pyacs.gts.lib.filters.piecewise_linear module

Piecewise linear approximation of time series. Based on https://pypi.org/project/pwlf.

pyacs.gts.lib.filters.piecewise_linear.pwlf(self, component, n, in_place=False, verbose=False, output=False)[source]

Perform a piecewise approximation of a time series. Since it the routine is 1D, the component E,N, or U needs to be specified.

Parameters
  • component – component used for the decomposition. Must be ‘E’,’N’ or ‘U’

  • n – number of segments

  • in_place – if True then replace the current time series

  • verbose – boolean, verbose mode

Output

if False, the predicted time series is returned. If True, then a list of dates is returned.