Golyandina, Nina; Korobeynikov, Anton - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 934-954
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...