asl/rssa: A Collection of Methods for Singular Spectrum Analysis
Methods and tools for Singular Spectrum Analysis including decomposition, forecasting and gap-filling for univariate and multivariate time series. General description of the methods with many examples can be found in the book Golyandina (2018, <doi:10.1007/978-3-662-57380-8>). See 'citation("Rssa")' for details.
Getting started
Browse package contents
Package details |
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| Author | Anton Korobeynikov, Alex Shlemov, Konstantin Usevich, Nina Golyandina |
| Maintainer | Anton Korobeynikov <anton@korobeynikov.info> |
| License | GPL (>= 2) |
| Version | 1.0.5 |
| URL | https://github.com/asl/rssa |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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