croissance.estimation.smoothing.segments module

croissance.estimation.smoothing.segments.segment_by_std_dev(series, increment=2, maximum=20)

Divides a series into segments, minimizing standard deviation over window size. Windows are of varying size from increment to maximum * increment at each offset increment within the series.

croissance.estimation.smoothing.segments.segment_points(series, segments)

Picks knot points for an interpolating spline along a series of segments according to these rules:

• For small segments, add a knot in the center of the segment

• For medium-sized segments, add a knot near the beginning and end of the segment

• For large segments, add a knot a knot near the beginning and end of the segment, and one in the center.

croissance.estimation.smoothing.segments.segment_spline_smoothing(series, series_std_dev=None, k=3)

croissance.estimation.smoothing.segments.window_median(window, start, end)