[R] multi-scale singular spectrum analysis (SSA)

stephen sefick ssefick at gmail.com
Fri Oct 10 13:56:30 CEST 2008


wmtsa has some wavelet processing things, but It sounds like you need
a very specific implementation.  Sorry I would not be of more help-
good luck.

Stephen

On Fri, Oct 10, 2008 at 7:26 AM, Maik Renner <maikrenner at googlemail.com> wrote:
> Hi everybody!
>
> I am searching for an R implementation of multi-scale singular
> spectrum analysis (SSA), which was introduced by Yiou etal (2000)
> (Data-adaptive wavelets and multi-scale singular-spectrum analysis)
> and further described in Ghil etal (2002).
>
> For SSA alone I found an package recently published on r-forge:
> http://r-forge.r-project.org/projects/simsalabim/
>
>
> I am happy about any suggestions!
>
> Maik
>
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-- 
Stephen Sefick
Research Scientist
Southeastern Natural Sciences Academy

Let's not spend our time and resources thinking about things that are
so little or so large that all they really do for us is puff us up and
make us feel like gods.  We are mammals, and have not exhausted the
annoying little problems of being mammals.

								-K. Mullis



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