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DecompositionExt

so_tsa::decomposition

Trait DecompositionExt 

Source 
pub trait DecompositionExt {
    // Required methods
    fn decompose_ma(
        &self,
        method: DecompositionMethod,
        period: usize,
    ) -> Result<DecompositionResults>;
    fn decompose_stl(&self, period: usize) -> Result<DecompositionResults>;
    fn hp_filter(&self, lambda: f64) -> Result<(TimeSeries, TimeSeries)>;
    fn x12_adjust(&self, period: usize) -> Result<TimeSeries>;
}
Expand description

Extension trait for TimeSeries decomposition methods

Required Methods§

Source

fn decompose_ma( &self, method: DecompositionMethod, period: usize, ) -> Result<DecompositionResults>

Moving average decomposition

Source

fn decompose_stl(&self, period: usize) -> Result<DecompositionResults>

STL decomposition

Source

fn hp_filter(&self, lambda: f64) -> Result<(TimeSeries, TimeSeries)>

Hodrick-Prescott filter

Source

fn x12_adjust(&self, period: usize) -> Result<TimeSeries>

X-12-ARIMA seasonal adjustment

Implementors§