StructuralDecompose: Decomposes a Level Shifted Time Series

Explains the behavior of a time series by decomposing it into its trend, seasonality and residuals. It is built to perform very well in the presence of significant level shifts. It is designed to play well with any breakpoint algorithm and any smoothing algorithm. Currently defaults to 'lowess' for smoothing and 'strucchange' for breakpoint identification. The package is useful in areas such as trend analysis, time series decomposition, breakpoint identification and anomaly detection.

Version: 0.1.1
Depends: R (≥ 2.10)
Imports: changepoint, segmented, strucchange
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2023-02-13
DOI: 10.32614/CRAN.package.StructuralDecompose
Author: Allen Sunny [aut, cre]
Maintainer: Allen Sunny <allensunny1242 at>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: README NEWS
In views: TimeSeries
CRAN checks: StructuralDecompose results


Reference manual: StructuralDecompose.pdf
Vignettes: Decomposition


Package source: StructuralDecompose_0.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): StructuralDecompose_0.1.1.tgz, r-oldrel (arm64): StructuralDecompose_0.1.1.tgz, r-release (x86_64): StructuralDecompose_0.1.1.tgz, r-oldrel (x86_64): StructuralDecompose_0.1.1.tgz


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