removeSeasonalPeriod

The period of the seasonality of the data.

period

If not provided, then the observations are assumed to occur at
integer times 1, 2, ..., length(x). Otherwise, the time vector may specify
when these observations occur.

time

This function estimates the seasonal period of a time series via a GAM
model. The data series with the seasonal period removed is then returned.

Implementation of robust and non-robust Standard Normal Homogeneity
Test (SNHT) for changepoint detection. This test statistic is equal sided,
as proposed in "Homogenization of Radiosonde Temperature Time Series Using
Innovation Statistics" by Haimberger, L., 2007. However, the statistic contains
an estimate of sigma^2 in the denominator instead of sigma, which seems to
be a more appropriate value (based on the paper "Homogenization of Swedish
temperature data. Part I: Homogeneity test for linear trends." by Alexandersson,
H., and A. Moberg, 1997).

removeSeasonalPeriod: Remove Seasonal Period

Description

Usage

Arguments

Value