SSA Trajectory Matrix Build

Problem

Build the trajectory (Hankel) matrix used by singular spectrum analysis. With window length L, row i is series[i : i+L] for i = 0, ..., n-L.

Return a list of L-length rows, or an empty list if window is not positive or exceeds the series length.

Hint

The matrix is constant along its anti-diagonals.

case 1

in: [[1,2,3,4,5],3]

expected: [[1,2,3],[2,3,4],[3,4,5]]

case 2

in: [[1,2],2]

expected: [[1,2]]

case 3

in: [[1,2],0]

expected: []

case 4

in: [[1,2,3],5]

expected: []

Starter codePython

def ssa_trajectory_matrix(series, window):
    # Your code here
    pass

4 test cases · run your code against them in the editor