LevelCheck

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.

Allen Sunny

StructuralDecompose

Decomposes a Level Shifted Time Series

LevelCheck function

<dl><dt>timeseries</dt>
<dd>Given time series</dd>
<dt>level_length</dt>
<dd>Mean distance between two levels</dd>
<dt>breaks</dt>
<dd>breakpoints returned</dd></dl>

Arguments

Minimum level length checks — LevelCheck

<dl>

<dt>timeseries</dt>
<dd>Given time series</dd>


<dt>level_length</dt>
<dd>Mean distance between two levels</dd>


<dt>breaks</dt>
<dd>breakpoints returned</dd>

</dl>

LevelCheck: Minimum level length checks

Description

Usage

Value

Arguments

Examples