Struct Stl 

pub struct Stl { /* private fields */ }

STL decomposition with a builder for its options.

Examples

use u_analytics::decomposition::Stl;

// A rising line plus a cycle of four.
let pattern = [2.0, -1.0, 0.5, -1.5];
let y: Vec<f64> = (0..48).map(|i| 0.3 * i as f64 + pattern[i % 4]).collect();
let r = Stl::new(4).decompose(&y).unwrap();
assert!((r.seasonal[20] - 2.0).abs() < 1e-6);
assert!(r.seasonal_strength > 0.99);

Implementations

impl Stl

pub fn new(period: usize) -> Self

STL for a series with this period, with statsmodels’ defaults.

pub fn seasonal(self, span: usize) -> Self

Span of the seasonal smoother: odd, at least 3. Larger = a seasonal pattern that changes more slowly from cycle to cycle.

pub fn trend(self, span: usize) -> Self

Span of the trend smoother: odd, at least 3, above the period.

pub fn low_pass(self, span: usize) -> Self

Span of the low-pass smoother: odd, at least 3, above the period.

pub fn seasonal_degree(self, degree: usize) -> Self

Degree (0 or 1) of the seasonal Loess.

pub fn trend_degree(self, degree: usize) -> Self

Degree (0 or 1) of the trend Loess.

pub fn low_pass_degree(self, degree: usize) -> Self

Degree (0 or 1) of the low-pass Loess.

pub fn robust(self, robust: bool) -> Self

Down-weight outliers with the outer loop.

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

Passes of the inner loop (default 5, or 2 when robust). At least 1.

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

Passes of the outer loop (default 0, or 15 when robust).

pub fn default_trend_span(period: usize, seasonal: usize) -> usize

The trend span used when none is given: the smallest odd integer at least 1.5 · period / (1 − 1.5 / seasonal) (Cleveland et al. 1990, §3.5; statsmodels’ default).

pub fn default_low_pass_span(period: usize) -> usize

The low-pass span used when none is given: the smallest odd integer above the period.

pub fn decompose(&self, data: &[f64]) -> Result<StlResult, StlError>

Decompose data.

Errors

StlError when an option is outside its domain, a span is even, there are fewer than two full cycles, or a value is not finite.

Trait Implementations

impl Clone for Stl

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Stl

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

Formats the value using the given formatter.

impl PartialEq for Stl

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for Stl