# reconstruct: Perform a series reconstruction In Rssa: A Collection of Methods for Singular Spectrum Analysis

## Description

Reconstruct the data given the SSA decomposition and the desired grouping of the elementary components.

## Usage

 1 2 ## S3 method for class 'ssa' reconstruct(x, groups, ..., drop.attributes = FALSE, cache = TRUE)

## Arguments

 x SSA object groups list of numeric vectors, indices of elementary components used for reconstruction, the entries of the list can be named, see 'Value' for more information ... further arguments passed to routines (e.g. to decompose routine if the continuation is desired). drop.attributes logical, if 'TRUE' then the attributes of the input objects are not copied to the reconstructed ones. cache logical, if 'TRUE' then intermediate results will be cached in the SSA object.

## Value

List of reconstructed objects. Elements of the list have the same names as elements of groups. If the group is unnamed, then corresponding component will obtain name ‘Fn’, where ‘n’ is its index in groups list.

## Note

By default (argument drop.attributes) the routine tries to preserve all the attributes of the input object. This way, for example, the reconstruction result of 'ts' object is the 'ts' object with the same time scale.

## See Also

Rssa for an overview of the package, as well as, ssa-input, ssa, plot.reconstruction,

## Examples

 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 # Decompose 'co2' series with default parameters s <- ssa(co2) # Reconstruct the series, grouping elementary series. r <- reconstruct(s, groups = list(Trend = c(1, 4), Season1 = c(2,3), Season2 = c(5, 6))) plot(r) # 'groups' argument might contain duplicate entries as well r <- reconstruct(s, groups = list(1, 1:4, 1:6)) plot(r) # Real example: Mars photo data(Mars) # Decompose only Mars image (without backgroud) s <- ssa(Mars, mask = Mars != 0, wmask = circle(50), kind = "2d-ssa") # Reconstruct and plot trend plot(reconstruct(s, 1), fill.uncovered = "original") # Reconstruct and plot texture pattern plot(reconstruct(s, groups = list(c(13, 14, 17, 18)))) # Decompose 'EuStockMarkets' series with default parameters s <- ssa(EuStockMarkets, kind = "mssa") r <- reconstruct(s, groups = list(Trend = 1:2)) # Plot original series, trend and residuals superimposed plot(r, plot.method = "xyplot", superpose = TRUE, auto.key = list(columns = 3), col = c("blue", "green", "red", "violet"), lty = c(rep(1, 4), rep(2, 4), rep(3, 4)))

Rssa documentation built on Oct. 4, 2017, 5:06 p.m.