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.

Package details

AuthorAnton Korobeynikov, Alex Shlemov, Konstantin Usevich, Nina Golyandina
MaintainerAnton Korobeynikov <anton@korobeynikov.info>
LicenseGPL (>= 2)
Version1.0.4
URL https://github.com/asl/rssa
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Rssa")

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Rssa documentation built on Oct. 6, 2021, 1:11 a.m.