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.

Package details

AuthorAnton Korobeynikov, Alex Shlemov, Konstantin Usevich, Nina Golyandina
MaintainerAnton Korobeynikov <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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Rssa documentation built on Oct. 4, 2017, 5:06 p.m.