pub struct StlConfig {
pub period: usize,
pub n_iter: usize,
pub trend_window: Option<usize>,
pub seasonal_window: Option<usize>,
}Expand description
Configuration for the STL decomposer.
Fields§
§period: usizeSeasonal period (e.g., 24 for hourly data with daily seasonality).
n_iter: usizeNumber of outer-loop iterations (default: 2).
trend_window: Option<usize>Trend smoother window length — must be odd, ≥ 3.
Default: period + 1 (rounded up to next odd).
seasonal_window: Option<usize>Seasonal subseries smoother window length — must be odd, ≥ 3.
Default: max(7, period) (rounded up to next odd).
R’s STL defaults to at least 7; the previous hardcoded value of 3
was too small and allowed noise into the seasonal component.
Implementations§
Source§impl StlConfig
impl StlConfig
Sourcepub fn new(period: usize) -> Self
pub fn new(period: usize) -> Self
Creates a new STL configuration with the given seasonal period.
Sourcepub fn with_iterations(self, n: usize) -> Self
pub fn with_iterations(self, n: usize) -> Self
Sets the number of STL iterations.
Sourcepub fn with_trend_window(self, w: usize) -> Self
pub fn with_trend_window(self, w: usize) -> Self
Sets the trend smoother window length.
Sourcepub fn with_seasonal_window(self, w: usize) -> Self
pub fn with_seasonal_window(self, w: usize) -> Self
Sets the seasonal subseries smoother window length.
Trait Implementations§
Auto Trait Implementations§
impl Freeze for StlConfig
impl RefUnwindSafe for StlConfig
impl Send for StlConfig
impl Sync for StlConfig
impl Unpin for StlConfig
impl UnsafeUnpin for StlConfig
impl UnwindSafe for StlConfig
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