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trendsegmentR

swMATH ID: 29264
Software Authors:
Description: R package trendsegmentR: Linear Trend Segmentation and Point Anomaly Detection. Performs the detection of point anomalies and linear trend changes for univariate time series by implementing the bottom-up unbalanced wavelet transformation proposed by H. Maeng and P. Fryzlewicz (2019) <http://personal.lse.ac.uk/maengh/>. The estimated number and locations of the change-points are returned with the piecewise-linear estimator for signal.
Homepage: https://cran.r-project.org/web/packages/trendsegmentR/index.html
Source Code:  https://github.com/cran/trendsegmentR
Dependencies: R
Keywords: arXiv_stat.ME; R; R package; Trend Segmentation; Point Anomaly Detection; CRAN; wavelets; piecewise-linear signal; arXiv_publication
Related Software: cpop; R; changepoint; anomaly; GitHub; breakfast; cghseg; wbs; nsp; changepoints; CRAN
Cited in: 3 Documents

Standard Articles

2 Publications describing the Software, including 1 Publication in zbMATH Year
Detecting linear trend changes in data sequences. Zbl 07887496
Maeng, Hyeyoung; Fryzlewicz, Piotr
Detecting linear trend changes and point anomalies in data sequences arXiv
Hyeyoung Maeng, Piotr Fryzlewicz
2019

Cited in 1 Field

3 Statistics (62-XX)

Citations by Year