Applied Singular Spectrum Analysis (ASSA)
Applied Singular Spectrum Analysis
Multivariate Singular Spectrum Business Cycle Indicator
Singular Spectrum Business Cycle Indicator
Comb-plot
Interval Singular Spectrum Trendlines
Interval Time Series Frame Objects
Multivariate Interval Singular Spectrum Trendlines
Multivariate Interval Valued Time Series Frame Objects
Multivariate Singular Spectrum Trendlines
Multivariate Singular Spectrum Trendlines for Compositional Data
Multivariate Time Series Frame Objects
Forecasting with Singular Spectrum Trendline
Singular Spectrum Trendline
Time Series Frame Objects
Functions to model and decompose time series into principal components using singular spectrum analysis (de Carvalho and Rua (2017) <doi:10.1016/j.ijforecast.2015.09.004>; de Carvalho et al (2012) <doi:10.1016/j.econlet.2011.09.007>).