Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6870566 | Computational Statistics & Data Analysis | 2014 | 21 Pages |
Abstract
Singular Spectrum Analysis (SSA) is a powerful tool of analysis and forecasting of time series. The main features of the Rssa package, which efficiently implements the SSA algorithms and methodology in R, are described. Analysis, forecasting and parameter estimation are demonstrated using case studies. These studies are supplemented with accompanying code fragments.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Nina Golyandina, Anton Korobeynikov,