CRAN/E | Rbeast

Rbeast

Bayesian Change-Point Detection and Time Series Decomposition

Installation

About

Interpretation of time series data is affected by model choices. Different models can give different or even contradicting estimates of patterns, trends, and mechanisms for the same data–a limitation alleviated by the Bayesian estimator of abrupt change,seasonality, and trend (BEAST) of this package. BEAST seeks to improve time series decomposition by forgoing the "single-best-model" concept and embracing all competing models into the inference via a Bayesian model averaging scheme. It is a flexible tool to uncover abrupt changes (i.e., change-points), cyclic variations (e.g., seasonality), and nonlinear trends in time-series observations. BEAST not just tells when changes occur but also quantifies how likely the detected changes are true. It detects not just piecewise linear trends but also arbitrary nonlinear trends. BEAST is applicable to real-valued time series data of all kinds, be it for remote sensing, economics, climate sciences, ecology, and hydrology. Example applications include its use to identify regime shifts in ecological data, map forest disturbance and land degradation from satellite imagery, detect market trends in economic data, pinpoint anomaly and extreme events in climate data, and unravel system dynamics in biological data. Details on BEAST are reported in Zhao et al. (2019) doi:10.1016/j.rse.2019.04.034.

Citation Rbeast citation info
github.com/zhaokg/Rbeast

Key Metrics

Version 1.0.0
R ≥ 2.10.0
Published 2023-12-08 193 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks Rbeast results

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Maintainer

Maintainer

Kaiguang Zhao

Authors

Tongxi Hu

aut

Yang Li

aut

Xuesong Zhang

aut

Kaiguang Zhao

aut / cre

Jack Dongarra

ctb

Cleve Moler

ctb

Material

NEWS
Reference manual
Package source

In Views

Bayesian
Environmetrics
TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

Rbeast archive

Depends

R ≥ 2.10.0
methods
utils

Imports

grid