kSpectra Toolkit consists of a set of tools for advanced spectral analysis of time series in many sciences, ranging from finance and economics to geophysics and biomedical sciences.
Blackman-Tukey correlogram, the Maximum-Entropy Method, the Multi-Taper Method (MTM) and Singular-spectrum Analysis (SSA) are provided for spectral estimation. SSA and MTM can also be used for separation and reconstruction of trends, near-periodic and other significant components from noise, using sophisticated statistical significance tests, while Pincipal Component Analysis is available for data compression. See FAQ on spectral more...
- Technical update
- OS X 10.6.6 or later