sazedR: Parameter-Free Domain-Agnostic Season Length Detection in Time Series

Spectral and Average Autocorrelation Zero Distance Density ('sazed') is a method for estimating the season length of a seasonal time series. 'sazed' is aimed at practitioners, as it employs only domain-agnostic preprocessing and does not depend on parameter tuning or empirical constants. The computation of 'sazed' relies on the efficient autocorrelation computation methods suggested by Thibauld Nion (2012, URL: <http://www.tibonihoo.net/literate_musing/autocorrelations.html>) and by Bob Carpenter (2012, URL: <https://lingpipe-blog.com/2012/06/08/autocorrelation-fft-kiss-eigen/>).

Version: 2.0.1
Imports: bspec (≥ 1.5), dplyr (≥ 0.8.0.1), fftwtools (≥ 0.9.8), pracma (≥ 2.1.4), zoo (≥ 1.8-3)
Published: 2019-09-16
Author: Maximilian Toller [aut], Tiago Santos [aut, cre], Roman Kern [aut]
Maintainer: Tiago Santos <teixeiradossantos at tugraz.at>
License: GPL-2
URL: https://github.com/mtoller/autocorr_season_length_detection/
NeedsCompilation: no
Citation: sazedR citation info
Materials: README NEWS
In views: TimeSeries
CRAN checks: sazedR results

Downloads:

Reference manual: sazedR.pdf
Package source: sazedR_2.0.1.tar.gz
Windows binaries: r-devel: sazedR_2.0.1.zip, r-release: sazedR_2.0.1.zip, r-oldrel: sazedR_2.0.1.zip
macOS binaries: r-release: sazedR_2.0.1.tgz, r-oldrel: sazedR_2.0.1.tgz
Old sources: sazedR archive

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