Package: ForeCA
Type: Package
Title: Forecastable Component Analysis
Version: 0.2.7
Date: 2020-06-21
Authors@R: 
    person(given = "Georg M.",
           family = "Goerg",
           role = c("aut", "cre"),
           email = "im@gmge.org")
URL: https://github.com/gmgeorg/ForeCA
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, reshape2 (>= 1.4.4), utils
Suggests: psd, fBasics, knitr, markdown, mgcv, nlme (>= 3.1-64),
        testthat (>= 2.0.0), rSFA,
RoxygenNote: 7.1.1
Encoding: UTF-8
VignetteBuilder: knitr
Config/pak/sysreqs: libicu-dev
Repository: https://gmgeorg.r-universe.dev
Date/Publication: 2020-07-03 02:40:58 UTC
RemoteUrl: https://github.com/gmgeorg/foreca
RemoteRef: HEAD
RemoteSha: d6ff736c37a82e1134ca2c283f2c4c25c13d5e54
NeedsCompilation: no
Packaged: 2026-06-07 07:55:47 UTC; root
Author: Georg M. Goerg [aut, cre]
Maintainer: Georg M. Goerg <im@gmge.org>