Hallo, my noisy time series represent a fading signal comprising of long enough parts with a simple trend inside of each such a part. Transition from one part into another is always a non-smooth and very sharp/acute. In other words I have a piecewise polynomial noisy curve asymptotically converging to the biased constant, points between pieces are non-differentiable.
I am looking for implementations of models adequate for such a data. Are there any possibilities to adapt the ARIMA or MCMC? Many thanks in advance for any help/URLs ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
