Rssa: A Collection of Methods for Singular Spectrum Analysis
Version 0.14

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
Date of publication2016-10-13 20:36:55
MaintainerAnton Korobeynikov <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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Rssa documentation built on May 29, 2017, 5:33 p.m.