This PR includes the pyts code for Singular Spectrum Analysis directly in the attrici repo and simplifies the dependencies.
We had some problems when running the SSA locally due to chunking and parallelization that were introduced in version 0.13 of pyts (we reported these issues upstream) and use the version before these features were added.
We also removed the usage of numba. In our local tests there were no major speed-ups so it's probably not worth the additional installation complexity and potential incompatibilities with other packages (previously this was handled through a separate virtualenv).
This also adds a test for running the SSA on ERA5 data.
Tests for the SSA were also included from the upstream repo.
This PR includes the
pyts
code for Singular Spectrum Analysis directly in theattrici
repo and simplifies the dependencies.We had some problems when running the SSA locally due to chunking and parallelization that were introduced in version 0.13 of
pyts
(we reported these issues upstream) and use the version before these features were added.We also removed the usage of
numba
. In our local tests there were no major speed-ups so it's probably not worth the additional installation complexity and potential incompatibilities with other packages (previously this was handled through a separate virtualenv).This also adds a test for running the SSA on ERA5 data. Tests for the SSA were also included from the upstream repo.