swMATH ID: 29264
Software Authors: Hyeyoung Maeng, Piotr Fryzlewicz
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: R; CRAN
Cited in: 0 Documents

Standard Articles

1 Publication describing the Software Year
Detecting linear trend changes and point anomalies in data sequences
Hyeyoung Maeng, Piotr Fryzlewicz