Decompose: Simple decomposition of time series

Description Usage Arguments Details Value Author(s) References See Also Examples

Description

This function decomposes time series in different components using a simple step-wise approach.

Usage

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Decompose(Yt, breaks = 0, 
    mosum.pval = 0.05)

Arguments

Yt

univariate time series of class ts

breaks

maximal number of breaks in the trend component to be calculated (integer number).

mosum.pval

Maximum p-value for the OLS-MOSUM test in order to search for breakpoints. If p = 0.05, breakpoints will be only searched in the time series trend component if the OLS-MOSUM test indicates a significant structural change in the time series. If p = 1 breakpoints will be always searched regardless if there is a significant structural change in the time series or not.

Details

The decomposition of the time series is based on a simple step-wise approach:

Value

The function returns a multi-variate object of class ts including the time series components.

Author(s)

Matthias Forkel <matthias.forkel@tu-dresden.de> [aut, cre]

References

Forkel, M., N. Carvalhais, J. Verbesselt, M. Mahecha, C. Neigh and M. Reichstein (2013): Trend Change Detection in NDVI Time Series: Effects of Inter-Annual Variability and Methodology. - Remote Sensing 5.

See Also

GetTsStatisticsRaster

Examples

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# decompose a time series
ndvi.dc <- Decompose(ndvi)
plot(ndvi.dc)
	
ndvi.dc2 <- Decompose(ndvi, breaks=2, mosum.pval=1)
plot(ndvi.dc2)

greenbrown documentation built on Dec. 18, 2020, 3:02 p.m.