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Rssa (version 1.0.2)

A Collection of Methods for Singular Spectrum Analysis

Description

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

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Version

Install

install.packages('Rssa')

Monthly Downloads

672

Version

1.0.2

License

GPL (>= 2)

Issues

2

Pull Requests

1

Stars

58

Forks

29

Maintainer

Anton Korobeynikov

Last Published

February 28th, 2020

Functions in Rssa (1.0.2)

clplot

Ratio of complete lag vectors in dependence on window length
grouping.auto.wcor

Group Elementary Series Using W-correlation Matrix
frobenius.cor

Calculate Frobenius correlations of the component matrices
gapfill

Perform SSA gapfilling via forecast
fossa

Nested Filter-adjusted O-SSA decomposition
bforecast

Perform bootstrap SSA forecasting of the series
forecast

Perform SSA forecasting of series
cleanup

Cleanup of all cached data from SSA objects
hbhmat

Hankel with Hankel block matrices operations.
clone

Cloning of SSA objects
hmatr

Calculate the heterogeneity matrix.
grouping.auto

Group Elementary Series
decompose

Perform SSA Decomposition
hmat

Hankel matrices operations.
igapfill

Perform SSA gapfilling via iterative reconstruction
iossa.result

Summary of Iterative O-SSA results
eossa

ESPRIT-based O-SSA nested decomposition
lrr

Calculate the min-norm Linear Recurrence Relation
reconstruct

Perform a series reconstruction
precache

Calculates and caches elementary components inside SSA object
plot

Plot SSA object
residuals

Obtain the residuals from SSA reconstruction
plot.reconstruction

Plot the results of SSA reconstruction
iossa

Iterative O-SSA nested decomposition
ssa.capabilities

SSA methods and capabilities check
ssa

Create a new SSA object
owcor

Calculate generalized (oblique) W-correlation matrix
wnorm

Calculate Weighted Norm of series
summarize.gaps

Summarize Gaps in a Series
rforecast

Perform recurrent SSA forecasting of the series
tmat

Toeplitz matrices operations.
ssa-input

Input Data Formats Used by SSA Routines
vforecast

Perform vector SSA forecasting of the series
parestimate

Estimate periods from (set of) eigenvectors
wcor

Calculate the W-correlation matrix
ssa-object

Properties of SSA object
MotorVehicle

Total U.S. Domestic and Foreign Car Sales
cadzow

Cadzow Iterations
grouping.auto.pgram

Group elementary series using periodogram
USUnemployment

U.S. unemployment figures
Rssa-package

A collection of methods for singular spectrum analysis
AustralianWine

Australian Wine Sales
Barbara

Classical `Barbara' image (color, wide)
Mars

Webcam image of Mars
calc.v

Calculate Factor Vector(s)