SSA with R

• N.Golyandina, A.Korobeynikov, A.Shlemov, K.Usevich.
  Multivariate and 2D Extensions of Singular Spectrum Analysis with the Rssa Package.
  Journal of Statistical Software, v.67, Issue 2, 2015, pp.1-78.
  Open access in J.Stat.Soft.
• N.Golyandina, A.Korobeynikov
  Basic Singular Spectrum Analysis and Forecasting with R.
  Computational Statistics and Data Analysis. Volume 71, March 2014, pp.934-954.
  Arxiv version: arXiv:1206.6910
• The package Rssa can be found on CRAN, version R 3.0 or newer is needed.

Papers

• D.Stepanov, N.Golyandina
  SSA-based approaches to analysis and forecast of multidimensional time series. In: Proceedings of the 5th St.Petersburg Workshop on Simulation, June 26-July 2, 2005, St. Petersburg State University, St. Petersburg, pp. 293-298 – pdf (156 Kb)
• Th.Alexandrov, N.Golyandina
  Automatic extraction and forecast of time series cyclic components within the framework of SSA. In: Proceedings of the 5th St.Petersburg Workshop on Simulation, June 26-July 2, 2005, St. Petersburg State University, St. Petersburg, pp. 45-50 – pdf (153 Kb)
• N. Golyandina, E. Osipov
  The "Caterpillar"-SSA method for analysis of time series with missing values – pdf (250 Kb)
  Journal of Statistical Planning and Inference, Volume 137, Issue 8, 1 August 2007, Pages 2642-2653
  
• N.Golyandina, K.Usevich, and I.Florinsky
  Filtering of Digital Terrain Models by two-dimensional Singular Spectrum Analysis – pdf (970 Kb)
  International Journal of Ecology & Development, 2007, Vol. 8, No. F07, P.81-94.
• T. Alexandrov, N. Golyandina, and A. Spirov
  Singular Spectrum Analysis of Gene Expression Profiles of Early Drosophila embryo: Exponential-in-Distance Patterns. Research Letters in Signal Processing, vol. 2008, Article ID 825758, 5 pages, 2008. doi:10.1155/2008/825758 pdf (208 Kb)
• N.Golyandina, K.Usevich
  An Algebraic View on Finite Rank in 2D-SSA. In: Proceedings of the 6th St.Petersburg Workshop on Simulation Vol.1, June 28-July 4, 2009, St. Petersburg, VVM com.Ltd., 2009, pp. 308-313 – pdf (155 Kb)
• N.Golyandina, E.Vlassieva
  First-order SSA-errors for long time series: model examples of simple noisy signals. In: Proceedings of the 6th St.Petersburg Workshop on Simulation Vol.1, June 28-July 4, 2009, St. Petersburg, VVM com.Ltd., 2009, pp. 314-319 – pdf (177 Kb)
• N.Golyandina, K.Usevich
  2D-extension of Singular Spectrum Analysis: algorithm and elements of theory. In: Matrix Methods: Theory, Algorithms and Applications (Eds. V.Olshevsky and E.Tyrtyshnikov). World Scientific Publishing, 2010, pp.449-473. – pdf (437 Kb)