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SAZED

Overview

SAZED (Spectral and Average Autocorrelation Zero Distance Density) is a package and ensemble method for estimating the season length of a seasonal time series. SAZED is aimed at practitioners, as SAZED employs only domain-agnostic pre-processing and does not depend on parameter tuning or empirical constants.

Installation

This package requires the Debian packages libxml2-dev, libfftw3-dev and zlib1g-dev. Once you have those, then simply execute:

install.packages("sazedR")

Usage

Estimate the season length of a seasonal time series with the variations of the ensemble method SAZED:

library(sazedR)

season_length <- 26
y <- sin(1:400*2*pi/season_length)
sazed(y)

All components of the SAZED ensemble are also available separately. For more information on them, see the package manual and examples therein.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.