Rssa: A Collection of Methods for Singular Spectrum Analysis

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Methods and tools for Singular Spectrum Analysis including decomposition, forecasting and gap-filling for univariate and multivariate time series.

Author
Anton Korobeynikov, Alex Shlemov, Konstantin Usevich, Nina Golyandina
Date of publication
2016-10-13 20:36:55
Maintainer
Anton Korobeynikov <anton@korobeynikov.info>
License
GPL (>= 2)
Version
0.14
URLs

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