ASSA: Applied Singular Spectrum Analysis (ASSA)

Functions to model and decompose time series into principal components using singular spectrum analysis (de Carvalho and Rua (2017) <doi:10.1016/j.ijforecast.2015.09.004>; de Carvalho et al (2012) <doi:10.1016/j.econlet.2011.09.007>).

Getting started

Package details

AuthorMiguel de Carvalho [aut, cre], Gabriel Martos [aut]
MaintainerMiguel de Carvalho <>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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ASSA documentation built on Nov. 20, 2020, 5:10 p.m.