incline.sgolay_trend

incline.sgolay_trend(df, column_value='value', time_column=None, function_order=3, window_length=15, **kwargs)

Estimate the trend with a Savitzky-Golay filter.

A fixed linear filter, so standard errors are exact.

Parameters:

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

• column_value (str) – Column holding the values.

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

• function_order (int) – Degree of the local polynomial.

• window_length (int) – Filter window in observations; forced odd.

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

Returns:

The input frame plus the estimate columns.

Return type:

pd.DataFrame