A Collection of Methods for Singular Spectrum Analysis

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.


Reference manual

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install.packages("Rssa")

1.1 by Anton Korobeynikov, 2 years ago


https://github.com/asl/rssa


Report a bug at https://github.com/asl/rssa/issues


Browse source code at https://github.com/cran/Rssa


Authors: Anton Korobeynikov [aut, cre] , Alex Shlemov [aut] , Konstantin Usevich [aut] , Nina Golyandina [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports lattice, methods

Depends on svd, forecast

Suggests testthat, RSpectra, PRIMME, irlba

System requirements: fftw (>=3.2)


Imported by EMDSSAForecast, SSAforecast, TrendSLR, VisitorCounts.

Suggested by DecomposeR.


See at CRAN