# Functional Singular Spectrum Analysis

arXiv: https://arxiv.org/abs/1906.05232 · HTML: https://mlsanity.com/paper/1906.05232/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 12 Jun 2019.

## Built on by (most cited first, 1 of 1)

- [A Functional SVD Framework for Regularized Multivariate Functional PCA with Dual Penalization](https://mlsanity.com/paper/2609.14815/) (2026)

## Abstract (arXiv)

In this paper, we introduce a new extension of the Singular Spectrum Analysis (SSA) called functional SSA to analyze functional time series. The new methodology is developed by integrating ideas from functional data analysis and univariate SSA. We explore the advantages of the functional SSA in terms of simulation results and two real data applications. We compare the proposed approach with Multivariate SSA (MSSA) and dynamic Functional Principal Component Analysis (dFPCA). The results suggest that further improvement to MSSA is possible, and the new method provides an attractive alternative to the dFPCA approach that is used for analyzing correlated functions. We implement the proposed technique to an application of remote sensing data and a call center dataset. We have also developed an efficient and user-friendly R package and a shiny web application to allow interactive exploration of the results.