iossa.result: Summary of Iterative O-SSA results

In Rssa: A Collection of Methods for Singular Spectrum Analysis

Summary of Iterative O-SSA results

Description

Various routines to print Iterative Oblique SSA results

Usage

  ## S3 method for class 'iossa.result'
print(x, digits = max(3, getOption("digits") - 3), ...)
  ## S3 method for class 'iossa.result'
summary(object, digits = max(3, getOption("digits") - 3), ...)

Arguments

x, object	object of class ‘iossa.result’ or ‘ossa’
digits	integer, used for number formatting
...	further arguments passed to method

Details

An object of class ‘iossa.result’ is a list with the following fields:

converged

logical, whether algorithm has been converged

iter

the number of OSSA iterations

cond

numeric vector with two elements, condition numbers of the final column and row inner products

initial.tau

numeric vector, proportions of high rank components contribution for each of initial series (denotes how well the series is approximated by a series of finite rank)

tau

numeric vector, proportions of high rank components contribution for each of final series

initial.wcor

W-correlation matrix of the initial nested decomposition

wcor

W-correlations matrix of the final nested decomposition

owcor

oblique W-correlation matrix (see owcor) of the final nested decomposition

initial.rec

list of initial series (reconstructed initial nested decomposition)

kappa, maxiter, tol

Iterative O-SSA procedure parameters

References

Golyandina N. and Shlemov A. (2015): Variations of Singular Spectrum Analysis for separability improvement: non-orthogonal decompositions of time series, Statistics and Its Interface. Vol.8, No 3, P.277-294. https://arxiv.org/abs/1308.4022

See Also

Rssa for an overview of the package, as well as, iossa, owcor, summary.ssa.

Examples

# Separate three non-separable sines with different amplitudes
N <- 150
L <- 70

omega1 <- 0.05
omega2 <- 0.06
omega3 <- 0.07

F <- 4*sin(2*pi*omega1 * (1:N)) + 2*sin(2*pi*omega2 * (1:N)) + sin(2*pi*omega3 * (1:N))
s <- ssa(F, L)
ios <- iossa(s, nested.groups = list(1:2, 3:4, 5:6), kappa = NULL, maxiter = 100, tol = 1e-3)

print(ios)
print(ios$iossa.result)

Rssa documentation built on Aug. 23, 2022, 1:06 a.m.