Based on the code: https://github.com/aj-cloete/pySSA
Main differences:
- removed support for missing values
- removed forcasting (it can be easily added if needed)
- restructured the code to be more readable and it now runs as a function i.e. no object oriented code
- add multi-scale SSA
Paper for multi-scale SSA: Yiou, Pascal & Sornette, Didier & D Accepted, Physica. (2000). Data-Adaptive Wavelets and Multi-Scale SSA.