I2 ICT software
ssaBSS : Stationary Subspace Analysis (2021)


Matilainen, M., Flumian, L., Nordhausen, K., & Taskinen, S. (2021). ssaBSS : Stationary Subspace Analysis. CRAN - The Comprehensive R Archive Network. https://cran.r-project.org/web/packages/ssaBSS/index.html


JYU authors or editors


Publication details

All authors or editors: Matilainen, Markus; Flumian, Lea; Nordhausen, Klaus; Taskinen, Sara

Publication year: 2021

Publisher: CRAN - The Comprehensive R Archive Network

Publication language: English

Persistent website address: https://cran.r-project.org/web/packages/ssaBSS/index.html

Publication open access: Openly available

Publication channel open access: Open Access channel


Abstract

Stationary subspace analysis (SSA) is a blind source separation (BSS) variant where stationary components are separated from non-stationary components. Several SSA methods for multivariate time series are provided here (Flumian et al. (2021); Hara et al. (2010) ) along with functions to simulate time series with time-varying variance and autocovariance (Patilea and Raissi(2014) ).


Keywords: signal processing; time-series analysis; R (programming languages)


Contributing organizations


Ministry reporting: Yes


Last updated on 2024-11-03 at 14:29