SingularSpectrumAnalysis.jl

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Performance significantly slower on v1.9.0

1

Great package. I've upgraded to 1.9.0 and have noticed that the performance is now significantly slower compared to 1.7.3? I'm using analyze(TimeSeries, n, robust=Robust). Any particular reason for this? Thanks.

PBSoundy

This pull request sets up the TagBot workflow on this repository. cc: @baggepinnen

baggepinnen

Multichannel SSA

1

Does your SingularSpectrumAnalysis also cover Multivariate/multichannel SSA as in https://arxiv.org/pdf/1309.5050 ? I see that you follow DifferentialEquations.jl and other items in nonlinear dynamics. You may be interested to see JuliaDynamics...

finmod