Description:

The SSA Toolbox is an efficient, platform-independent, standalone implementation of the Stationary Subspace Analysis algorithm with a friendly graphical user interface, a command-line interface, and a bridge to Matlab.

Stationary Subspace Analysis (SSA) is a general purpose algorithm for the explorative analysis of non-stationary data, i.e. data whose statistical properties change over time. SSA helps to detect, characterize and visualize temporal changes in complex high-dimensional data sets.

Changes to previous version:

• Added example data and Matlab script for generating synthetic data sets.

• Improved API documentation and example for how to use the toolbox as a Java library.

• Added a command-line interface.

• Optimization of the non-stationary sources, in order to improve the result in the case where the correlations between s- and n-sources are not time-constant.

• The objective function has been normalized to make its value interpretable.

• Methodological appendices have been added to the manual.

BibTeX Entry: Download

Corresponding Paper BibTeX Entry: Download

Supported Operating Systems: Platform Independent

Data Formats: Matlab, Csv

Tags: Blind Source Separation, Nonstationary Data, Stationary Subspace Analysis, Time Series Analysis

Archive: download here

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