tcs_detect_decomp: Detect cycle and seasonality from the data

In opendoor-labs/TCSDecomp: Structrual time series decomposition using the Kalman filter

Description

Detect cycle and seasonality from the data

Usage

tcs_detect_decomp(y, freq, level = 0.01, method = "ARIMA", n.sim = 100)

Arguments

y	Univariate time series of data values. May also be a 2 column data frame containing a date column.
freq	Seasonality of the data (1, 4, 12, 52, 365)
method	Method for wavelet analysis comparison ("white.nose", "shuffle", "Fourier.rand", "AR", "ARIMA"). Default is "ARIMA".
n.sim	Number of simulations for wavelet analysis. Default is 100

Value

List giving the decomposition and wavelet

opendoor-labs/TCSDecomp documentation built on April 21, 2020, 3:15 a.m.