Reduce dependencies (e.g., statsmodels)

hippke / wotan

Automagically remove trends from time-series data

MIT License

144 stars 21 forks source link

Open hippke opened 5 years ago

hippke commented 5 years ago

hippke commented 5 years ago

Added own lowess implementation instead of statsmodels dependency
- faster (based on numba)
- cleaner code (38 sloc instead of 678 sloc in statsmodels)
- convergence to defined level (default 1e-6) instead of a fixed number of robustifying rounds

hippke commented 5 years ago

lowess released with 1.0.7. estimators Hampel, Huber, Ramsay still open