Struct stlplus_rs::STLOptions

pub struct STLOptions {

    pub num_obs_per_period: usize,
    pub s_window: Option<usize>,
    pub s_degree: Degree,
    pub t_window: Option<usize>,
    pub t_degree: Degree,
    pub l_window: Option<usize>,
    pub l_degree: Degree,
    pub s_jump: Option<usize>,
    pub t_jump: Option<usize>,
    pub l_jump: Option<usize>,
    pub critfreq: f64,
    pub number_of_inner_loop_passes: u32,
    pub number_of_robustness_iterations: u32,
}

Comments are still from the original R implementation and Java port.

Fields

num_obs_per_period: usize

The number of observations in each cycle of the seasonal component, n_p

s_window: Option<usize>

s.window either the character string \code{“periodic”} or the span (in lags) of the loess window for seasonal extraction, which should be odd. This has no default.

None is used for periodic

s_degree: Degree

s.degree degree of locally-fitted polynomial in seasonal extraction. Should be 0, 1, or 2.

t_window: Option<usize>

t.window the span (in lags) of the loess window for trend extraction, which should be odd. If \code{NULL}, the default, \code{nextodd(ceiling((1.5*period) / (1-(1.5/s.window))))}, is taken.

t_degree: Degree

t.degree degree of locally-fitted polynomial in trend extraction. Should be 0, 1, or 2.

l_window: Option<usize>

l.window the span (in lags) of the loess window of the low-pass filter used for each subseries.

Defaults to the smallest odd integer greater than or equal to \code{n.p} which is recommended since it prevents competition between the trend and seasonal components. If not an odd integer its given value is increased to the next odd one.

l_degree: Degree

l.degree degree of locally-fitted polynomial for the subseries low-pass filter. Should be 0, 1, or 2.

s_jump: Option<usize>

s.jump s.jump,t.jump,l.jump,fc.jump integers at least one to increase speed of the respective smoother. Linear interpolation happens between every \code{*.jump}th value.

t_jump: Option<usize>

t.jump

l_jump: Option<usize>

l.jump

critfreq: f64

critfreq the critical frequency to use for automatic calculation of smoothing windows for the trend and high-pass filter.

number_of_inner_loop_passes: u32

The number of passes through the inner loop, n_i

number_of_robustness_iterations: u32

The number of robustness iterations of the outer loop, n_o

Trait Implementations

impl Default for STLOptions

fn default() -> Self

Returns the “default value” for a type.