get.boundary.timeseries: Calculate Boundary Extended Time Series

In TrendLSW: Wavelet Methods for Analysing Locally Stationary Time Series

Calculate Boundary Extended Time Series

Description

Internal function to calculate the boundary extended time series, to be used within the TLSW function. Not recommended for general usage.

Usage

get.boundary.timeseries(x, type = "TLSW")

Arguments

x	The time series used to calculate the boundary extended version.
type	The type of boundary handling used. Either "TLSW" (default) for boundary handling as described in McGonigle, E. T., Killick, R., and Nunes, M. (2022a), or "LSW.diff" for a periodic version of this, used for the differencing-based functions as described in McGonigle, E. T., Killick, R., and Nunes, M. (2022b).

Value

A vector of 4 times the length of the input vector.

References

McGonigle, E. T., Killick, R., and Nunes, M. (2022a). Trend locally stationary wavelet processes. Journal of Time Series Analysis, 43(6), 895-917.

McGonigle, E. T., Killick, R., and Nunes, M. (2022b). Modelling time-varying first and second-order structure of time series via wavelets and differencing. Electronic Journal of Statistics, 6(2), 4398-4448.

See Also

TLSW

TrendLSW documentation built on May 29, 2024, 6:06 a.m.