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Rssa (version 0.13-1)

A Collection of Methods for Singular Spectrum Analysis

Description

Methods and tools for Singular Spectrum Analysis including decomposition, forecasting and gap-filling for univariate and multivariate time series.

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Version

Install

install.packages('Rssa')

Monthly Downloads

907

Version

0.13-1

License

GPL (>= 2)

Issues

2

Pull Requests

1

Stars

58

Forks

27

Maintainer

Anton Korobeynikov

Last Published

September 28th, 2015

Functions in Rssa (0.13-1)

calc.v

Calculate Factor Vector(s)
cadzow

Cadzow Iterations
bforecast

Perform bootstrap SSA forecasting of the series
grouping.auto.wcor

Group Elementary Series Using W-correlation Matrix
clone

Cloning of SSA objects
decompose

Perform SSA Decomposition
gapfill

Perform SSA gapfilling via forecast
hmat

Hankel matrices operations.
iossa

Iterative O-SSA nested decomposition
hbhmat

Hankel with Hankel block matrices operations.
grouping.auto

Group Elementary Series
iossa.result

Summary of Iterative O-SSA results
igapfill

Perform SSA gapfilling via iterative reconstruction
grouping.auto.pgram

Group elementary series using periodogram
AustralianWine

Australian Wine Sales
owcor

Calculate generalized (oblique) W-correlation matrix
precache

Calculates and caches elementary components inside SSA object
residuals

Obtain the residuals from SSA reconstruction
clplot

Ratio of complete lag vectors given window length
cleanup

Cleanup of all cached data from SSA objects
plot

Plot SSA object
ssa

Create a new SSA object
wcor

Calculate the W-correlation matrix
tmat

Toeplitz matrices operations.
frobenius.cor

Calculate Frobenius correlations of the component matrices
ssa-object

Properties of SSA object
USUnemployment

U.S. unemployment figures
forecast

Perform SSA forecasting of series
fossa

Nested Filter-adjusted O-SSA decomposition
reconstruct

Perform a series reconstruction
MotorVehicle

Total U.S. Domestic and Foreign Car Sales
Rssa-package

A collection of methods for singular spectrum analysis
plot.reconstruction

Plot the results of SSA reconstruction
rforecast

Perform recurrent SSA forecasting of the series
Mars

Webcam image of Mars
ssa-input

Input Data Formats Used by SSA Routines
vforecast

Perform vector SSA forecasting of the series
wnorm

Calculate Weighted Norm of series
summarize.gaps

Summarize Gaps in a Series