Detrender

Remove a trend from a series.

Quickstart

from sktime.transformations.detrend import Detrender

estimator = Detrender(forecaster=None, model='additive')

Parameters(2)

forecastersktime forecaster, follows BaseForecaster, default = None.

The forecasting model to remove the trend with (e.g. PolynomialTrendForecaster).

model{“additive”, “multiplicative”}, default=”additive”

If model="additive" the forecaster.transform subtracts the trend, i.e., transform(X) returns X - forecaster.predict(fh=X.index) If model="multiplicative" the forecaster.transform divides by the trend, i.e., transform(X) returns X / forecaster.predict(fh=X.index)

Examples

>>> from sktime.transformations.detrend import Detrender
>>> from sktime.forecasting.trend import PolynomialTrendForecaster
>>> from sktime.datasets import load_airline
>>> y = load_airline ()
>>> transformer = Detrender (forecaster = PolynomialTrendForecaster (degree = 1))
>>> y_hat = transformer. fit_transform (y)