Downloads

On this page please find a link to the article and both the MatLab and C code for the SSD algorithm.

The original article on Singular Spectrum Decomposition is available through the publisher:
SINGULAR SPECTRUM DECOMPOSITION: A NEW METHOD FOR TIME SERIES DECOMPOSITION

And is open-access available through the Maastricht University Library:
SSD taverne version

Code

MatLab code:

matlab_code-SSD

C code:

SSD-C_code

To learn more about the Maastricht University Department of Advanced Computing Sciences visit http://www.maastrichtuniversity.nl/dacs