Hi everybody!
I am searching for an R implementation of multi-scale SSA (singular spectrum
analysis), which was introduced by Yiou etal (2000) (Data-adaptive wavelets
and *multi*-*scale *singular-spectrum
analysis<http://linkinghub.elsevier.com/retrieve/pii/S0167278900000452>)
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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