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Singular Spectrum Analysis with "n" time steps ahead

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anurag kulshrestha
anurag kulshrestha 2017년 8월 5일
편집: Jan 2017년 8월 5일
I have a univariate time series with 133 time steps. I want to predict 'n' time steps ahead with singular spectrum analysis (SSA). I am following the code given on https://in.mathworks.com/matlabcentral/fileexchange/58967-singular-spectrum-analysis-beginners-guide, but i am not able to understand how to predict n time steps ahead with SSA through this code. Where n = 1, 2, 4, 8, 12, 24 and 36

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