Displaying 1 result from an estimated 1 matches for "explainedvariance".
2009 Jun 10
0
help with package "simsalabim"
...6
As a consequence, getSignal finds two Eigenvectors capturing the trend.
>From my experience with toolkit SSA/MTM I know this output can be misleading.
I am trying to figure out whether trend has really been found by double-checking the print-out data:
> Amps.signal$trend
k smoothness explainedVariance
1 1 0.134495414 26.254096
11 12 0.006693601 1.627475
The above print-out marks EOF_1 and EOF_12 as capturing all the trend in the signal.
I canNOT understand the difference between "smoothness" and "explainedVariance"
I tried to compare such values with...