Rssa (version 0.8.2)

reconstruct: Perform a series reconstruction

Description

Reconstruct the series given the SSA decomposition and the desired grouping of the elementary subseries.

Usage

## S3 method for class 'ssa':
reconstruct(this, groups, \dots, cache = TRUE)

Arguments

this

SSA object

groups

list of numeric vectors, indices of elementary subseries used for reconstruction.

...

further arguments passed to routines (e.g. to decompose routine if the continuation is desired).

cache

logical, if 'TRUE' then intermediate results will be cached in the SSA object.

Value

• List of vectors of reconstructed series. Elements of the list are named 'F1'', 'F2', and so on.

Examples

# Decompose 'co2' series with default parameters
s <- new.ssa(co2)
# Reconstruct the series, grouping elementary subseries 2, 3 and 4, 5.
r <- reconstruct(s, groups = list(1, c(2,3), c(4,5)))
plot(r$F1, col = "black")
lines(r$F1 + r$F2, col = "red")
lines(r$F1 + r$F2 + r$F3, col = "blue")
# 'groups' argument might contain duplicate entires as well
r <- reconstruct(s, groups = list(1, 1:3, 1:5))
plot(r$F1, col = "black")
lines(r$F2, col = "red")
lines(r$F3, col = "blue")