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spectral.methods (version 0.7.2.124)

Singular Spectrum Analysis (SSA) tools for time series analysis

Description

This package contains some implementations of Singular Spectrum Analysis (SSA) for the gapfilling (gapfillSSA() ) and spectral decomposition (filterTseriesSSA() ) of time series. It contains the code used by Buttlar et. al. (2014), Nonlinear Processes in Geophysics (gapfillNcdf). In addition, the iterative SSA gapfilling of Kondrashov and Ghil (2006) is implemented. All SSA calculations are done via the truncated and fast SSA algorithm of Korobeneykov (2010) (package Rssa).

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Version

Install

install.packages('spectral.methods')

Monthly Downloads

15

Version

0.7.2.124

License

GPL-2

Maintainer

Jannis v Buttlar

Last Published

April 7th, 2014

Functions in spectral.methods (0.7.2.124)

plotAdditionalAxis

Add a second plot axis with transformed label values
readNcdfSpectral

Read the results of a spectral decomposition (from a netCDF file)
rbindMod

helper function for gapfillNcdf
plotPseudospectrum

Plot and calculate the pseudospectrum of spectrally decomposed SSA eigentriples
gapfillNcdf

Fill gaps in time series or spatial fields inside a netCDF file using SSA.
filterTSeriesSSA

Decompose a vector (i.e. time series) into spectral bands
calcFrequency

Estimate the frequency of a periodic signal
groupSSANearestNeighbour

Group SSA eigentriples by finding nearest euclidian neighbours
spectral.methods-package

Singular Spectrum Analysis (SSA) tools for time series analysis
plotGapfillCube

Plot an overview of a the results of a SSA gapfilling (from a ncdf file).
decomposeNcdf

Spectrally decompose all time series in a netCDF datacube
plotDecompSeries

Visualize/plot an overview of a SSA decomposed ncdf file.
gapfillNcdfCoreprocess

helper function for gapfillNcdf
plotGapfillSeries

Plot an overview of a the results of a SSA gapfilling (from a ncdf file)
plotDecomposition

Plot the results of a SSA decomposition
gapfillSSA

Fill gaps in a vector (time-series) with SSA