Rssa (0.14)

A Collection of Methods for Singular Spectrum Analysis.

Methods and tools for Singular Spectrum Analysis including decomposition, forecasting and gap-filling for univariate and multivariate time series.

Maintainer: Anton Korobeynikov
Author(s): Anton Korobeynikov, Alex Shlemov, Konstantin Usevich, Nina Golyandina

License: GPL (>= 2)

Uses: forecast, lattice, svd, testthat

Released about 2 years ago.