Perform a series reconstruction
Reconstruct the data given the SSA decomposition and the desired grouping of the elementary components.
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
logical, if 'TRUE' then the attributes of the input objects are not copied to the reconstructed ones.
logical, if 'TRUE' then intermediate results will be cached in the SSA object.
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
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.
Rssa for an overview of the package, as well as,
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)))
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.