Singular Spectrum Analysis Python Packages

dsatools

Digital signal analysis library for python. The library includes such methods of the signal analysis, signal processing and signal parameter estimation as ARMA-based techniques; subspace-based techniques; matrix-pencil-based methods; singular-spectrum analysis (SSA); dynamic-mode decomposition (DMD); empirical mode decomposition; variational mode decomposition (EMD); empirical wavelet transform (EWT); Hilbert vibration decomposition (HVD) and many others.

changepoynt

Efficient and readable change point detection package implemented in Python. (Singular Spectrum Transformation - SST, IKA-SST, ulSIF, RuLSIF, KLIEP, FLUSS, FLOSS, etc.)

py-ssa-lib

Py-SSA-Lib: Python implementation of the multichannel singular spectrum analysis (MSSA) and singular spectrum analysis (SSA)

ssalib

Singular Spectrum Analysis Library (SSALib)

pyrssa

Python package for Singular Spectrum Analysis