trendsegmentR (Q40978)
From MaRDI portal
Linear Trend Segmentation
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | trendsegmentR |
Linear Trend Segmentation |
Statements
24 August 2023
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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.
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