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Implement complex multichannel ssa

Open SerMisterMish opened this issue 1 month ago • 3 comments

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 direction parameter is "row" it works incorrectly, couldn't figure out how to fix it, maybe safeguards should be placed for now. No changes to the documentation and test were done.


This change is Reviewable

SerMisterMish avatar Oct 31 '25 08:10 SerMisterMish

Realized that only rforecast with direction = "column" works for forecasting (also it is the default when calling the predict method). Probably just need to figure out where to place complex conjugations.

SerMisterMish avatar Nov 04 '25 11:11 SerMisterMish

Will check it, thanks. At very least we'd need:

  • Tests
  • Manual

And ensure that R CMD check passes

asl avatar Nov 06 '25 05:11 asl

Added a couple of simple tests, documentation, and "not implemented" guards for some of the forecasting functions. R CMD check passes.

SerMisterMish avatar Nov 29 '25 19:11 SerMisterMish