This package contains methods and tools for Singular Spectrum Analysis including decomposition, forecasting and gap-filling for univariate and multivariate time series. General description of the methods with many examples can be found in the book Golyandina (2018, <doi:10.1007/978-3-662-57380-8>).
pyrssa is a wrapper over Rssa package made for R language, having its own visualization methods and data structures.
pip install pyrssa
Install requires rpy2, numpy, pandas and matplotlib packages of any version (preferable newest ones). These packages will be installed automatically during the default installation.
Documentation for pyrssa package is available here.
Package usage examples are available in examples folder.
Original examples with identical numbering are available here.
Source code of pyrssa package is available in pyrssa folder.
FAQs
Rssa for Python
We found that pyrssa demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 1 open source maintainer collaborating on the project.
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