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Schlicht, Ekkehart (2011): Mend-A Mathematica package for mending time series with missing observations and structural breaks.
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Abstract

The package implements a method for mending time series with missing observations and structural breaks. The method is described in Ekkehart Schlicht: "Trend Extraction from Time Series with Structural Breaks and Missing Observations", Journal of the Japan Statistical Society Vol. 38 (2008), No. 2, pages 285-292, freely available at http://www.jstage.jst.go.jp/article/jjss/38/2/285/_pdf.