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spectral.methods (version 0.7.2.133)

Singular Spectrum Analysis (SSA) Tools for Time Series Analysis

Description

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

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Version

Install

install.packages('spectral.methods')

Monthly Downloads

15

Version

0.7.2.133

License

GPL-2

Maintainer

Jannis v Buttlar

Last Published

June 2nd, 2015

Functions in spectral.methods (0.7.2.133)

filterTSeriesSSA

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

Group SSA eigentriples by finding nearest euclidian neighbours
plotDecomposition

Plot the results of a SSA decomposition
gapfillNcdfCoreprocess

helper function for gapfillNcdf
plotGapfillCube

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

Add a second plot axis with transformed label values
decomposeNcdf

Spectrally decompose all time series in a netCDF datacube
plotGapfillSeries

Plot an overview of a the results of a SSA gapfilling (from a ncdf file)
spectral.methods-package

Singular Spectrum Analysis (SSA) Tools for Time Series Analysis
readNcdfSpectral

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

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

Estimate the frequency of a periodic signal
plotDecompSeries

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

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

helper function for gapfillNcdf
plotPseudospectrum

Plot and calculate the pseudospectrum of spectrally decomposed SSA eigentriples