StructuralDecompose {StructuralDecompose}

Main decomposition algorithm

Description

Main decomposition algorithm

Usage

StructuralDecompose(
  Data,
  frequency = 12,
  break_algorithm = "strucchange",
  smoothening_algorithm = "lowess",
  break_level = 0.05,
  median_level = 0.5,
  mean_level = 0.5,
  level_length = 12,
  conf_level = 0.5,
  window_len = 12,
  plot = FALSE
)

Arguments

Data

Time series required

frequency

Frequency of the tine series

break_algorithm

breakpoints algorithm used. Defaults to strucchange

smoothening_algorithm

Smoothing algorithm used. Defaults to lowess

break_level

Break level for the breakpoints algorithm

median_level

Average median distance between two level

mean_level

Average mean distance between a group of points near breakpoints

level_length

Minimum number of points required to determine a level

conf_level

Confidence level for Anomaly detection, best to keep this a static value

window_len

Length of the Moving window for Anomaly Detection

plot

True of False indicating if you want the internal plots to be generated

Value

The decomposed time series along with a host of other metrics

Examples

StructuralDecompose(Data = StructuralDecompose::Nile_dataset[,1])

StructuralDecompose(Data = runif(n = 50, min = 1, max = 10))