Software Library (research)

Time Series Analysis

• MATLAB M-files for "k-means method for trends of time series" (KMT algorithm)
  • for univariate trends :KMT.zip [original KMT algorithm] Watanabe (2022)
    
  • for original nonstationary time seriess :KMNTS.zip (moving average method used for trend estimation) Watanabe (2022)
    
  • for multivariate trends :KMTmulti.zip Watanabe (2023)
    See readme.txt in each ZIP file