bfast
on S&P 500Analyze breakpoints with the R package bfast
with an interactive d3.js visualization using rCharts and the dimplejs library.
R bfast code from blog post
For a better understanding of bfast
please see the following paper.
Verbesselt J, Hyndman R, Newnham G, Culvenor D (2010) Detecting Trend and Seasonal Changes in Satellite Image Time Series. Remote Sensing of Environment, 114(1), 106–115. http://dx.doi.org/10.1016/j.rse.2009.08.014
S&P 500 data from Yahoo! Finance - used for personal education purposes