This is a function for reconstructing univariate or multivariate functional time series (
fts) objects from functional singular spectrum analysis
fssa) objects (including Grouping and
Hankelization steps). The function performs the reconstruction step for univariate functional singular spectrum analysis (ufssa) or multivariate functional singular spectrum analysis (mfssa)
depending on whether or not the input is an
fssa object from ufssa or mfssa.
An object of class
A list of numeric vectors, each vector includes indices of elementary components. of a group used for reconstruction.
A named list of objects of class
fts that are reconstructed as according to the specified groups and
a numeric vector of eigenvalues.
fssa for an example on how to run this function starting from
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