Perform hierarchical moving-window statistical analysis for time series.

Perform hierarchical moving-window statistical analysis for single time series. It returns analysis on moving average and running trends. The results are in a data.frame to be passed to TH_plots() function.

Usage

TH_single(series, m = NULL, s = NULL, mode = "all", alpha = 0.1)

Arguments

`series`

a numerical vector containing NA for missing values.

`m`

a numeric positive integer, sub-sampling parameter. Optional (default: auto-calculated).

`s`

a numeric positive integer, cutoff parameters for sub-series length. Optional (default: auto-calculated).

`mode`

a character string specifying the computation mode. One of: "all" (default), "avg_only", "trend_only", "avg_trend", "trend_with_test", "avg_with_test".

`alpha`

a numeric significance level for t-test flag (default: 0.1).

Value

A result data.frame to pass to TH_plots(), s, m and the length of the series are passed as silent attributes.

Author

Vladimiro Andrea Boselli, (2025) boselli.v@irea.cnr.it

Examples

 if (FALSE) {
output <- TH_single(
  series = rnorm(200),
  m = 2,
  s = 6,
  mode = "avg_with_test",
  alpha = 0.05
)
}