[SciPy-User] Trend Detection

Gökhan Sever gokhansever@gmail....
Fri Oct 2 09:40:17 CDT 2009


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.*")

Are any of the mentioned approaches available in SciPy habitat?

Any comments or suggestions are appreciated.

[1] : Fatichi, S., S. M. Barbosa, E. Caporali, and M. E. Silva (2009),
Deterministic versus stochastic trends: Detection and challenges, J.
Geophys. Res., 114, D18121, doi:10.1029/2009JD011960.

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