Rssa: 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, <doi:10.1007/978-3-662-57380-8>).
See 'citation("Rssa")' for details.
| Version: |
1.1 |
| Depends: |
R (≥ 3.1), svd (≥ 0.4), forecast |
| Imports: |
lattice, methods |
| Suggests: |
testthat (≥ 0.7), RSpectra, PRIMME, irlba |
| Published: |
2024-09-05 |
| DOI: |
10.32614/CRAN.package.Rssa |
| Author: |
Anton Korobeynikov [aut, cre],
Alex Shlemov [aut],
Konstantin Usevich [aut],
Nina Golyandina [aut] |
| Maintainer: |
Anton Korobeynikov <anton at korobeynikov.info> |
| BugReports: |
https://github.com/asl/rssa/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/asl/rssa |
| NeedsCompilation: |
yes |
| SystemRequirements: |
fftw (>=3.2) |
| Citation: |
Rssa citation info |
| In views: |
TimeSeries |
| CRAN checks: |
Rssa results |
Documentation:
Downloads:
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