decompose_traffic: Multi-scale decomposition of time series. (most important...

Description Usage Arguments Value

View source: R/decomposition.R

Description

The result is a structure list(length, maxscale, coef) where:

length

Size of the input vector (number of samples)

maxscale

What is the maximum scale produced by the decomposition.

coef

The output matrix containing the decomposition coeficients. Rows represent scales (row 1 represents scale 0). Columns represent time (sample with index same as column number).

Usage

1
decompose_traffic(ts, cutoff.fraction = 0.004)

Arguments

ts

Input vector which represents regularized time-series.

cutoff.fraction

How strongly to optimize the coeficients.

Value

A structure list(length, maxscale, coef)


vsimko/trafficmsd documentation built on May 3, 2019, 7:08 p.m.