tpepler/ssaCUSUM: SSA-CUSUM for Surveillance of Time Series Data

Functions to perform the SSA-CUSUM (Singular Spectrum Analysis CUmulative SUM) procedure on a univariate time series. It is a nonparametric technique, useful for the monitoring of surveillance data with/without seasonal (or other types of cyclical) variation.

Getting started

Package details

AuthorTheo Pepler
MaintainerTheo Pepler <[email protected]>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
tpepler/ssaCUSUM documentation built on May 31, 2019, 6:48 p.m.