Wavelet Methods for Analysing Locally Stationary Time Series R package TrendLSW version 1.0.6 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) Fitting models for, and simulation of, trend locally stationary wavelet (TLSW) time series models, which take account of time-varying trend and dependence structure in a univariate time series. The TLSW model, and its estimation, is described in McGonigle, Killick and Nunes (2022a) <doi:10.1111/jtsa.12643>, (2022b) <doi:10.1214/22-EJS2044>. Further information regarding the use of the package, along with detailed examples, can be found in McGonigle, Killick and Nunes (2025) <doi:10.18637/jss.v115.i10>. New users will likely want to start with the TLSW function. Software Depends: R (>= 4.1.0) Imports: wavethresh, locits Suggests: testthat (>= 3.0.0), vdiffr Euan T. McGonigle <e.t.mcgonigle@soton.ac.uk> Comprehensive R Archive Network (CRAN) Euan T. McGonigle [aut, cre], Rebecca Killick [aut], Matthew Nunes [aut] GPL (>= 3) 2026-01-21 application/tgz https://CRAN.R-project.org/package=TrendLSW doi:10.32614/CRAN.package.TrendLSW