通过

timeseries Package

  • Reference

Classes

IidSpikeDetector

This transform detects the spikes in a i.i.d. sequence using adaptive kernel density estimation.
IidChangePointDetector

This transform detects the change-points in an i.i.d. sequence using adaptive kernel density estimation and martingales.
SsaSpikeDetector

This transform detects the spikes in a seasonal time-series using Singular Spectrum Analysis (SSA).
SsaChangePointDetector

This transform detects the change-points in a seasonal time-series using Singular Spectrum Analysis (SSA).
SsaForecaster

This transform forecasts using Singular Spectrum Analysis (SSA).