Linear Trend Segmentation
Inverse Tail-Greedy Unbalanced Wavelet (TGUW) transformation
Tail-Greedy Unbalanced Wavelet (TGUW) transformation of a vector
Noise reduction from the sequence of detail coefficients returned by t...
Detecting linear trend changes for univariate time series
trendsegmentR: Linear Trend Segmentation
Performs the detection of linear trend changes for univariate time series by implementing the bottom-up unbalanced wavelet transformation proposed by H. Maeng and P. Fryzlewicz (2023). The estimated number and locations of the change-points are returned with the piecewise-linear estimator for signal.