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 studies. These studies are supplemented with accompanying code fragments.
['Nina Golyandina', 'Anton Korobeynikov']
Basic Singular Spectrum Analysis and forecasting with R