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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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Install
install.packages('Rssa')
Monthly Downloads
590
Version
1.0.2
License
GPL (>= 2)
Issues
2
Pull Requests
1
Stars
54
Forks
27
Repository
http://github.com/asl/rssa
Maintainer
Anton Korobeynikov
Last Published
February 28th, 2020
Functions in Rssa (1.0.2)
Search functions
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)