def apply_SSA_decomposition_one(var, ncomp, data):
"""
Applies SSA decomposition to one variable of the data
:param var:
:param ncomp:
:param data:
:return:
"""
mdec = data[:, :, var]
# print(mdec.shape, ncomp)
ssa = SSA(ncomp)
ldec = []
for i in range(mdec.shape[0]):
ssa.fit(mdec[i])
ldec.append(ssa.decomposition())
decvar = np.swapaxes(np.stack(ldec), 1, 2)
return np.concatenate((data[:, :, 1:], decvar), axis=2)
def apply_SSA_decomposition_y(ncomp, data):
"""
Applies SSA decomposition to one variable of the data
:param ncomp:
:param data:
:return:
"""
mdec = data
# print(mdec.shape, ncomp)
ssa = SSA(ncomp)
ldec = []
for i in range(mdec.shape[0]):
ssa.fit(mdec[i])
ldec.append(ssa.decomposition())
decvar = np.swapaxes(np.stack(ldec), 1, 2)
# print(decvar.shape)
return decvar
def apply_SSA_decomposition_all(ncomp, data):
"""
Applies SSA decomposition to one variable of the data
:param var:
:param ncomp:
:param data:
:return:
"""
dmat = []
ssa = SSA(ncomp)
for m in range(data.shape[2]):
mdec = data[:, :, m]
ldec = []
for i in range(mdec.shape[0]):
ssa.fit(mdec[i])
ldec.append(ssa.decomposition())
decvar = np.swapaxes(np.stack(ldec), 1, 2)
dmat.append(decvar)
return np.concatenate(dmat, axis=2)