[SciPy-User] Trend Detection
David Warde-Farley
dwf at cs.toronto.edu
Fri Oct 2 11:25:29 EDT 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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