Introduction"

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

StructuralDecompose is a method that breaks a time series algorithm into various parts. It is particularly well suited to a time series that has several level shifts within it.

StructuralDecompose returns the series constituent parts including its Trend, Seasonality and residuals. As well as a fairly inbuilt summary of the time series itself and how well it has fit the data. As it performs inbuilt Anomaly Detection, it also returns a series of points that it considers to be anomalies. However more advanced anomaly detection techniques should be considered if you are doing anomaly detection on the time series.



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StructuralDecompose documentation built on Feb. 16, 2023, 9:46 p.m.