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# PY-SSA-LIB PACKAGE
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This package contains python implementations of the **Singular Spectrum Analysis(SSA)** and **Multichannel Singular Spectrum Analysis(MSSA)**. One can use them for the time series analysis and forecasting.
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## Intro
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Welcome to the page of the **py-ssa-lib** package!
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This package contains python implementations of the **Singular Spectrum Analysis(SSA)** and **Multichannel Singular Spectrum Analysis(MSSA)**.
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It can be used for the time series analysis and forecasting.
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**Please, take a look on the guides for SSA and MSSA which are available in the [corresponding directory](https://github.com/K-Ibadullaev/py_ssa/tree/main/examples_and_guide) !**
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## Installation
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```shell
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$ python -m pip install py-ssa-lib
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```
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## Requirements
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The required packages are listed in the requirements.txt and can be installed from this file via pip.
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However all dependecies should be automatically installed along with installation of the **py-ssa-lib**
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The classes in the **py-ssa-lib** heavily rely on the numpy, scipy, sklearn, pandas and matplotlib libraries.
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## Similar Python Packages
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Before the development of the **py-ssa-lib** I searched for the
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the Python packages which implement both MSSA and SSA, and found only few decent packages with the similar functionality:
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- https://github.com/AbdullahO/mSSA?tab=readme-ov-file
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- https://github.com/kieferk/pymssa
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However, they seem to be no longer maintained and they provided a limited functionality in comparison to what I need.
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(Arguably) the best functionality is provided by the RSSA-package in R (https://github.com/asl/rssa).
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So the aim of this package is to migrate the most useful functions from the RSSA-package into Python, in order to provide a seamless workflow for the time series analysis.
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## List of the Used Packages
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- NumPy https://numpy.org/
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- SciPy https://scipy.org/
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- Jupyter Lab https://jupyterlab.readthedocs.io/en/latest/index.html
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- Scikit-learn https://scikit-learn.org/stable/
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- Matplotlib https://matplotlib.org/
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## Literature about SSA and MSSA
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- https://www.kaggle.com/code/jdarcy/introducing-ssa-for-time-series-decomposition/notebook#2.-Introducing-the-SSA-Method
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- https://link.springer.com/book/10.1007/978-3-642-34913-3
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- https://link.springer.com/book/10.1007/978-3-662-57380-8
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- https://www.gistatgroup.com/gus/mssa2.pdf
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## Citation
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If you find this package useful, please, cite:
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**Konstantin Ibadullaev, https://github.com/K-Ibadullaev/py_ssa/**
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(This file and the citation format will change over time.)
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## Issues and Contributions
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I am open to feedbacks and discussion of issues. The contributions are always welcome unless not reasoned.
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## Future Updates
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I intend to introduce the updates once per 3 monthes.
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The comming features might be:
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- Asymptotic Prediction and Confidence Intervals
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- Some new data sets for the demonstration purposes
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- Gap Filling
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- Wiki with a bit more informative description of the mathematical background for SSA/MSSA
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- ...

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