Trying to find information, and, no-one seems to know the answers.
I have a time-series, represented by $T = [0, 1, 1, 0, \ldots, n]$ the time series is then transformed into the Spectral results:
$$ S = \begin{bmatrix} 1&0 \\ 0&1 \\ 1&1 \\ 0&2 \\ 1&1 \end{bmatrix} $$
I then compute the SVD which gives me three resulting matrices u, s, v
I understand that s contains the magnitudes that relate to the columns in both u and v but, how does this work for finding the most significant data within a given series?