Stats TimeSeries seasonality - CyrilB1531/lodestar GitHub Wiki
Seasonality — Lodestar.Stats.TimeSeries
Classical decomposition of a series into a trend, a seasonal pattern and a residual, by moving
averages, at statsmodels 0.15.0's seasonal_decompose parity.
| type | carries |
|---|---|
SeasonalDecomposition |
SeasonalDecomposition.Decompose, the one entry point |
SeasonalDecompositionOptions |
the model, the filter's sides and the trend extrapolation |
SeasonalComponents |
the three components, each the length of the series |
SeasonalModel |
additive or multiplicative |
The period is required: the reference infers it from a pandas index, which a span does not have. STL, the loess-based decomposition, is a different algorithm and is not here.
The Python equivalence table maps each statsmodels call to its
counterpart here.