Prebuilt binary executables of the latest toolkit version are available as well in the download section.ĭynamical memory management makes the toolkit flexible for the analysis of long time series. This feature makes the Toolkit more flexible in it's use and much easier to install than previous versions, insofar as X-Motif is standard on Unix computer systems. Toolkit version 4.0 and later utilize a convenient X-windows graphical users interface (GUI), based on X-Motif libraries. The black peaks are components of the spectrum tha are associated with a periodic signal, and the significance levels relative to the estimated noise background are shown. The next figure shows the MTM spectrum for the same data. Outputs include power spectra and significance tests for correlogram and MTM. You can apply these tools at any point in the analysis to a raw time series, or to SSA reconstructions. These are the traditional Blackman-Tukey windowed correlogram, Multi-Taper Method (MTM), and Maximum-Entropy Method (MEM). In addition, the Toolkit includes three kinds of power-spectrum estimation. The next figure shows the SSA eigenspectrum for the SOI time series: Ad hoc and Monte Carlo error bars for the SSA eigenspectra are also included. SSA reconstructions of selected components and tests for the presence of trend and oscillatory components are provided. Using a convenient graphical user interface you can perform singular-spectrum analysis on input data. SOI is a climatic index connected with the recurring El Niño conditions in the tropical Pacific it is essentially the normalized monthly mean difference in sea-level pressure between Darwin, Australia and Tahiti (Rasmusson et al., 1990). This is the so-called Southern Oscillation Index (SOI). The Singular Spectrum Analysis - MultiTaper Method (SSA-MTM) Toolkit is a software program to analyze short, noisy time series, such as the one below, as well as multivariate data.
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