ssa

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function Acf = AcfMed(lagS,win,TS)
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% lagS - ïàðàìåòð ïîãðóæåíèÿ âðåìåííîãî ðÿäà (ÂÐ) TS â òðàåêòîðíîå ïðîñòðàíñòâî
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% win  - êîëè÷åñòâî îòñ÷åòîâ ÂÐ TS 
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% TS   - ÂÐ, ñîäåðæàùèé win îòñ÷åòîâ
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   Y = zeros(win-lagS+1,lagS); % òðàåêòîðíàÿ ìàòðèöà ÂÐ TS
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   for m=1:lagS
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     Y(:,m) = TS(m:win-lagS+m); % m-é ñòîëáåö òðàåêòîðíîé ìàòðèöà ÂÐ TS
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   end
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   Cor = Y'*Y; % lagS*lagS ìàòðèöà êîððåëÿö-õ ïðîèçâåäåíèé
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   lon = lagS;
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   CorPro(1:lon) = diag(Cor); % ÂÐ êîððåëÿö-ãî ïðîèçâåäåíèÿ äëÿ ëàãà 0 
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   Acf(1) = median(CorPro(1:lon)); % ìåäèàíà ãëàâíîé äèàãîíàëè CorPro 
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   for m=2:lagS
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      lon = lon-1;
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      CorPro(1:lon) = diag(Cor,m-1); % ÂÐ êîððåëÿö-ãî ïðîèçâåäåíèÿ äëÿ ëàãà m-1
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      if m<=lagS
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         Acf(m) = median(CorPro(1:lon))/Acf(1); % ìåäèàí-ÿ îöåíêà íîðìèðîâàííîé ÀÊÔ 
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      end
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   end
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   Acf(1) = 1.0;    
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end