Multivariate and 2D Extensions of Singular Spectrum Analysis with the Rssa Package

Multivariate and 2D Extensions of Singular Spectrum Analysis with the Rssa Package

Implementation of multivariate and 2D extensions of singular spectrum analysis (SSA) by means of the R package Rssa is considered. The extensions include MSSA for simultaneous analysis and forecasting of several time series and 2D-SSA for analysis of digital images. A new extension of 2D-SSA analysi...

Full description

Bibliographic Details
Main Authors: Nina Golyandina, Anton Korobeynikov, Alex Shlemov, Konstantin Usevich
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2015-10-01
Series:Journal of Statistical Software
Subjects:
singular spectrum analysis, time series, image processing, analysis, forecasting, decomposition, R package
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/2375

Internet

https://www.jstatsoft.org/index.php/jss/article/view/2375

Similar Items