SSA Based Decomposition and Forecasting

Singular spectrum analysis (SSA) decomposes a time series into interpretable components like trends, oscillations, and noise without strict distributional and structural assumptions. For method details see Golyandina N, Zhigljavsky A (2013). .


Reference manual

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install.packages("SSAforecast")

0.1.1 by Rajeev Ranjan Kumar, a year ago


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


Authors: Prabhat Kumar [aut, ctb] , Girish Kumar Jha [aut, ths, ctb] , Rajeev Ranjan Kumar [aut, ctb, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports Rssa


See at CRAN