Package: Rssa 1.1

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.

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

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Rssa.pdf |Rssa.html
Rssa/json (API)

# Install 'Rssa' in R:
install.packages('Rssa', repos = c('https://asl.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/asl/rssa/issues

Uses libs:
  • fftw3– Library for computing Fast Fourier Transforms
Datasets:

On CRAN:

7.07 score 55 stars 4 packages 177 scripts 768 downloads 5 mentions 53 exports 46 dependencies

Last updated 2 months agofrom:bab3ba18ba. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 03 2024
R-4.5-win-x86_64OKNov 03 2024
R-4.5-linux-x86_64OKNov 03 2024
R-4.4-win-x86_64OKNov 03 2024
R-4.4-mac-x86_64OKNov 03 2024
R-4.4-mac-aarch64OKNov 03 2024
R-4.3-win-x86_64OKNov 03 2024
R-4.3-mac-x86_64OKNov 03 2024
R-4.3-mac-aarch64OKNov 03 2024

Exports:bforecastcadzowcalc.vcleanupcloneclplotcontributionsdecomposeeossafossafrobenius.corgapfillgrouping.autogrouping.auto.pgramgrouping.auto.wcorhankelhbhcolshbhmatmulhbhrowshcolshmatmulhmatrhrowsigapfilliossais.hbhmatis.hmatis.tmatlrrnew.hbhmatnew.hmatnew.tmatnlambdansigmanspecialnunvowcorparestimateprecachereconstructrforecastrootsssassa.capabilitiessummarize.gapstcolstmatmultrowsvforecastwcorwcor.defaultwnorm

Dependencies:clicolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalessvdtibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo

Readme and manuals

Help Manual

Help pageTopics
A collection of methods for singular spectrum analysisRssa-package Rssa
Australian Wine SalesAustralianWine
Classical `Barbara' image (color, wide)Barbara
Perform bootstrap SSA forecasting of the seriesbforecast bforecast.1d.ssa bforecast.default bforecast.ssa bforecast.toeplitz.ssa
Cadzow Iterationscadzow cadzow.ssa
Calculate Factor Vector(s)calc.v calc.v.cssa calc.v.ssa
Cleanup of all cached data from SSA objectscleanup cleanup.ssa
Cloning of SSA objectsclone clone.ssa
Ratio of complete lag vectors in dependence on window lengthclplot
Perform SSA Decompositiondecompose decompose.cssa decompose.default decompose.ssa decompose.toeplitz.ssa
ESPRIT-based O-SSA nested decompositioneossa eossa.ssa
Perform SSA forecasting of seriesforecast.1d.ssa forecast.ssa forecast.toeplitz.ssa predict.1d.ssa predict.mssa predict.ssa predict.toeplitz.ssa
Nested Filter-adjusted O-SSA decompositionfossa fossa.ssa
Calculate Frobenius correlations of the component matricesfrobenius.cor
Perform SSA gapfilling via forecastgapfill gapfill.1d.ssa gapfill.cssa gapfill.mssa gapfill.toeplitz.ssa
Group Elementary Seriesgrouping.auto
Group elementary series using periodogramgrouping.auto.pgram grouping.auto.pgram.1d.ssa grouping.auto.pgram.ssa grouping.auto.pgram.toeplitz.ssa plot.grouping.auto.pgram
Group Elementary Series Using W-correlation Matrixgrouping.auto.wcor grouping.auto.wcor.ssa
Hankel with Hankel block matrices operations.hbhankel hbhcols hbhmatmul hbhrows is.hbhmat new.hbhmat
Hankel matrices operations.hankel hcols hmatmul hrows is.hmat new.hmat
Calculate the heterogeneity matrix.hmatr plot.hmatr
Perform SSA gapfilling via iterative reconstructionigapfill igapfill.1d.ssa igapfill.cssa igapfill.nd.ssa igapfill.ssa igapfill.toeplitz.ssa
Iterative O-SSA nested decompositioniossa iossa.ssa
Summary of Iterative O-SSA resultsiossa.result print.iossa.result summary.iossa.result
Calculate the min-norm Linear Recurrence Relationlrr lrr.1d.ssa lrr.default lrr.ssa lrr.toeplitz.ssa plot.lrr roots roots.lrr
Webcam image of MarsMars
Total U.S. Domestic and Foreign Car SalesMotorVehicle
Calculate generalized (oblique) W-correlation matrixowcor
Estimate periods from (set of) eigenvectorsparestimate parestimate.1d.ssa parestimate.cssa parestimate.mssa parestimate.nd.ssa parestimate.toeplitz.ssa
Plot SSA objectplot.ssa
Plot the results of SSA reconstructionplot.1d.ssa.reconstruction plot.2d.ssa.reconstruction plot.mssa.reconstruction plot.nd.ssa.reconstruction plot.reconstruction plot.ssa.reconstruction plot.toeplitz.ssa.reconstruction
Calculates and caches elementary components inside SSA objectprecache precache.ssa
Perform a series reconstructionreconstruct reconstruct.ssa
Obtain the residuals from SSA reconstructionresiduals.ssa residuals.ssa.reconstruction
Perform recurrent SSA forecasting of the seriesrforecast rforecast.1d.ssa rforecast.cssa rforecast.default rforecast.mssa rforecast.pssa.1d.ssa rforecast.ssa rforecast.toeplitz.ssa
Create a new SSA objectnew.ssa ssa
Input Data Formats Used by SSA Routinesssa-input
Properties of SSA object$.ssa contributions nlambda nsigma nspecial nspecial.ssa nu nv ssa-object summary.ssa
SSA methods and capabilities checkssa.capabilities
Summarize Gaps in a Seriessummarize.gaps summarize.gaps.1d.ssa summarize.gaps.cssa summarize.gaps.default summarize.gaps.ssa summarize.gaps.toeplitz.ssa
Toeplitz matrices operations.is.tmat new.tmat tcols tmatmul trows
U.S. unemployment figuresUSUnemployment
Perform vector SSA forecasting of the seriesvforecast vforecast.1d.ssa vforecast.cssa vforecast.default vforecast.mssa vforecast.pssa.1d.ssa vforecast.ssa vforecast.toeplitz.ssa
Calculate the W-correlation matrixplot.wcor.matrix wcor wcor.default wcor.ossa wcor.ssa
Calculate Weighted Norm of serieswnorm wnorm.1d.ssa wnorm.complex wnorm.default wnorm.mssa wnorm.nd.ssa wnorm.toeplitz.ssa