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.


Reference manual

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1.0.4 by Anton Korobeynikov, 13 days ago


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