pyhctsa.operations.stationarity.trend

pyhctsa.operations.stationarity.trend(y)

Quantifies various measures of trend in a time series.

This function analyzes trends by: 1. Computing ratio of standard deviations before/after linear detrending 2. Fitting a linear trend and extracting parameters 3. Analyzing statistics of the cumulative sum

For strong linear trends, the standard deviation ratio will be low since detrending removes significant variance.

Parameters:
y : array-like

The input time series

Returns:

Dictionary containing trend measures.

Return type:

Dict[str, float]