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.


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Reference manual

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install.packages("Rssa")

1.0 by Anton Korobeynikov, a year ago


http://github.com/asl/rssa


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