rmaf: Refined Moving Average Filter

Uses refined moving average filter based on the optimal and data-driven moving average lag q or smoothing spline to estimate trend and seasonal components, as well as irregularity (residuals) for univariate time series or data.

Package details

AuthorDebin Qiu
MaintainerDebin Qiu <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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rmaf documentation built on May 30, 2017, 3:38 a.m.