TSEDA, a tool for exploring time series data
The following is a tool that I created for analyzing regularly sampled time series data. It uses a technique called Singular Spectral Analysis. It slides a window through the data and then uses SVD to analyze patterns.
The package is here:
https://github.com/rajivsam/tseda
A brief SSA primer is here:
https://rajivsam.github.io/r2ds-blog/posts/markov_analysis_coffee_prices/
A note about using the tool is here:
https://rajivsam.github.io/r2ds-blog/posts/tseda%20announcement/
This is a fairly common data type - if you have this data and would like to try the tool to see if it helps you, I would appreciate any feedback
Thanks
u/rsambasivan — 2 days ago