cycleTrendR (version 0.3.0)
Adaptive Cycle and Trend Analysis for Irregular Time Series
Description
Provides adaptive trend estimation, cycle detection, Fourier harmonic
selection, bootstrap confidence intervals, change-point detection, and
rolling-origin forecasting. Supports LOESS (Locally Estimated Scatterplot
Smoothing), GAM (Generalized Additive Model), and GAMM (Generalized Additive
Mixed Model), and automatically handles irregular sampling using the
Lomb-Scargle periodogram. Methods implemented in this package are described
in Cleveland et al. (1990) , Wood (2017)
, and Scargle (1982) .