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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.
Getting started
Browse package contents
Package details |
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| Author | Allen Sunny [aut, cre] |
| Maintainer | Allen Sunny <allensunny1242@gmail.com> |
| License | MIT + file LICENSE |
| Version | 0.1.1 |
| URL | https://allen-1242.github.io/StructuralDecompose/ |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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