function?[yrvr]=ssa（x1L）

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%?SSA?generates?a?trayectory?matrix?X?from?the?original?series?x1（通過(guò)平滑一個(gè)長(zhǎng)度為L(zhǎng)的窗口，SSA生成了原始時(shí)間序列的軌跡方程X）
%?by?sliding?a?window?of?length?L.?The?trayectory?matrix?is?aproximated?（軌跡方程是通過(guò)奇異值分解估計(jì)的）
%?using?Singular?Value?Decomposition.?The?last?step?reconstructs（最后一步通過(guò)估計(jì)的軌跡矩陣重構(gòu)時(shí)間序列）
%?the?series?from?the?aproximated?trayectory?matrix.?
%The?SSA?applications?include?smoothing?filtering?and?trend?extraction.（SSA應(yīng)用包括平滑，濾波和趨勢(shì)項(xiàng)提取）
%SSA的應(yīng)用包括平滑、過(guò)濾以及趨勢(shì)分析

%?x1?Original?time?series?（column?vector?form）?原始時(shí)間序列
%?L??Window?length?????????????????????????????窗口長(zhǎng)度
%?y??Reconstructed?time?series?????????????????重構(gòu)時(shí)間序列
%?r??Residual?time?series?r=x1-y???????????????殘余時(shí)間序列
%?vr?Relative?value?of?the?norm?of?the?approximated?trajectory?matrix?with?respect
%	??to?the?original?trajectory?matrix

%?The?program?output?is?the?Singular?Spectrum?of?x1?（must?be?a?column
%?vector）必須是列向量
%?using?a?window?length?L.?You?must?choose?the?components?be?used?to?reconstruct?
%the?series?in?the?form?[i1i2:ik...iL]?based?on?the?Singular?Spectrum?appearance.
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%?Step1?:?Build?trayectory?matri