Singular Spectral Analysis Toolkit

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The Singular-Spectrum-Analysis(SSA) Toolkit is a collection of UNIX utilities which analyze short, noisy time series. Using a Motif-like interface, you can perform singular-spectrum analysis (Broomhead and King, 1986; Vautard and Ghil, 1989; Vautard et al., 1992) on a one-dimensional variable with window sizes specified by simply moving a graphical slide. SSA reconstructions of selected components are equally simple and tests for the presence of trend and oscillatory components are provided. Ad hoc and Monte Carlo error bars for the SSA eigenspectra are also included. All results are displayed graphically to the screen and can be saved to files.

In addition, the Toolkit has three kinds of power-spectrum estimation built into it. These are the traditional windowed correlogram, multi-taper method(MTM), and maximum-entropy method(MEM). You can apply these tools at any point in the analysis to a raw time series, or to SSA reconstructions. Outputs include power spectra and significance tests for correlogram and MTM. You can vary the analysis parameters by pressing buttons and/or sliding slides on graphical control panels.

The Toolkit has been ported successfully to DEC, Data General, Sun, IBM RS6000, Cray, and Silicon Graphics platforms. The SSA and spectral-estimation tools can also be used outside the graphical interface, as stand-alone Unix commands, either interactively or in scripts. These tools should perform correctly on any machine with standard Fortran 77 and C compilers (the MTM tool is written in C; the others in Fortran 77).

Availability

You can get the complete source code and documentation for the (SSA Toolkit) from our anonymous ftp server. Support software that you may need to retrieve are John Ousterhout's Tool Command Language(Tcl) and the Tk Toolkit. The SSA Toolkit features hooks to various plotting packages, but we recommend that users pick up ACE/gr. Users can pick up the Motif version or the XView version.

The SSA Toolkit is a product of the SSA Group (so far: Mike Dettinger, Michael Ghil, Christopher Strong, William Weibel, and Pascal Yiou) at UCLA (mostly). Comments on installation and performance, as well as suggestions for future versions, are always welcome. You can reach the group at ssagroup@atmos.ucla.edu.