Wavelet Methods for Analysing Locally Stationary Time Series
Lagged Autocorrelation Wavelet Inner Product Calculation
Cross Autocorrelation Wavelet Inner Product Matrix Calculation
Estimation of Evolutionary Wavelet Spectrum of Non-Zero Mean Time Seri...
Estimation of Evolutionary Wavelet Spectrum for Non-Zero Mean Time Ser...
Calculate Boundary Extended Time Series
Plot Trend and/or Spectrum Information in a TLSW Object
Print an Object of Class TLSW
Summary of Output Provided by the TLSW Function
Estimate Trend and Spectrum of Trend Locally Stationary Wavelet Proces...
Compute Localised Autocovariance Estimate of a TLSW Object
Simulate Trend Locally Stationary Wavelet Process
Wavelet Methods for Analysing Locally Stationary Time Series
Wavelet Thresholding Trend Estimation of Time Series
Linear Wavelet Thresholding Trend Estimation of Time Series
Fitting models for, and simulation of, trend locally stationary wavelet (TLSW) time series models, which take account of time-varying trend and dependence structure in a univariate time series. The TLSW model, and its estimation, is described in McGonigle, Killick and Nunes (2022a) <doi:10.1111/jtsa.12643>, (2022b) <doi:10.1214/22-EJS2044>. New users will likely want to start with the TLSW function.
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