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StructuralDecompose  

Decomposes a Level Shifted Time Series
View on CRAN: Click here


Download and install StructuralDecompose package within the R console
Install from CRAN:
install.packages("StructuralDecompose")

Install from Github:
library("remotes")
install_github("cran/StructuralDecompose")

Install by package version:
library("remotes")
install_version("StructuralDecompose", "0.1.1")



Attach the package and use:
library("StructuralDecompose")
Maintained by
Allen Sunny
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-02-13
Latest Update: 2023-02-13
Description:
Explains the behavior of a time series by decomposing it into its trend, seasonality and residuals. It is built to perform very well in the presence of significant level shifts. It is designed to play well with any breakpoint algorithm and any smoothing algorithm. Currently defaults to 'lowess' for smoothing and 'strucchange' for breakpoint identification. The package is useful in areas such as trend analysis, time series decomposition, breakpoint identification and anomaly detection.
How to cite:
Allen Sunny (2023). StructuralDecompose: Decomposes a Level Shifted Time Series. R package version 0.1.1, https://cran.r-project.org/web/packages/StructuralDecompose
Previous versions and publish date:
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