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Abstract Details
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Activity Number:
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312
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Type:
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Contributed
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Date/Time:
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Tuesday, August 2, 2011 : 8:30 AM to 10:20 AM
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Sponsor:
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Section for Statistical Programmers and Analysts
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| Abstract - #301427 |
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Title:
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Kolmogorov-Zurbenko Filters
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Author(s):
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Brian Close*+ and Igor Zurbenko
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Companies:
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The State University of New York at Albany and The State University of New York at Albany
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Address:
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, Albany, NY, 12440,
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Keywords:
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spatiotemporal ;
time series ;
changepoint
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Abstract:
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The KZA package from the R-Project is a set of spectral analysis and time series functions implementing Kolmogorov-Zurbenko filters. Applications include the decomposition of a time series into trend, seasonal, and remainder components. Other capabilities include; change point detection, spectral decomposition, spectral reconstruction, longitudinal analysis, and spatiotemporal analysis.
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