Bayesian Change-Point Detection and Time Series Decomposition
Overview
BEAST is a Bayesian estimator of abrupt change, seasonality, and trend for decomposing univariate time series and 1D sequential data. Interpretation of time series depends on model choice; different models can yield contrasting or contradicting estimates of patterns, trends, and mechanisms. BEAST alleviates this by abandoning the single-best-model paradigm and instead using Bayesian model averaging over many competing decompositions. It detects and characterizes abrupt changes (changepoints, breakpoints, structural breaks, joinpoints), cyclic or seasonal variation, and nonlinear trends. BEAST not only detects when changes occur but also quantifies how likely the changes are true. It estimates not just piecewise linear trends but also arbitrary nonlinear trends. BEAST is generically applicable to any real-valued time series, such as those from remote sensing, economics, climate science, ecology, hydrology, and other environmental and biological systems. Example applications include identifying regime shifts in ecological data, mapping forest disturbance and land degradation from satellite image time series, detecting market trends in economic indicators, pinpointing anomalies and extreme events in climate records, and analyzing system dynamics in biological time series. Details are given in Zhao et al. (2019) doi:10.1016/j.rse.2019.04.034.
- Add two new arguments s.complexfct and t.complexfct ( prior$seasonComplexityFactor and prior$trendComplexityFactor)
- to allow users to mannually tune how complex the seasonal and trend curves are, rather than using the default
- non-informative priors (s.complexfct=0, and t.complexfct=0).
From NEWS.md in the release
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 16
- Examples that run
- 81%13 run in a plain check · 3 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 97%
- Return-value docs
- 100%
- Help pages citing references
- 100%
Downloads
Repository
- PRs merged (all time)
- 83%
- Median days to close, 50 most recently updated closed issues
- 161
- Median days to close, 50 most recently updated closed PRs
- 1
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No development-tooling practices detected in the upstream repository.
Dependencies
Installing Rbeast adds no packages beyond those that come with R.
Code & Tests
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- RR 4.2.0 released · 2022-04-22
- 0.9.3
- unarchivedReturned to CRAN2021-12-23
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- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-05-17
- Total releases
- 17 / 7 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.10.0
- Bundled data
- 219 KB / 8 files
- Download size
- 1.4 MB
Cite
Cite this package
Run in R for the authors' entry:
citation("Rbeast")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.1016/j.rse.2019.04.034, 10.1016/j.rse.2012.12.026, 10.1016/j.isprsjprs.2021.04.008.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-19, which the citation names so these numbers can be found later. More on citing and the projects behind them.