Advances in multiple aspects of time-series analysis are documented in this package.
See available vignettes using
browseVignettes(package = "funtimes")
Tests for trends applicable to autocorrelated data, see
vignette("trendtests", package = "funtimes")
include bootstrapped versions of t-test and Mann–Kendall test \insertCiteNoguchi_etal_2011funtimes and bootstrapped version of WAVK test for possibly non-monotonic trends \insertCiteLyubchich_etal_2013_wavkfuntimes. The WAVK test is further applied in testing synchronism of trends \insertCiteLyubchich_Gel_2016_synchronismfuntimes; see an implementation to climate data in \insertCiteLyubchich_2016_trends;textualfuntimes. With iterative testing, the synchronism test is also applied for identifying clusters of multiple time series \insertCiteGhahari_etal_2017_MBDCEfuntimes.
Additional clustering methods are implemented using functions
purity can be used to assess accuracy of clustering if true classes are known.
Changepoint detection methods include modified CUSUM-based bootstrapped test \insertCiteLyubchich_etal_2020_changepointsfuntimes.
Additional functions include implementation of the Beale's ratio estimator, see
vignette("beales", package = "funtimes")
Nonparametric comparison of tails of distributions is implemented using small bins defined based on quantiles \insertCiteSoliman_etal_2015_insurancefuntimes or intervals in the units in which the data are recorded \insertCiteLyubchich_Gel_2017_insurancefuntimes.
For a list of deprecated functions, use
Yulia R. Gel
Calvin Chu [contributor]
Xin Huang [contributor]
Ethan D. Schaeffer [contributor]
Srishti Vishwakarma [contributor]
Xingyu Wang [contributor]
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