Transformer
Deseasonalizer
Inverse transformUnequal-length series
Remove seasonal components from a time series.
Applies statsmodels.tsa.seasonal.seasonal_compose and removes the seasonal component in transform. Adds seasonal component back again in inverse_transform. Seasonality removal can be additive or multiplicative.
fit computes seasonal components and stores them in seasonal_ attribute.
transform aligns seasonal components stored in seasonal_ with the time index of the passed series and then subtracts them (“additive” model) from the passed series or divides the passed series by them (“multiplicative” model).
Quickstart
python
from sktime.transformations.detrend import Deseasonalizer
estimator = Deseasonalizer(sp=1, model='additive')Tags
Capabilities
- Inverse transform: Supported
- Unequal-length series
- Multivariate: Not supported
- Missing values: Not supported
- Removes missing values: Not supported
- Equalizes series length: Not supported
Properties
- Input typescitype:transform-input
- Series
- Output typescitype:transform-output
- Series
- Label typescitype:transform-labels
- None
- Fit is emptyfit_is_empty
- No
- Keeps the time indextransform-returns-same-time-index
- Yes
- Requires Xrequires_X
- Yes
- Requires yrequires_y
- No
- X and y need the same indexX-y-must-have-same-index
- No
Parameters(2)
- spint, default=1
- Seasonal periodicity.
- model{“additive”, “multiplicative”}, default=”additive”
- Model to use for estimating seasonal component.
Examples
>>> from sktime.transformations.detrend import Deseasonalizer
>>> from sktime.datasets import load_airline
>>> y = load_airline ()
>>> transformer = Deseasonalizer ()
>>> y_hat = transformer. fit_transform (y)