Multivariate Functional Singular Spectrum Analysis Over Different\n Dimensional Domains

In this work, we develop multivariate functional singular spectrum analysis\n(MFSSA) over different dimensional domains which is the functional extension of\nmultivariate singular spectrum analysis (MSSA). In the following, we provide\nall of the necessary theoretical details supporting the work as well as the\nimplementation strategy that contains the recipes needed for the algorithm. We\nprovide a simulation study showcasing the better performance in reconstruction\naccuracy of a multivariate functional time series (MFTS) signal found using\nMFSSA as compared to other approaches and we give a real data study showing how\nMFSSA enriches analysis using intraday temperature curves and remote sensing\nimages of vegetation. MFSSA is available for use through the Rfssa R package.\n