ASSA
Applied Singular Spectrum Analysis (ASSA)
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>).
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.0 |
2026-04-09 windows/windows R-4.5 | ASSA_2.0.zip |
173.8 KiB |