ssaBSS: Stationary Subspace Analysis

Stationary subspace analysis (SSA) is a blind source separation (BSS) variant where stationary components are separated from non-stationary components. Several SSA methods for multivariate time series are provided here (Flumian et al. (2021); Hara et al. (2010) <doi:10.1007/978-3-642-17537-4_52>) along with functions to simulate time series with time-varying variance and autocovariance (Patilea and Raissi(2014) <doi:10.1080/01621459.2014.884504>).

Package details

AuthorMarkus Matilainen [cre, aut] (<>), Lea Flumian [aut], Klaus Nordhausen [aut] (<>), Sara Taskinen [aut] (<>)
MaintainerMarkus Matilainen <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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ssaBSS documentation built on Dec. 1, 2022, 5:07 p.m.