Multivariate and 2D Extensions of Singular Spectrum Analysis with the Rssa Package

@inproceedings{Golyandina2015MultivariateA2,
  title={Multivariate and 2D Extensions of Singular Spectrum Analysis with the Rssa Package},
  author={N. Golyandina and A. Korobeynikov and Alex Shlemov and K. Usevich},
  year={2015}
}
  • N. Golyandina, A. Korobeynikov, +1 author K. Usevich
  • Published 2015
  • Computer Science, Mathematics
  • Implementation of multivariate and 2D extensions of singular spectrum analysis (SSA) by means of the R package Rssa is considered. The extensions include MSSA for simultaneous analysis and forecasting of several time series and 2D-SSA for analysis of digital images. A new extension of 2D-SSA analysis called shaped 2D-SSA is introduced for analysis of images of arbitrary shape, not necessary rectangular. It is shown that implementation of shaped 2D-SSA can serve as a basis for implementation of… CONTINUE READING
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