[SciPy-User] Trend Detection

David Warde-Farley dwf@cs.toronto....
Fri Oct 2 10:25:29 CDT 2009


On 2-Oct-09, at 10:40 AM, Gökhan Sever wrote:

> Hello,
>
> Recently, I have come across a new paper published with the title:  
> Deterministic versus stochastic trends: Detection and challenges  
> [1]. I am planning to experimentally apply (very preferably, without  
> re-inventing the wheel :) some of the techniques that they adapted  
> for trend detection (parametric and non-parametric ones) on my  
> datasets. (Ahh, I don't know how will it would take for me to fully  
> grasp what this is really means: "including wavelet analysis,  
> heuristic methods and by fitting fractionally integrated  
> autoregressive moving average models.")

http://en.wikipedia.org/wiki/Wavelets
http://en.wikipedia.org/wiki/Autoregressive_moving_average_model

> Are any of the mentioned approaches available in SciPy habitat?

I'd have a look at the TimeSeries scikit, that seems like the right  
place.

As for the wavelet transform there's http://wavelets.scipy.org/ , I've  
never used it though.

David


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