[R] multi-scale singular spectrum analysis (SSA)

stephen sefick ssefick at gmail.com
Fri Oct 10 13:56:30 CEST 2008

wmtsa has some wavelet processing things, but It sounds like you need
a very specific implementation.  Sorry I would not be of more help-
good luck.


On Fri, Oct 10, 2008 at 7:26 AM, Maik Renner <maikrenner at googlemail.com> wrote:
> Hi everybody!
> I am searching for an R implementation of multi-scale singular
> spectrum analysis (SSA), which was introduced by Yiou etal (2000)
> (Data-adaptive wavelets and multi-scale singular-spectrum analysis)
> and further described in Ghil etal (2002).
> For SSA alone I found an package recently published on r-forge:
> http://r-forge.r-project.org/projects/simsalabim/
> I am happy about any suggestions!
> Maik
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Stephen Sefick
Research Scientist
Southeastern Natural Sciences Academy

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