Skip to main content

decompose

Perform seasonal decomposition

Source Code: [link]

openbb.qa.decompose(data: pd.DataFrame, multiplicative: bool = False)

Parameters

NameTypeDescriptionDefaultOptional
datapd.DataFrameDataframe of targeted dataNoneFalse
multiplicativeboolBoolean to indicate multiplication instead of additionFalseTrue

Returns

TypeDescription
Tuple[DecomposeResult, pd.DataFrame, pd.DataFrame]DecomposeResult class from statsmodels (observed, seasonal, trend, residual, and weights),
Filtered cycle DataFrame,
Filtered trend DataFrame