sazedR
Parameter-Free Domain-Agnostic Season Length Detection in Time Series
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/).
- Version2.0.2
- R versionunknown
- LicenseGPL-2
- Needs compilation?No
- sazedR citation info
- Last release09/29/2020
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Team
Tiago Santos
Maximilian Toller
Show author detailsRolesAuthorRoman Kern
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- Imports5 packages