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.

AuthorAnton Korobeynikov, Alex Shlemov, Konstantin Usevich, Nina Golyandina
Date of publication2016-10-13 20:36:55
MaintainerAnton Korobeynikov <anton@korobeynikov.info>
LicenseGPL (>= 2)
Version0.14
http://github.com/asl/rssa

View on CRAN

Man pages

AustralianWine: Australian Wine Sales

autossa: Group elementary series using periodogram

bforecast: Perform bootstrap SSA forecasting of the series

cadzow: Cadzow Iterations

calcv: Calculate Factor Vector(s)

cleanup: Cleanup of all cached data from SSA objects

clone: Cloning of SSA objects

clplot: Ratio of complete lag vectors given window length

clusterify: Group Elementary Series Using W-correlation Matrix

decompose: Perform SSA Decomposition

forecast: Perform SSA forecasting of series

fossa: Nested Filter-adjusted O-SSA decomposition

frobenius.cor: Calculate Frobenius correlations of the component matrices

gapfill: Perform SSA gapfilling via forecast

grouping.auto: Group Elementary Series

hankel: Hankel matrices operations.

hbhankel: Hankel with Hankel block matrices operations.

hmatr: Calculate the heterogeneity matrix.

igapfill: Perform SSA gapfilling via iterative reconstruction

iossa: Iterative O-SSA nested decomposition

iossa.result: Summary of Iterative O-SSA results

lrr: Calculate the Linear Recurrence Relation

Mars: Webcam image of Mars

MotorVehicle: Total U.S. Domestic and Foreign Car Sales

owcor: Calculate generalized (oblique) W-correlation matrix

parest: Estimate periods from (set of) eigenvectors

plot: Plot SSA object

plot.reconstruct: Plot the results of SSA reconstruction

precache: Calculates and caches elementary components inside SSA object

reconstruct: Perform a series reconstruction

residuals: Obtain the residuals from SSA reconstruction

rforecast: Perform recurrent SSA forecasting of the series

Rssa-package: A collection of methods for singular spectrum analysis

ssa: Create a new SSA object

ssa.capabilities: SSA methods and capabilities check

ssa-data: Input Data Formats Used by SSA Routines

ssa-routines: Properties of SSA object

summarize.gaps: Summarize Gaps in a Series

toeplitz: Toeplitz matrices operations.

USUnemployment: U.S. unemployment figures

vforecast: Perform vector SSA forecasting of the series

wcor: Calculate the W-correlation matrix

wnorm: Calculate Weighted Norm of series

Files in this package

Rssa
Rssa/inst
Rssa/inst/CITATION
Rssa/configure.ac
Rssa/src
Rssa/src/config.h.win
Rssa/src/config.h.in
Rssa/src/hankel.c
Rssa/src/masks.c
Rssa/src/extmat.h
Rssa/src/hbhankel.c
Rssa/src/masks.h
Rssa/src/toeplitz.c
Rssa/src/Makevars.in
Rssa/src/extmat.c
Rssa/src/fft_plan.h
Rssa/NAMESPACE
Rssa/data
Rssa/data/AustralianWine.rda
Rssa/data/MotorVehicle.rda
Rssa/data/Mars.rda
Rssa/data/USUnemployment.rda
Rssa/data/Barbara.rda
Rssa/R
Rssa/R/pssa.R Rssa/R/hbhankel.R Rssa/R/wcor.R Rssa/R/plotn.R Rssa/R/plot.R Rssa/R/autossa.R Rssa/R/capabilities.R Rssa/R/cadzow.R Rssa/R/ssa.R Rssa/R/hmatr.R Rssa/R/hankel.R Rssa/R/igapfill.R Rssa/R/parest.R Rssa/R/common.R Rssa/R/chankel.R Rssa/R/toeplitz.R Rssa/R/wossa.R Rssa/R/forecast.R Rssa/R/mhankel.R Rssa/R/gapfill.R Rssa/R/ossa.R
Rssa/R/init.R.in
Rssa/R/plot2.R
Rssa/MD5
Rssa/DESCRIPTION
Rssa/configure
Rssa/man
Rssa/man/parest.Rd Rssa/man/rforecast.Rd Rssa/man/ssa.capabilities.Rd
Rssa/man/Barbara.rd
Rssa/man/precache.Rd Rssa/man/ssa.Rd Rssa/man/cleanup.Rd Rssa/man/residuals.Rd Rssa/man/wcor.Rd Rssa/man/plot.reconstruct.Rd Rssa/man/grouping.auto.Rd Rssa/man/decompose.Rd Rssa/man/hbhankel.Rd Rssa/man/cadzow.Rd Rssa/man/clone.Rd Rssa/man/bforecast.Rd Rssa/man/clplot.Rd Rssa/man/vforecast.Rd Rssa/man/AustralianWine.Rd Rssa/man/igapfill.Rd Rssa/man/hankel.Rd Rssa/man/clusterify.Rd Rssa/man/lrr.Rd Rssa/man/frobenius.cor.Rd Rssa/man/hmatr.Rd Rssa/man/gapfill.Rd Rssa/man/Rssa-package.Rd Rssa/man/ssa-routines.Rd Rssa/man/summarize.gaps.Rd Rssa/man/toeplitz.Rd Rssa/man/calcv.Rd Rssa/man/forecast.Rd Rssa/man/reconstruct.Rd Rssa/man/USUnemployment.Rd Rssa/man/iossa.result.Rd Rssa/man/plot.Rd Rssa/man/Mars.Rd Rssa/man/iossa.Rd Rssa/man/ssa-data.Rd Rssa/man/owcor.Rd Rssa/man/MotorVehicle.Rd Rssa/man/fossa.Rd Rssa/man/wnorm.Rd Rssa/man/autossa.Rd
Rssa/configure.win
Rssa/cleanup

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.