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) ).


Reference manual

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2.0 by Miguel de Carvalho, a year ago

Browse source code at

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