Rssa

MaRDI QIDQ31927swMATHCRANFDO

Authors Anton Korobeynikov, Alex Shlemov, Konstantin Usevich, Nina Golyandina

Last update 5 September 2024

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.0.5, PACKAGES.rds, 0.8.2, 0.8.3, 0.9.2, 0.9.6, 0.9.7, 0.9.8, 0.9.9, 0.9.10, 0.9, 0.10-1, 0.10, 0.11, 0.13-1, 0.13, 0.14, 1.0.2, 1.0.3, 1.0.4, 1.0.5, 1.0, 1.1

Official website https://cran.r-project.org/web/packages/Rssa/index.html

Source code repository https://github.com/cran/Rssa

Description

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.

Cites work

• Singular Spectrum Analysis with R

Cited in

(22)

• TrendSLR
• msltrend
• Basic singular spectrum analysis and forecasting with R
• Multivariate posterior singular spectrum analysis
• MESS
• multispatialCCM
• Singular Spectrum Analysis with R
• CaterpillarSSA
• svd
• crqa
• pdc
• pastecs
• BioSSA
• tseriesChaos
• tseriesEntropy
• MODISTools
• A comparison of stepwise common singular spectrum analysis and horizontal multi-channel singular spectrum analysis
• ESPRIT for Multidimensional General Grids
• Nonlinear time series analysis with R
• SSAforecast
• VisitorCounts
• Rfssa

This page was built for software: Rssa