SSAforecast

Authors Rajeev Ranjan Kumar, Prabhat Kumar, Girish Kumar Jha

Last update 22 September 2025

Copyright license GNU General Public License, version 3.0

Description

Singular spectrum analysis (SSA) decomposes a time series into interpretable components like trends, oscillations, and noise without strict distributional and structural assumptions. For method details see Golyandina N, Zhigljavsky A (2013). <doi:10.1007/978-3-642-34913-3>.

Cites work

Singular spectrum analysis for time series.

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