Struct StlConfig 

pub struct StlConfig {
    pub period: usize,
    pub n_iter: usize,
    pub trend_window: Option<usize>,
    pub seasonal_window: Option<usize>,
    pub low_pass_window: Option<usize>,
    pub outer_iter: usize,
}

Configuration for the STL decomposer.

Fields

period: usize

Seasonal period (e.g., 24 for hourly data with daily seasonality).

n_iter: usize

Number 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, in cycles — must be odd, ≥ 7. Default: 7, as in Cleveland et al. (1990), R’s stl and statsmodels’ STL.

low_pass_window: Option<usize>

Low-pass smoother window length — must be odd, ≥ 3. Default: the smallest odd integer ≥ period.

outer_iter: usize

Number of outer iterations, which is what makes the fit robust to outliers. 0 (the default) is the plain inner loop.

Each outer pass reweights every point by Cleveland’s bisquare of its residual against six times the median absolute residual, so a point far from the fit stops pulling on the next one. In a metrics database the case for it is ordinary rather than exotic: a restart, a scrape that timed out and was backfilled as a spike, a sensor returning its error sentinel. Without it one such point is spread across the whole seasonal component by the cycle-subseries smoother — it lands in the same season of every cycle.

Cleveland et al. (1990) §4.3 suggests 5–10 when robustness is wanted and 0 when it is not; statsmodels’ STL(robust=True) uses 15 with an early exit, which is the same bargain. Default 0, so the cost is paid only where it is asked for.

Implementations

impl StlConfig

pub fn new(period: usize) -> Self

Creates a new STL configuration with the given seasonal period.

pub fn with_iterations(self, n: usize) -> Self

Sets the number of STL iterations.

pub fn with_trend_window(self, w: usize) -> Self

Sets the trend smoother window length.

pub fn with_seasonal_window(self, w: usize) -> Self

Sets the seasonal subseries smoother window length, in cycles.

pub fn with_low_pass_window(self, w: usize) -> Self

Sets the low-pass smoother window length.

pub fn robust(self) -> Self

Makes the fit robust to outliers, with Cleveland’s suggested ten outer iterations.

pub fn with_outer_iterations(self, n: usize) -> Self

Sets the number of outer (robustness) iterations explicitly.

Trait Implementations

impl Clone for StlConfig

fn clone(&self) -> StlConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for StlConfig

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.