incline.local_sigma¶

incline.local_sigma(y, window=25)[source]¶

Estimate a noise level that varies across the series.

Applies the same second-difference logic as rice_sigma() inside a rolling window, so the estimate stays free of the smoother and free of the trend while being allowed to change.

Parameters:

y (NDArray[float64]) – Observed values.
window (int) – Number of second differences averaged at each point. Wider is steadier but slower to follow a change in scale.

Returns:

Estimated noise standard deviation at each point.

Return type:

NDArray[float64]