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Singular-spectrum-analysis

daemon@ATHENA.MIT.EDU (Frank Neidhoefer)
Wed Feb 8 06:02:53 1995

Date: Wed, 8 Feb 1995 11:37:40 --100
From: frank@klimet.giub.unibe.ch (Frank Neidhoefer)
To: s-news@utstat.toronto.edu
Cc: frank@admin.unibe.ch

Hi all,

A few days ago I found a very interesting article in EOS describing a "Toolkit for
singular spectrum analysis", which is distributed freely via anonymous ftp*) by the
University of California. The toolkit includes software and user's guide for:

- Singular Spectrum Analysis
- Traditional Fourier-Transform analysis
- Multi Traper Method Estimates
- Maximum-Entropy Spectral Estimates

Before I install the toolkit I'd like to know for which of these methods Splus-code
exists.

*) The adress is: yosemite.atmos.ucla.edu; File: /pup/SSATToolkit.tar.Z

Thanks

Frank

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