new_decomposition function

"decomposition" Constructor Function

"decomposition" Constructor Function

Constructs objects of the "decomposition" class.

new_decomposition(reconstruction_list, grouping_matrix, window_length, ts_ssa)

Arguments

  • reconstruction_list: A list containing important information about the reconstructed time series. In particular, it contains the reconstructed main trend component, overall trend component, seasonal component for each period specified in suspected_periods, and overall seasonal component.
  • grouping_matrix: A matrix containing information about the locations of the eigenvalue groups for each period in suspected_periods and trend component. The locations are indicated by '1'.
  • window_length: A numeric indicating the window length.
  • ts_ssa: An object of the class "ssa".

Returns

A list of the class "decomposition".

  • Maintainer: Robert Bowen
  • License: GPL-3
  • Last published: 2025-01-15

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