Installation
About
Provides significance tests for second-order stationarity for time series using bootstrap wavelet packet tests. Provides functionality to visualize the time series with the results of the hypothesis tests superimposed. The methodology is described in Cardinali, A and Nason, G P (2016) "Practical powerful wavelet packet tests for second-order stationarity." Applied and Computational Harmonic Analysis, 44, 558-585 doi:10.1016/j.acha.2016.06.006.
Citation | BootWPTOS citation info |
Key Metrics
Downloads
Last 24 hours | 0 -100% |
Last 7 days | 26 -38% |
Last 30 days | 139 -14% |
Last 90 days | 465 -22% |
Last 365 days | 2.438 +16% |