Implementation of multivariate and 2D extensions of singular spectrum analysis (SSA) by means of the R package Rssa is considered. The extensions include MSSA for simultaneous analysis and forecasting of several time series and 2D-SSA for analysis of digital images. A new extension of 2D-SSA analysis called shaped 2D-SSA is introduced for analysis of images of arbitrary shape, not necessary rec...

The implementation of agricultural development is basically aimed at increasing the welfare people, especially farmers, providing a source foreign exchange through exports, supplying food and industrial raw materials, alleviating poverty, employment improving people's income. Cocoa leading commodity which income for farmers in North Sumatra. Price fluctuations sometimes make suffer losses, so i...

This paper presents a generalization of the singular spectrum analysis (SSA) and applies it to the construction of a new robust watermarking method that adds a watermark to a 3D polygonal mesh in the spectral domain. The SSA is originally designed as a tool for analyzing one-dimensional sequence such as time series, and hence it is not suitable for multi-dimensional data. In order to overcome t...

Singular spectrum analysis (SSA) is a nonparametric and adaptive spectral decomposition of a time series. The singular value decomposition of the trajectory matrix and the anti-diagonal averaging leads to a time-series decomposition. In this algorithm, a single free parameter, window length K, is involved which is the FIR filter length for the time series. There are no generally accepted criter...

In recent years Singular Spectrum Analysis (SSA), a relatively novel but powerful technique in time series analysis, has been developed and applied to many practical problems across different fields. In this paper we review recent developments in the theoretical and methodological aspects of the SSA from the perspective of analyzing and forecasting economic and financial time series, and also r...

Spectral analysis of DNA microarray gene expressions time series data is important for understanding the regulation of gene expression and gene function of the Plasmodium falciparum in the intraerythrocytic developmental cycle. In this paper, we propose a new strategy to analyze the cell cycle regulation of gene expression profiles based on the combination of singular spectrum analysis (SSA) an...

This paper is a study of continuous time Singular Spectrum Analysis (SSA). We show that the principal eigenfunctions are solutions to a set of linear ODEs with constant coefficients. We also introduce a natural generalization of SSA, constructed using local (Lie-) transformation groups. The time translations used in standard SSA is a special case. The eigenfunctions then satisfy a simple type o...