Methods and tools for Singular Spectrum Analysis including decomposition, forecasting and gap-filling for univariate and multivariate time series.
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Anton Korobeynikov, 2 years ago
Browse source code at
Time Series Analysis
GPL (>= 2)
Imports lattice, methods
Depends on svd, forecast
System requirements: fftw (>=3.2)
Rfssa, TrendSLR, msltrend, spectral.methods.
See at CRAN