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