Linear Trend Segmentation and Point Anomaly Detection


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Documentation for package ‘trendsegmentR’ version 1.0.0

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trendsegmentR-package trendsegmentR: A device for detecting multiple change-points corresponding to linear trend changes or point anomalies in one dimensional data
filter Finding a detail filter vector for computing a detail coefficient
invTGUW Inverse Tail-Greedy Unbalanced Wavelet (TGUW) transformation
orthmatrix Finding an orthonormal matrix based on a detail filter vector
TGUW Tail-Greedy Unbalanced Wavelet (TGUW) transformation of a vector
thresholding Noise reduction from the sequence of detail coefficients returned by the Tail-Greedy Unbalanced Wavelet (TGUW) transformation
trendsegment Detecting linear trend changes and point anomalies for univariate time series
trendsegmentR trendsegmentR: A device for detecting multiple change-points corresponding to linear trend changes or point anomalies in one dimensional data