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...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2015-10-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/2375 |