README.md

In sazedR: Parameter-Free Domain-Agnostic Season Length Detection in Time Series

SAZED

Overview

SAZED (Spectral and Average Autocorrelation Zero Distance Density) is a package and ensemble method for estimating the season length of a seasonal time series. SAZED is aimed at practitioners, as SAZED employs only domain-agnostic pre-processing and does not depend on parameter tuning or empirical constants.

Installation

This package requires the Debian packages libxml2-dev, libfftw3-dev and zlib1g-dev. Once you have those, then simply execute:

install.packages("sazedR")

Usage

Estimate the season length of a seasonal time series with the variations of the ensemble method SAZED:

library(sazedR)

season_length <- 26
y <- sin(1:400*2*pi/season_length)
sazed(y)

All components of the SAZED ensemble are also available separately. For more information on them, see the package manual and examples therein.

sazedR documentation built on Oct. 23, 2020, 6:37 p.m.