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

Functions

AustralianWine Man page
bforecast Man page
bforecast.1d.ssa Man page
bforecast.default Man page
bforecast.ssa Man page
bforecast.toeplitz.ssa Man page
cadzow Man page
cadzow.ssa Man page
calc.v Man page
calc.v.cssa Man page
calc.v.ssa Man page
cleanup Man page
cleanup.ssa Man page
clone Man page
clone.ssa Man page
clplot Man page
decompose Man page
decompose.cssa Man page
decompose.default Man page
decompose.ssa Man page
decompose.toeplitz.ssa Man page
forecast.1d.ssa Man page
forecast.ssa Man page
forecast.toeplitz.ssa Man page
fossa Man page
fossa.ssa Man page
frobenius.cor Man page
gapfill Man page
gapfill.1d.ssa Man page
gapfill.cssa Man page
gapfill.mssa Man page
gapfill.toeplitz.ssa Man page
grouping.auto Man page
grouping.auto.pgram Man page
grouping.auto.pgram.1d.ssa Man page
grouping.auto.pgram.ssa Man page
grouping.auto.pgram.toeplitz.ssa Man page
grouping.auto.wcor Man page
grouping.auto.wcor.ssa Man page
hankel Man page
hbhankel Man page
hbhcols Man page
hbhmatmul Man page
hbhrows Man page
hcols Man page
hmatmul Man page
hmatr Man page
hrows Man page
igapfill Man page
igapfill.1d.ssa Man page
igapfill.cssa Man page
igapfill.nd.ssa Man page
igapfill.ssa Man page
igapfill.toeplitz.ssa Man page
iossa Man page
iossa.result Man page
iossa.ssa Man page
is.hbhmat Man page
is.hmat Man page
is.tmat Man page
lrr Man page
lrr.1d.ssa Man page
lrr.default Man page
lrr.ssa Man page
lrr.toeplitz.ssa Man page
Mars Man page
MotorVehicle Man page
new.hbhmat Man page
new.hmat Man page
new.ssa Man page
new.tmat Man page
nlambda Man page
nsigma Man page
nspecial Man page
nspecial.ssa Man page
nu Man page
nv Man page
owcor Man page
parestimate Man page
parestimate.1d.ssa Man page
parestimate.2d.ssa Man page
parestimate.mssa Man page
parestimate.toeplitz.ssa Man page
plot.1d.ssa.reconstruction Man page
plot.2d.ssa.reconstruction Man page
plot.grouping.auto.pgram Man page
plot.hmatr Man page
plot.lrr Man page
plot.mssa.reconstruction Man page
plot.nd.ssa.reconstruction Man page
plot.reconstruction Man page
plot.ssa Man page
plot.ssa.reconstruction Man page
plot.toeplitz.ssa.reconstruction Man page
plot.wcor.matrix Man page
precache Man page
precache.ssa Man page
predict.1d.ssa Man page
predict.mssa Man page
predict.ssa Man page
predict.toeplitz.ssa Man page
print.iossa.result Man page
reconstruct Man page
reconstruct.ssa Man page
residuals.ssa Man page
residuals.ssa.reconstruction Man page
rforecast Man page
rforecast.1d.ssa Man page
rforecast.cssa Man page
rforecast.default Man page
rforecast.mssa Man page
rforecast.pssa.1d.ssa Man page
rforecast.ssa Man page
rforecast.toeplitz.ssa Man page
roots Man page
roots.lrr Man page
Rssa Man page
Rssa-package Man page
ssa Man page
$.ssa Man page
ssa.capabilities Man page
ssa-input Man page
ssa-object Man page
summarize.gaps Man page
summarize.gaps.1d.ssa Man page
summarize.gaps.cssa Man page
summarize.gaps.default Man page
summarize.gaps.ssa Man page
summarize.gaps.toeplitz.ssa Man page
summary.iossa.result Man page
summary.ssa Man page
tcols Man page
tmatmul Man page
trows Man page
USUnemployment Man page
vforecast Man page
vforecast.1d.ssa Man page
vforecast.cssa Man page
vforecast.default Man page
vforecast.mssa Man page
vforecast.pssa.1d.ssa Man page
vforecast.ssa Man page
vforecast.toeplitz.ssa Man page
wcor Man page
wcor.default Man page
wcor.ossa Man page
wcor.ssa Man page
wnorm Man page
wnorm.1d.ssa Man page
wnorm.complex Man page
wnorm.default Man page
wnorm.mssa Man page
wnorm.nd.ssa Man page
wnorm.toeplitz.ssa Man page

Files

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

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