Performs the detection of linear trend changes for univariate time series by implementing the bottom-up unbalanced wavelet transformation proposed by H. Maeng and P. Fryzlewicz (2023). The estimated number and locations of the change-points are returned with the piecewise-linear estimator for signal.
Maintainer: Hyeyoung Maeng hyeyoung.maeng@durham.ac.uk
Authors:
Piotr Fryzlewicz p.fryzlewicz@lse.ac.uk