sazedR

Parameter-Free Domain-Agnostic Season Length Detection in Time Series

CRAN Package

Spectral and Average Autocorrelation Zero Distance Density ('sazed') is a method for estimating the season length of a seasonal time series. 'sazed' is aimed at practitioners, as it employs only domain-agnostic preprocessing and does not depend on parameter tuning or empirical constants. The computation of 'sazed' relies on the efficient autocorrelation computation methods suggested by Thibauld Nion (2012, URL: https://etudes.tibonihoo.net/literate_musing/autocorrelations.html) and by Bob Carpenter (2012, URL: https://lingpipe-blog.com/2012/06/08/autocorrelation-fft-kiss-eigen/).


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  • Imports5 packages