  Implementation of multivariate and 2D extensions of Singular Spectrum
Analysis (SSA) by means of the R-package Rssa is considered. The extensions
include MSSA for simultaneous analysis and forecasting of several time series
and 2D-SSA for analysis of digital images. A new extension of 2D-SSA analysis
called Shaped 2D-SSA is introduced for analysis of images of arbitrary shape,
not necessary rectangular. It is shown that implementation of Shaped 2D-SSA can
serve as a base for implementation of MSSA and other generalizations. Efficient
implementation of operations with Hankel and Hankel-block-Hankel matrices
through FFT is suggested. Examples with code fragments in R, which explain the
methodology and demonstrate the proper use of Rssa, are presented.
