Basic Singular Spectrum Analysis and Forecasting with R
Methodology
2015-03-20 v2 Applications
Abstract
Singular Spectrum Analysis (SSA) as a tool for analysis and forecasting of time series is considered. The main features of the Rssa package, which implements the SSA algorithms and methodology in R, are described and examples of its use are presented. Analysis, forecasting and parameter estimation are demonstrated by means of case study with an accompanying code in R.
Cite
@article{arxiv.1206.6910,
title = {Basic Singular Spectrum Analysis and Forecasting with R},
author = {Nina Golyandina and Anton Korobeynikov},
journal= {arXiv preprint arXiv:1206.6910},
year = {2015}
}