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Add detrending methods (#16)
* update CI * WIP Porting Aryan's code * add basic detranding and window smoothing * correct changelog * update docs to reflect dynamical systems style * update doc generation to dynamical systems * actually build docs * add docstring to MAW * finish things and add to docs * update workflows * add Loess * use correct module in docs * fix all tests * make subtypes of decompo-sition * add HP filter * add it to tests * fix test call * make test project file * add delay embedding in test * fix all tests * fix docs, fix tests * fix docs?
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‎.github/workflows/CompatHelper.yml

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name: CompatHelper
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on:
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schedule:
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- cron: 0 0 * * *
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workflow_dispatch:
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permissions:
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contents: write
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pull-requests: write
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- cron: '00 * * * *'
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jobs:
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CompatHelper:
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runs-on: ubuntu-latest
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runs-on: ${{ matrix.os }}
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strategy:
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matrix:
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julia-version: [1]
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julia-arch: [x86]
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os: [ubuntu-latest]
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steps:
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- name: Check if Julia is already available in the PATH
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id: julia_in_path
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run: which julia
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continue-on-error: true
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- name: Install Julia, but only if it is not already available in the PATH
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uses: julia-actions/setup-julia@v1
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- uses: julia-actions/setup-julia@latest
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with:
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version: '1'
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arch: ${{ runner.arch }}
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if: steps.julia_in_path.outcome != 'success'
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- name: "Add the General registry via Git"
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run: |
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import Pkg
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ENV["JULIA_PKG_SERVER"] = ""
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Pkg.Registry.add("General")
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shell: julia --color=yes {0}
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- name: "Install CompatHelper"
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run: |
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import Pkg
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name = "CompatHelper"
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uuid = "aa819f21-2bde-4658-8897-bab36330d9b7"
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version = "3"
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Pkg.add(; name, uuid, version)
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shell: julia --color=yes {0}
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- name: "Run CompatHelper"
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run: |
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import CompatHelper
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CompatHelper.main()
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shell: julia --color=yes {0}
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version: ${{ matrix.julia-version }}
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- name: Pkg.add("CompatHelper")
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run: julia -e 'using Pkg; Pkg.add("CompatHelper")'
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- name: CompatHelper.main()
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env:
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GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
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COMPATHELPER_PRIV: ${{ secrets.DOCUMENTER_KEY }}
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# COMPATHELPER_PRIV: ${{ secrets.COMPATHELPER_PRIV }}
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run: julia -e 'using CompatHelper; CompatHelper.main()'

‎.github/workflows/TagBot.yml

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- uses: JuliaRegistries/TagBot@v1
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with:
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token: ${{ secrets.GITHUB_TOKEN }}
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ssh: ${{ secrets.DOCUMENTER_KEY }}
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ssh: ${{ secrets.DOCUMENTER_KEY }}

‎.github/workflows/ci.yml

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on:
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pull_request:
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branches:
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- master
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- main
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- '**' # matches every branch
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push:
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branches:
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- master
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- main
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tags: '*'
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test:
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fail-fast: false
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matrix:
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version:
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- '1' # Replace this with the minimum Julia version that your package supports. E.g. if your package requires Julia 1.5 or higher, change this to '1.5'.
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os: [ubuntu-latest]
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- '1'
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os: [ubuntu-latest] # adjust according to need, e.g. os: [ubuntu-latest] if testing only on linux
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arch:
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- x64
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steps:
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# Cancel ongoing CI test runs if pushing to branch again before the previous tests
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# have finished
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- name: Cancel ongoing test runs for previous commits
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uses: styfle/cancel-workflow-action@0.6.0
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with:
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access_token: ${{ github.token }}
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# Do tests
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- uses: actions/checkout@v2
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- uses: julia-actions/setup-julia@v1
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with:
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version: ${{ matrix.version }}
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arch: ${{ matrix.arch }}
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- uses: actions/cache@v1
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- uses: actions/cache@v4
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env:
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cache-name: cache-artifacts
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with:
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${{ runner.os }}-test-
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${{ runner.os }}-
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- uses: julia-actions/julia-buildpkg@v1
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- uses: julia-actions/julia-runtest@v1
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docs:
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name: Documentation
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v2
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- uses: julia-actions/setup-julia@v1
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- uses: julia-actions/julia-processcoverage@v1
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- uses: codecov/codecov-action@v1
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with:
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version: '1'
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- name: Instantiate and install dependencies
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run: |
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julia --project=docs -e '
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using Pkg
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Pkg.develop(PackageSpec(path=pwd()))
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Pkg.instantiate()'
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- name: Generate documentation and deploy
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env: # needed for pushing to gh-pages branch
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GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
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DOCUMENTER_KEY: ${{ secrets.DOCUMENTER_KEY }}
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run:
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julia --project=docs docs/make.jl
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file: lcov.info

‎.github/workflows/doccleanup.yml

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name: Doc Preview Cleanup
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on:
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pull_request:
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types: [closed]
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jobs:
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doc-preview-cleanup:
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runs-on: ubuntu-latest
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steps:
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- name: Checkout gh-pages branch
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uses: actions/checkout@v2
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with:
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ref: gh-pages
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- name: Delete preview and history + push changes
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run: |
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if [ -d "previews/PR$PRNUM" ]; then
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git config user.name "Documenter.jl"
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git config user.email "documenter@juliadocs.github.io"
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git rm -rf "previews/PR$PRNUM"
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git commit -m "delete preview"
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git branch gh-pages-new $(echo "delete history" | git commit-tree HEAD^{tree})
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git push --force origin gh-pages-new:gh-pages
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fi
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env:
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PRNUM: ${{ github.event.number }}

‎.github/workflows/documentation.yml

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name: Documentation
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on:
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push:
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branches:
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- main
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tags: '*'
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pull_request:
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jobs:
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build:
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permissions:
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contents: write
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v2
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- uses: julia-actions/setup-julia@v1
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with:
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version: '1'
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- name: Install dependencies
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run: julia --project=docs/ -e 'using Pkg; Pkg.develop(PackageSpec(path=pwd())); Pkg.instantiate()'
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- name: Build and deploy
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env:
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GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} # If authenticating with GitHub Actions token
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DOCUMENTER_KEY: ${{ secrets.DOCUMENTER_KEY }} # If authenticating with SSH deploy key
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run: julia --project=docs/ docs/make.jl

‎.gitignore

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plots
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notebooks
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_research
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docs/build_docs_with_style.jl
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################################################################################
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# Julia #

‎CHANGELOG.md

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*changelog kept with respect to version 1.0*
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# v1.2
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- Add new functionality for the package: detrending
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- Add new functionality for the package: smoothing
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- Add new `Decompositions`: `PolynomialDetrending, NoDecomposition, MovingAverageSmoothing, LoessSmoothing, HodrickPrescott`.
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- Package is now part of DynamicalSystems.jl as well under the category "Nonlinear Timeseries Analysis".
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# v1.1
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Update to Julia 1.9, and bump dependency compatibility versions to those of Julia 1.9+.

‎Project.toml

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name = "SignalDecomposition"
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uuid = "11a47235-7b84-4c7c-b885-fc3e2a9cf955"
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authors = ["Datseris <datseris.george@gmail.com>"]
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version = "1.1.0"
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version = "1.2.0"
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[deps]
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BandedMatrices = "aae01518-5342-5314-be14-df237901396f"
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FFTW = "7a1cc6ca-52ef-59f5-83cd-3a7055c09341"
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LPVSpectral = "26dcc766-85df-5edc-b560-6076d5dbac63"
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LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
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Loess = "4345ca2d-374a-55d4-8d30-97f9976e7612"
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Neighborhood = "645ca80c-8b79-4109-87ea-e1f58159d116"
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Polynomials = "f27b6e38-b328-58d1-80ce-0feddd5e7a45"
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Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
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SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
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StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
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Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
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DelayEmbeddings = "2"
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FFTW = "1.2"
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LPVSpectral = "0.3"
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Loess = "0.6"
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Neighborhood = "0.2"
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Polynomials = "4"
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SparseArrays = "1.11"
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StaticArrays = "1"
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Statistics = "1"
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julia = "1.9"
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[extras]
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DelimitedFiles = "8bb1440f-4735-579b-a4ab-409b98df4dab"
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DynamicalSystemsBase = "6e36e845-645a-534a-86f2-f5d4aa5a06b4"
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Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
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[targets]
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test = ["Test", "DelimitedFiles", "DynamicalSystemsBase"]

‎README.md

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![SignalDecomposition.jl](https://github.com/JuliaDynamics/JuliaDynamics/blob/master/videos/other/signaldecomposition.gif?raw=true)
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[![docsdev](https://img.shields.io/badge/docs-dev-lightblue.svg)](https://juliadynamics.github.io/DynamicalSystemsDocs.jl/signaldecomposition/dev/)
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[![docsstable](https://img.shields.io/badge/docs-stable-blue.svg)](https://juliadynamics.github.io/DynamicalSystemsDocs.jl/signaldecomposition/stable/)
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[![CI](https://github.com/JuliaDynamics/SignalDecomposition.jl/workflows/CI/badge.svg)](https://github.com/JuliaDynamics/SignalDecomposition.jl/actions?query=workflow%3ACI)
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[![codecov](https://codecov.io/gh/JuliaDynamics/SignalDecomposition.jl/branch/main/graph/badge.svg)](https://codecov.io/gh/JuliaDynamics/SignalDecomposition.jl)
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| **Documentation** | **Tests** | **Chat** |
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|:--------:|:---------------:|:-----:|
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|[![](https://img.shields.io/badge/docs-online-blue.svg)](https://JuliaDynamics.github.io/SignalDecomposition.jl/dev)| [![CI](https://github.com/juliadynamics/SignalDecomposition.jl/workflows/CI/badge.svg)](https://github.com/JuliaDynamics/SignalDecomposition.jl/actions) | [![Gitter](https://img.shields.io/gitter/room/nwjs/nw.js.svg)](https://gitter.im/JuliaDynamics/Lobby)
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SignalDecomposition.jl is a Julia package providing an interface and dozens of algorithm implementations for signal decomposition.
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Given a signal (or timeseries), the function `decompose` splits it into two components.
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These may be:
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- structure and noise (de-noising or smoothing)
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- seasonal and residual (climatologies or anomalies)
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- trend and residual (de-trending)
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Decompose a signal/timeseries into structure and noise or seasonal and residual components.
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Further info in the docs!
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It can be used as a standalone package, or as part of
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[DynamicalSystems.jl](https://juliadynamics.github.io/DynamicalSystemsDocs.jl/dynamicalsystems/stable/).
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To install it, run `import Pkg; Pkg.add("SignalDecomposition")`.
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All further information is provided in the documentation, which you can either find [online](https://juliadynamics.github.io/DynamicalSystemsDocs.jl/signaldecomposition/stable/) or build locally by running the `docs/make.jl` file.

‎docs/Project.toml

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Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
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Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
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DocumenterTools = "35a29f4d-8980-5a13-9543-d66fff28ecb8"
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DynamicalSystems = "61744808-ddfa-5f27-97ff-6e42cc95d634"
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Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
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PredefinedDynamicalSystems = "31e2f376-db9e-427a-b76e-a14f56347a14"
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Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
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SignalDecomposition = "11a47235-7b84-4c7c-b885-fc3e2a9cf955"
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CairoMakie = "13f3f980-e62b-5c42-98c6-ff1f3baf88f0"
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[compat]
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PredefinedDynamicalSystems = "1.4"

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