ssaBSS

Stationary subspace analysis (SSA) is a blind source separation (BSS) variant where stationary components are separated from non-stationary components. Several SSA methods for multivariate time series are provided here (Flumian et al. (2021); Hara et al. (2010) doi:10.1007/978-3-642-17537-4_52) along with functions to simulate time series with time-varying variance and autocovariance (Patilea and Raissi(2014) doi:10.1080/01621459.2014.884504).