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Rssa (version 1.0.5)

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. General description of the methods with many examples can be found in the book Golyandina (2018, ). See 'citation("Rssa")' for details.

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Install

install.packages('Rssa')

Monthly Downloads

712

Version

1.0.5

License

GPL (>= 2)

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Repository

https://github.com/asl/rssa

Maintainer

Anton Korobeynikov

Last Published

August 22nd, 2022

Functions in Rssa (1.0.5)

Australian Wine Sales

Calculate Frobenius correlations of the component matrices

Perform SSA forecasting of series

grouping.auto.pgram

Group elementary series using periodogram

Perform bootstrap SSA forecasting of the series

ESPRIT-based O-SSA nested decomposition

Perform SSA Decomposition

Hankel with Hankel block matrices operations.

Calculate the heterogeneity matrix.

Perform SSA gapfilling via forecast

Classical `Barbara' image (color, wide)

Nested Filter-adjusted O-SSA decomposition

Cloning of SSA objects

Cleanup of all cached data from SSA objects

Total U.S. Domestic and Foreign Car Sales

Iterative O-SSA nested decomposition

Perform SSA gapfilling via iterative reconstruction

Properties of SSA object

Input Data Formats Used by SSA Routines

Perform recurrent SSA forecasting of the series

Obtain the residuals from SSA reconstruction

Group Elementary Series

grouping.auto.wcor

Group Elementary Series Using W-correlation Matrix

Ratio of complete lag vectors in dependence on window length

Calculate Weighted Norm of series

Hankel matrices operations.

Plot SSA object

plot.reconstruction

Plot the results of SSA reconstruction

Calculate generalized (oblique) W-correlation matrix

Estimate periods from (set of) eigenvectors

Perform vector SSA forecasting of the series

Calculates and caches elementary components inside SSA object

Calculate the W-correlation matrix

Perform a series reconstruction

Summarize Gaps in a Series

Toeplitz matrices operations.

Summary of Iterative O-SSA results

Calculate the min-norm Linear Recurrence Relation

Create a new SSA object

ssa.capabilities

SSA methods and capabilities check

Webcam image of Mars

Cadzow Iterations

Calculate Factor Vector(s)

U.S. unemployment figures

A collection of methods for singular spectrum analysis