v0.5.0

SingularSpectrumAnalysis v0.5.0

Diff since v0.4.0

Closed issues:

• Example fails (#17)

v0.4.0

SingularSpectrumAnalysis v0.4.0

Diff since v0.3.2

Closed issues:

• Modification so that "analyze" works for complex-valued signal (#16)

v0.3.2

SingularSpectrumAnalysis v0.3.2

Diff since v0.3.1

Merged pull requests:

• CompatHelper: bump compat for "RecipesBase" to "1.0" (#15) (@github-actions[bot])

v0.3.1

SingularSpectrumAnalysis v0.3.1

Diff since v0.3.0

Merged pull requests:

• Update compat (#14) (@baggepinnen)

v0.3.0

SingularSpectrumAnalysis v0.3.0

New robust keyword for analysis robust to outliers and missing data.

Diff since v0.2.2

Merged pull requests:

• Install TagBot as a GitHub Action (#13) (@JuliaTagBot)

v0.2.2

v0.2.2 (2020-01-30)

This version fixes a bug in forecasting (pred) and changes the underlying estimator of AR models from Least-Squares to Total Least-Squares. This should make predictions more accurate. See this notebook for more info on TLS estimation.

Diff since v0.2.1

Closed issues:

• isn't ssa forecast supposed to use a linear recurrent relationship? (#7)
• Error when changing ar_order (#6)

Merged pull requests:

• CompatHelper: add new compat entry for "RecipesBase" at version "0.7" (#10) (github-actions[bot])
• CompatHelper: add new compat entry for "Requires" at version "0.5" (#9) (github-actions[bot])
• Correct mistake of sum (#8) (JiangXL)

v0.2.1

Simplified prediction/forecasting interface.

v0.2.0

• refactor plotting code into recipes
• New high-level function analyze
• New function autogroup

Julia 1.0

v0.1.0

fix tests

Deprecation fixes

v0.0.3

Fix docstrings