pyrssa: Python package for Singular Spectrum Analysis

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.

Install

1. To install the package, make sure you have any R compiler installed.
2. Package installer for the latest released version is available at the Python Package Index (PyPI). To install the package, just run the following command:

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

Documentation for pyrssa package is available here.

Examples

Package usage examples are available in examples folder.

Original examples with identical numbering are available here.

Source code

Source code of pyrssa package is available in pyrssa folder.