rssa
rssa copied to clipboard
R package for Singular Spectrum Analysis
Собственно, сабж. 1. Документация 2. Примеры
I'm working in my Phd project using ssa and since I updated my OS Rssa doesn't work any more. It keeping sending me the following error message ``` Error in...
When window length in N-dimensional SSA ends with 1 (for example in Multiple N-d SSA), it is possible to replace full N-d FFT's with N-1 dimensional ones. Changes are limited...
Basic implementation of cmssa. Mostly copy-pasted from cssa/mssa code. Decomposition, reconstruction and plotting should work, but no thorough testing was done. For forecasting mssa variant is automatically used, but when...