# Known Use Cases (KUC)

Total: **2**

## `KUC-101`
**Source**: `singular_spectrum_analysis/SSA_Example.ipynb`

Decomposes time series data into interpretable components (trend, seasonality, noise) using Singular Spectrum Analysis to identify underlying patterns in financial data.

## `KUC-102`
**Source**: `stationary_bootstrap/Stationary Bootstrap Italian Swap Example.ipynb`

Applies stationary bootstrap resampling method to Italian swap rate data for statistical inference, enabling confidence interval estimation and hypothesis testing on interest rate derivatives.