sazed function

SAZED Ensemble (Optimum)

sazed estimates a time series' season length by combining 3 different estimates computed on an input time series and its 10-fold self-composed autocorrelation.

sazed(y)

Arguments

• y: The input time series.

Returns

The season length of the input time series.

Examples

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