Package: ForeCA
Type: Package
Title: Forecastable Component Analysis
Version: 0.2.8-1
Date: 2026-08-22
Authors@R: 
    person(given = "Georg M.",
           family = "Goerg",
           role = c("aut", "cre"),
           email = "im@gmge.org")
URL: https://github.com/gmgeorg/ForeCA
BugReports: https://github.com/gmgeorg/ForeCA/issues
Description: Implementation of Forecastable Component Analysis
        ('ForeCA'), including main algorithms and auxiliary function
        (summary, plotting, etc.) to apply 'ForeCA' to multivariate
        time series data. 'ForeCA' is a novel dimension reduction (DR)
        technique for temporally dependent signals. Contrary to other
        popular DR methods, such as 'PCA' or 'ICA', 'ForeCA' takes time
        dependency explicitly into account and searches for the most
        ''forecastable'' signal. The measure of forecastability is
        based on the Shannon entropy of the spectral density of the
        transformed signal.
Depends: R (>= 3.5.0)
License: GPL-2
Imports: astsa (>= 1.10), MASS, graphics, utils
Suggests: psd, knitr, markdown, mgcv, testthat (>= 2.0.0), rSFA
RoxygenNote: 7.3.2
Encoding: UTF-8
VignetteBuilder: knitr
Config/testthat/edition: 2
Repository: https://gmgeorg.r-universe.dev
Date/Publication: 2026-09-17 19:41:58 UTC
RemoteUrl: https://github.com/gmgeorg/foreca
RemoteRef: HEAD
RemoteSha: 7376e1ce5dc85b97e8db494fa0bb369a53b7164e
NeedsCompilation: no
Packaged: 2026-10-17 10:53:27 UTC; root
Author: Georg M. Goerg [aut, cre]
Maintainer: Georg M. Goerg <im@gmge.org>