groupSSANearestNeighbour: Group SSA eigentriples by finding nearest euclidian...

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

Description

This function finds groups in SSA eigentriples by reconstructing individual eigentriples back to their original (time) domain and by determining the nearest euclidian neighbour for each eigentriple. Groups with more than two members are constructed by identifying groups with a very similar Euclidian distance.

Usage

groupSSANearestNeighbour(x, ...)

Arguments

x	object of class ssa (e.g. the results from a call to ssa)
...	other objects that can be passed to the function but which are not used. This is only implemented to make the function identical in its call to the grouping.auto function.

Value

list: list indicating the grouping of the SSA eigentriples

Author(s)

Jannis v. Buttlar

See Also

ssa, grouping.auto

spectral.methods documentation built on May 1, 2019, 6:36 p.m.