SSA class

class pyActigraphy.analysis.SSA(data, window_length='24H')

Class for Singular Spectrum Analysis

Attributes

window_dim	Window dimension for immersion of the signal.
trajectory_matrix()	Trajectory matrix of the signal.
U	Unitary matrix having left singular vectors as columns.
sigma	Singular values, sorted in decreasing order.
Vh	Unitary matrix having right singular vectors as rows.
lambda_s	Partial variances, sorted in decreasing order.

Methods

fit([check_finite, overwrite_a])	Singular value decomposition of the trajectory matrix.
X_elementary(r)	Elementary matrix
X_tilde(r)	Diagonal averaged matrix.
reconstructed_signal(n)	Reconstructed signal from diagonal averaged matrices.
w_correlation_matrix(k)	W-correlation matrix.