Breaks for Additive Season and Trend

Decomposition of time series into trend, seasonal, and remainder components with methods for detecting and characterizing abrupt changes within the trend and seasonal components. 'BFAST' can be used to analyze different types of satellite image time series and can be applied to other disciplines dealing with seasonal or non-seasonal time series, such as hydrology, climatology, and econometrics. The algorithm can be extended to label detected changes with information on the parameters of the fitted piecewise linear models. 'BFAST' monitoring functionality is described in Verbesselt et al. (2010) . 'BFAST monitor' provides functionality to detect disturbance in near real-time based on 'BFAST'- type models, and is described in Verbesselt et al. (2012) . 'BFAST Lite' approach is a flexible approach that handles missing data without interpolation, and will be described in an upcoming paper. Furthermore, different models can now be used to fit the time series data and detect structural changes (breaks).


News

Changes in Version 1.5-7

o all required packages are now in imports so you have to load the package e.g. zoo yourself now.

Changes in Version 1.5-5

o Bfast01 classification function added

Changes in Version 1.5

o Bfast01 function added

Changes in Version 1.4-4

o Bfastmonitor function added

Changes in Version 1.4-3

o Preparing helper functions for processing of different types of time series data o Preparing structure and plan for raster brick processing (satellite image time series processing)

Changes in Version 1.4-1

o Plotting functionality is improved for bfastmonitor() output (i.e. when dealing with daily data and lot's of missing data points)

Changes in Version 1.4-0

o Added bfastmonitor() for near real-time detection of breaks in BFAST-type model. Data pre-processing is handled by a new function bfastpp() whose results can easily be plugged into strucchange (or other modeling/testing functions).

o New data set "som" with NDVI series from Somalia.

Reference manual

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install.packages("bfast")

1.6.1 by Dainius Masiliunas, 3 months ago


https://bfast2.github.io/


Report a bug at https://github.com/bfast2/bfast/issues


Browse source code at https://github.com/cran/bfast


Authors: Jan Verbesselt [aut] , Dainius Masiliunas [aut, cre] , Achim Zeileis [aut] , Rob Hyndman [ctb] , Marius Appel [aut] , Martin Jung [ctb] , Andrei Mirt [ctb] , Paulo Negri Bernardino [ctb] , Dongdong Kong [ctb]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 2) license


Imports graphics, stats, zoo, forecast, Rcpp, Rdpack

Depends on strucchangeRcpp

Suggests MASS, sfsmisc, stlplus, raster

Linking to Rcpp


Imported by TSS.RESTREND.

Suggested by Rwtss, strucchangeRcpp.


See at CRAN