reconstruct: Reconstruct a series from an 'ssa' object

In jeffniv/math5973NivProj2: A Simple Framework for Singular Spectrum Analysis

Description

Projects the series onto chosen principal components, and performs skew-diagonal averaging on projected data.

Usage

reconstruct(ssa, pcs = c(1, 2), pct.var = NULL, inplace = T, plot = T)

Arguments

ssa	object created from ssa() function.
pcs	a vector of integers specifying the projection bases of principal components.
pct.var	(optional) a number in (0.0,1.0] specifying the desired reconstruction accuracy.
inplace	logical indicating whether the reconstructed series should modify the ssa object. FALSE returns the reconstructed series.
plot	logical TRUE generates a plot of the reconstructed series with residuals for comparison.

Value

if inplace=FALSE, returns a list of the reconstructed trajectory matrix and series.

Examples

obj=ssa(co2,18)
reconstruct(obj,1:5,plot=T)

jeffniv/math5973NivProj2 documentation built on April 30, 2020, 8:11 p.m.