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Rssa (version 1.0)

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

838

Version

1.0

License

GPL (>= 2)

Issues

2

Pull Requests

1

Stars

58

Forks

27

Maintainer

Anton Korobeynikov

Last Published

October 4th, 2017

Functions in Rssa (1.0)

grouping.auto.pgram

Group elementary series using periodogram
bforecast

Perform bootstrap SSA forecasting of the series
Mars

Webcam image of Mars
MotorVehicle

Total U.S. Domestic and Foreign Car Sales
AustralianWine

Australian Wine Sales
Barbara

Classical `Barbara' image (color, wide)
cadzow

Cadzow Iterations
calc.v

Calculate Factor Vector(s)
Rssa-package

A collection of methods for singular spectrum analysis
USUnemployment

U.S. unemployment figures
decompose

Perform SSA Decomposition
eossa

ESPRIT-based O-SSA nested decomposition
frobenius.cor

Calculate Frobenius correlations of the component matrices
gapfill

Perform SSA gapfilling via forecast
owcor

Calculate generalized (oblique) W-correlation matrix
parestimate

Estimate periods from (set of) eigenvectors
clplot

Ratio of complete lag vectors given window length
grouping.auto.wcor

Group Elementary Series Using W-correlation Matrix
hbhmat

Hankel with Hankel block matrices operations.
forecast

Perform SSA forecasting of series
fossa

Nested Filter-adjusted O-SSA decomposition
grouping.auto

Group Elementary Series
hmat

Hankel matrices operations.
precache

Calculates and caches elementary components inside SSA object
reconstruct

Perform a series reconstruction
cleanup

Cleanup of all cached data from SSA objects
clone

Cloning of SSA objects
igapfill

Perform SSA gapfilling via iterative reconstruction
iossa

Iterative O-SSA nested decomposition
ssa

Create a new SSA object
ssa.capabilities

SSA methods and capabilities check
wnorm

Calculate Weighted Norm of series
iossa.result

Summary of Iterative O-SSA results
lrr

Calculate the Linear Recurrence Relation
ssa-input

Input Data Formats Used by SSA Routines
ssa-object

Properties of SSA object
hmatr

Calculate the heterogeneity matrix.
residuals

Obtain the residuals from SSA reconstruction
rforecast

Perform recurrent SSA forecasting of the series
vforecast

Perform vector SSA forecasting of the series
wcor

Calculate the W-correlation matrix
plot

Plot SSA object
plot.reconstruction

Plot the results of SSA reconstruction
summarize.gaps

Summarize Gaps in a Series
tmat

Toeplitz matrices operations.