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. General description of the methods with many examples can be found in the book Golyandina (2018, ). See 'citation("Rssa")' for details.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("Rssa")

1.0.4 by Anton Korobeynikov, 13 days ago


https://github.com/asl/rssa


Report a bug at https://github.com/asl/rssa/issues


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, RSpectra, PRIMME

System requirements: fftw (>=3.2)


Imported by Rfssa, TrendSLR, msltrend.

Suggested by DecomposeR.


See at CRAN