streaming SSA

[Roh-codeur]

hi

thanks for putting this together, great package. qq: do we know if there is a way SSA or this library can handle streaming data? I have a lot of streaming data and performance is quite key.

thanks
Roh

[baggepinnen]

This library can't, I'd look into OnlineStats.jl which is extremely flexible and can fit AR models in a streaming fashion.