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.