SFA (Slow Feature Analysis)

Implementation of the standard SFA algorithm (both linear and non-linear signal expansion)

Usage

• Install via

Pkg.clone("https://github.com/makokal/SFA.jl")

• Enjoy ...

using SFA
slow_signals = linsfa(signal);

TODO

• Finish linsfa and document it
• Add main sfa correspond to the non-linear signal expansion case
• Incremental SFA??