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Module detrend

Module detrend 

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Detrending and decomposition functions for non-stationary functional data.

This module provides methods for removing trends from functional data to enable more accurate seasonal analysis. It includes:

  • Linear detrending (least squares)
  • Polynomial detrending (QR decomposition)
  • Differencing (first and second order)
  • LOESS detrending (local polynomial regression)
  • Spline detrending (P-splines)
  • Automatic method selection via AIC

Structs§

DecomposeResult
Result of seasonal decomposition.
StlResult
Result of STL decomposition including robustness weights.
TrendResult
Result of detrending operation.

Functions§

auto_detrend
Automatically select the best detrending method using AIC.
decompose_additive
Additive seasonal decomposition: data = trend + seasonal + remainder
decompose_multiplicative
Multiplicative seasonal decomposition: data = trend * seasonal * remainder
detrend_diff
Remove trend by differencing.
detrend_linear
Remove linear trend from functional data using least squares.
detrend_loess
Remove trend using LOESS (local polynomial regression).
detrend_polynomial
Remove polynomial trend from functional data using QR decomposition.
stl_decompose
STL Decomposition: Seasonal and Trend decomposition using LOESS
stl_fdata
Wrapper function for functional data STL decomposition.