A Collection of Methods for Singular Spectrum Analysis

Methods and tools for Singular Spectrum Analysis including decomposition, forecasting and gap-filling for univariate and multivariate time series.


Reference manual

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1.0 by Anton Korobeynikov, 2 years ago


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

Authors: Anton Korobeynikov , Alex Shlemov , Konstantin Usevich , Nina Golyandina

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Imports lattice, methods

Depends on svd, forecast

Suggests testthat

System requirements: fftw (>=3.2)

Imported by msltrend, spectral.methods.

See at CRAN