Package: StructuralDecompose 0.1.1

StructuralDecompose: Decomposes a Level Shifted Time Series

Explains the behavior of a time series by decomposing it into its trend, seasonality and residuals. It is built to perform very well in the presence of significant level shifts. It is designed to play well with any breakpoint algorithm and any smoothing algorithm. Currently defaults to 'lowess' for smoothing and 'strucchange' for breakpoint identification. The package is useful in areas such as trend analysis, time series decomposition, breakpoint identification and anomaly detection.

Authors:Allen Sunny [aut, cre]

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StructuralDecompose/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/allen-1242/structuraldecompose/issues

On CRAN:

decompositiontimeseries-analysis

7 exports 1 stars 0.74 score 8 dependencies 4 scripts 242 downloads

Last updated 2 years agofrom:e442fd2d5f. Checks:OK: 7. Indexed: yes.

Exports:AnomalyDetectionBreakPointsLevelCheckMeanCleaningMedianCleaningSmoothingStructuralDecompose

Dependencies:changepointlatticeMASSnlmesandwichsegmentedstrucchangezoo