This repository contains MATLAB code for Singular Spectrum Analysis based on Allen and Smith (1996) and Ghil et al. (2002)
Allen M., Smith L.A., 1996: Monte Carlo SSA: Detecting irregular oscillations in the presence of coloured noise, J. Clim., 9 , 3373-3404.
Ghil M., R. M. Allen, M. D. Dettinger, K. Ide, D. Kondrashov, M. E. Mann, A. Robertson, A. Saunders, Y. Tian, F. Varadi, and P. Yiou, 2002: Advanced spectral methods for climatic time series, Rev. Geophys. 40(1), pp. 3.1-3.41, 10.1029/2000GR000092.