trendsegmentR - Linear Trend Segmentation
Performs the detection of linear trend changes for univariate time series by implementing the bottom-up unbalanced wavelet transformation proposed by H. Maeng and P. Fryzlewicz (2023). The estimated number and locations of the change-points are returned with the piecewise-linear estimator for signal.
Last updated 2 years ago
1.30 score 2 stars 3 scripts 312 downloads