Singular Spectrum Analysis: Illustrated by Application to S Persei and RZ Cassiopeiae

Volume 46 number 2 (2018)

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Geoff B. Chaplin

Hokkaido, Kamikawa-gun, Biei-cho, Aza-omura Okubo-kyosei, 071-0216, Japan;geoff@geoffgallery.net

Abstract

We describe two methods of singular spectrum analysis, a data driven technique, providing and using code to analyze example data series, and introducing the public domain R package “Rssa.” The analysis provides potential information about the underlying behavior of the series, stripping out noise, and is a pre-requisite for some further work such as non-linear time series analysis. Examples are taken from a long time series of S Per magnitude observations, and secular period changes in, and high frequency magnitude variations of, RZ Cas.