A novel, iterative form of **SSA**** **is used to analyze datasets with uneven sampling or missing observations.** **Gaps are filled-in by** **utilizing spatio-temporal correlations in the dataset. File data with "**NaN**" values are treated as missing. **Gap-filling** feature is available in **Reconstruction** option of **SSA (MSSA) panel, **for univariate (multivariate) data, respectively.

The user needs to select the data pop-up menu of **SSA (MSSA)** tool, specify the **SSA (MSSA) window** size (large enough to cover longest temporal correlations; for a guidance it can be the largest period in the dataset), the number of **SSA (MSSA) components on the main(!) SSA (MSSA) panel, ** and the method for estimating the covariance matrix that is decomposed (diagonalized) by **SSA (MSSA)**. Then gap-filling can be done just by clicking **Fill**. The number of** SSA (MSSA) components** one has to use depends on the dataset, and in particular on the amount of noise present. The main idea is to discard higher-ranked components corresponding to noise, and use only **"smooth"** components of **"signal"**. When** Fill&Smooth** box is checked, then the result will be equal to estimated smooth component everywhere, i.e. both points where the ortiginal data is missing and available. Otherwise, original data is retained in the points where data is available. By clicking **Plot, **user can compare the gappy and filled-in dataset.

First, we demonstrate gap filling on univariate synthetic time series. It is **600** data points long, and consists of the oscillatory carrier signal with a period of **T=40** units (data0). This oscillation is modulated in phase with period of** T=120, and** in amplitude with period of** T=200**; it is also **c**ontaminated by large amplitude white noise (fulldata). Two gappy data sets have large continuous gaps in different locations (data1 and data2). Figures below show the estimated smooth component (** Fill&Smooth** box is checked) corresponding to the small (6) number of** SSA** **components** that contain the oscillatory signal only; SSA window is equal to 200.

When number of components is increased, the reconstruction in gaps will involve noise, which can be useful for some applications. To compare with the full smooth component (**data0**), user can use the **Plot/Vector List option: **