spectral.methods: Singular Spectrum Analysis (SSA) Tools for Time Series Analysis

Contains some implementations of Singular Spectrum Analysis (SSA) for the gapfilling and spectral decomposition of time series. It contains the code used by Buttlar et. al. (2014), Nonlinear Processes in Geophysics. In addition, the iterative SSA gapfilling method of Kondrashov and Ghil (2006) is implemented. All SSA calculations are done via the truncated and fast SSA algorithm of Korobeynikov (2010) (package 'Rssa').

Package details

AuthorJannis v. Buttlar
MaintainerJannis v. Buttlar <[email protected]>
Package repositoryView on CRAN
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spectral.methods documentation built on May 29, 2017, 9:12 a.m.