In my last post I mentioned that I was going away for the summer, but now I’m back. During the summer I didn’t get to do as much reading etc. as I had hoped, but I did manage to play around with the Rssa package for singular spectrum analysis and this is still an ongoing investigation. I also briefly looked at independent component analysis and the FastICA package.
The common theme of the above is the extraction of meaningful time series features, and this general area is what I will be looking into for my next set of posts.