Reconstructing a series from all components of all series

kieferk / pymssa

Python implementation of Multivariate Singular Spectrum Analysis (MSSA)

MIT License

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Reconstructing a series from all components of all series #13

Open entest-hai opened 3 years ago

entest-hai commented 3 years ago

Thanks for great code!

I have one question. For reconstructing each time series, do you choose best components from all components from all series or only component of corresponding series?

Many thanks,