This video covers how to apply Singular Spectrum Analysis to multivariate data with gaps, following Multivariate Gap-Filling Example project included with the application. Cross-validation is used to find optimum number of SSA components to fill-in the missing values with the “smooth” component,  and to provide estimates of the reconstruction error.  Editing of multiple plots with the help of  Plots Gallery is demonstrated.

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Multivariate Gap-Filling