According to the SSA model , the observed non-stationary time series formula _ 1 is assumed to be generated as a multivariate superposition of linear sources formula _ 2 and stationary sources formula _ 3 .
According to the SSA model , the observed multivariate time series formula _ 1 is assumed to be generated as a linear superposition of stationary sources formula _ 2 and non-stationary sources formula _ 3 ,