Applied Singular Spectrum Analysis (ASSA)

Functions to model and decompose time series into principal components using singular spectrum analysis (de Carvalho and Rua (2017) ; de Carvalho et al (2012) ).


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install.packages("ASSA")

2.0 by Miguel de Carvalho, 7 days ago


Browse source code at https://github.com/cran/ASSA


Authors: Miguel de Carvalho [aut, cre] , Gabriel Martos [aut]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 3) license


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See at CRAN