This video (18Mb) shows how to use kSpectra for SSA prediction of noisy and short time series. It follows SSA Prediction Example project included with the application. Cross-validation is demonstrated to choose optimum number of SSA components for prediction, and to provide estimates of the forecast skill.  Editing of multiple plots is shown, including browsing, in/out zooming and cropping. 

SSA Prediction

This video (21Mb) will show how kSpectra can be used to identify quasi-periodic oscillatory mode embedded in short sample of red noise with large amplitude. It follows Small Signal Example project included with application. Different spectral estimation tools are demonstrated, as well as editing of plots.

Small Signals Finder

Basic Demo

This video (23Mb) covers different spectral estimation tools of kSpectra, noise filtering, as well as Data I/O, Utilities and Plots, by following Climate Example project included with the application. 

This video (17Mb) covers how to apply Singular Spectrum Analysis to multivariate data with gaps, following Multivariate Gap-Filling Example project included with the application. Cross-validation is used to find optimum number of SSA components to fill-in the missing values with the “smooth” component,  and to provide estimates of the reconstruction error.  Editing of multiple plots with the help of  Plots Gallery is demonstrated.