incline.kalman_trend

incline.kalman_trend(df, value_column='value', time_column=None, seasonal_period=None, **kwargs)

Estimate the trend with a local linear trend state-space model.

The slope is a state, so its standard error is a diagonal entry of the smoother covariance. Sampling must be regular because the state transition advances once per observation.

Parameters:

• df (pd.DataFrame) – Time series data.

• value_column (str) – Column holding the values.

• time_column (str | None) – Numeric time column.

• seasonal_period (int | None) – Length of a seasonal cycle, if any.

• **kwargs (Any) – Uncertainty options; see estimate().

Returns:

The input frame plus the estimate columns.

Return type:

pd.DataFrame