Stationary Subspace Analysis

Stationary subspace analysis (SSA) is a blind source separation (BSS) variant where stationary components are separated from non-stationary components. Several SSA methods for multivariate time series are provided here (Flumian et al. (2021); Hara et al. (2010) ) along with functions to simulate time series with time-varying variance and autocovariance (Patilea and Raissi(2014) ).


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("ssaBSS")

0.1 by Markus Matilainen, a month ago


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


Authors: Markus Matilainen [cre, aut] , Lea Flumian [aut] , Klaus Nordhausen [aut] , Sara Taskinen [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports xts, zoo

Depends on tsBSS, ICtest, JADE, BSSprep, ggplot2


See at CRAN