pymssa
pymssa copied to clipboard
kieferk
Python implementation of Multivariate Singular Spectrum Analysis (MSSA)
Hi, A few repos floating, nothing on PyPI (did I miss it?) and not pip install instructions here. Do you intend: pip install git+https://github.com/kieferk/pymssa.git Peter (Trying to get https://github.com/microprediction/microprediction-notebooks/blob/main/hello_mssa_colab.ipynb to...
Thanks for great code! I have one question. For reconstructing each time series, do you choose best components from all components from all series or only component of corresponding series?...
I am trying to run this lib on Anaconda on Windows 10. After I am run code, it stoped on mssa.fit(wine_tr.to_numpy()[:500]) LoweringError: Failed in nopython mode pipeline (step: nopython mode...
Constructing trajectory matrix Trajectory matrix shape: (1600, 801) Decomposing trajectory covariance matrix with SVD Constructing components --------------------------------------------------------------------------- ValueError Traceback (most recent call last) ~\Anaconda3\lib\site-packages\numba\errors.py in new_error_context(fmt_, *args, **kwargs) 490 try:...
I haven't found a workaround to make the incremental_component_reconstruction method work (in optimized package) with numba the issue and because of it it's quite slow to execute... Has anyone encountered...
Installing thought `python setup.py install` went just fine. The very fist attempt to import the module, however, gave me the following error: ``` $ python -c 'import pymssa' \Traceback (most...
This is rather minor, but wanted to make it easy to fix a spelling mistake. Cheers!
Remove unused import to ensure compatibility with virtual environment installation.
