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Rssa (version 0.13)
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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Install
install.packages('Rssa')
Monthly Downloads
704
Version
0.13
License
GPL (>= 2)
Issues
2
Pull Requests
1
Stars
54
Forks
27
Repository
http://github.com/asl/rssa
Maintainer
Anton Korobeynikov
Last Published
March 3rd, 2015
Functions in Rssa (0.13)
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Mars
Webcam image of Mars
rforecast
Perform recurrent SSA forecasting of the series
AustralianWine
Australian Wine Sales
vforecast
Perform vector SSA forecasting of the series
Rssa-package
A collection of methods for singular spectrum analysis
ssa-object
Properties of SSA object
calc.v
Calculate Factor Vector(s)
wnorm
Calculate Weighted Norm of series
owcor
Calculate generalized (oblique) W-correlation matrix
grouping.auto
Group Elementary Series
clone
Cloning of SSA objects
gapfill
Perform SSA gapfilling via forecast
clplot
Ratio of complete lag vectors given window length
MotorVehicle
Total U.S. Domestic and Foreign Car Sales
lrr
Calculate the Linear Recurrence Relation
hbhmat
Hankel with Hankel block matrices operations.
frobenius.cor
Calculate Frobenius correlations of the component matrices
reconstruct
Perform a series reconstruction
tmat
Toeplitz matrices operations.
summarize.gaps
Summarize Gaps in a Series
plot.reconstruction
Plot the results of SSA reconstruction
grouping.auto.wcor
Group Elementary Series Using W-correlation Matrix
hmat
Hankel matrices operations.
ssa
Create a new SSA object
igapfill
Perform SSA gapfilling via iterative reconstruction
precache
Calculates and caches elementary components inside SSA object
forecast
Perform SSA forecasting of series
ssa-input
Input Data Formats Used by SSA Routines
iossa.result
Summary of Iterative O-SSA results
iossa
Iterative O-SSA nested decomposition
parestimate
Estimate periods from (set of) eigenvectors
cadzow
Cadzow Iterations
decompose
Perform SSA Decomposition
grouping.auto.pgram
Group elementary series using periodogram
hmatr
Calculate the heterogeneity matrix.
plot
Plot SSA object
wcor
Calculate the W-correlation matrix
fossa
Nested Filter-adjusted O-SSA decomposition
residuals
Obtain the residuals from SSA reconstruction
bforecast
Perform bootstrap SSA forecasting of the series
USUnemployment
U.S. unemployment figures
cleanup
Cleanup of all cached data from SSA objects