From 52824d8c8f34c0700ad8a4d023bd9dc4bb1fab68 Mon Sep 17 00:00:00 2001
From: Datseris <datseris.george@gmail.com>
Date: Sat, 26 Apr 2025 17:42:25 +0100
Subject: [PATCH 01/22] update CI

---
 .github/workflows/CompatHelper.yml  | 51 +++++++++--------------------
 .github/workflows/TagBot.yml        |  2 +-
 .github/workflows/ci.yml            | 39 +++++++++-------------
 .github/workflows/doccleanup.yml    | 26 +++++++++++++++
 .github/workflows/documentation.yml | 26 +++++++++++++++
 5 files changed, 84 insertions(+), 60 deletions(-)
 create mode 100644 .github/workflows/doccleanup.yml
 create mode 100644 .github/workflows/documentation.yml

diff --git a/.github/workflows/CompatHelper.yml b/.github/workflows/CompatHelper.yml
index 3dfba52..6c2390a 100644
--- a/.github/workflows/CompatHelper.yml
+++ b/.github/workflows/CompatHelper.yml
@@ -1,45 +1,24 @@
 name: CompatHelper
+
 on:
   schedule:
-    - cron: 0 0 * * *
-  workflow_dispatch:
-permissions:
-  contents: write
-  pull-requests: write
+    - cron: '00 * * * *'
+
 jobs:
   CompatHelper:
-    runs-on: ubuntu-latest
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        julia-version: [1]
+        julia-arch: [x86]
+        os: [ubuntu-latest]
     steps:
-      - name: Check if Julia is already available in the PATH
-        id: julia_in_path
-        run: which julia
-        continue-on-error: true
-      - name: Install Julia, but only if it is not already available in the PATH
-        uses: julia-actions/setup-julia@v1
+      - uses: julia-actions/setup-julia@latest
         with:
-          version: '1'
-          arch: ${{ runner.arch }}
-        if: steps.julia_in_path.outcome != 'success'
-      - name: "Add the General registry via Git"
-        run: |
-          import Pkg
-          ENV["JULIA_PKG_SERVER"] = ""
-          Pkg.Registry.add("General")
-        shell: julia --color=yes {0}
-      - name: "Install CompatHelper"
-        run: |
-          import Pkg
-          name = "CompatHelper"
-          uuid = "aa819f21-2bde-4658-8897-bab36330d9b7"
-          version = "3"
-          Pkg.add(; name, uuid, version)
-        shell: julia --color=yes {0}
-      - name: "Run CompatHelper"
-        run: |
-          import CompatHelper
-          CompatHelper.main()
-        shell: julia --color=yes {0}
+          version: ${{ matrix.julia-version }}
+      - name: Pkg.add("CompatHelper")
+        run: julia -e 'using Pkg; Pkg.add("CompatHelper")'
+      - name: CompatHelper.main()
         env:
           GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
-          COMPATHELPER_PRIV: ${{ secrets.DOCUMENTER_KEY }}
-          # COMPATHELPER_PRIV: ${{ secrets.COMPATHELPER_PRIV }}
\ No newline at end of file
+        run: julia -e 'using CompatHelper; CompatHelper.main()'
diff --git a/.github/workflows/TagBot.yml b/.github/workflows/TagBot.yml
index f49313b..623860f 100644
--- a/.github/workflows/TagBot.yml
+++ b/.github/workflows/TagBot.yml
@@ -12,4 +12,4 @@ jobs:
       - uses: JuliaRegistries/TagBot@v1
         with:
           token: ${{ secrets.GITHUB_TOKEN }}
-          ssh: ${{ secrets.DOCUMENTER_KEY }}
+          ssh: ${{ secrets.DOCUMENTER_KEY }}
\ No newline at end of file
diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index fda332b..56dd6cf 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -2,10 +2,11 @@ name: CI
 on:
   pull_request:
     branches:
-      - master
+      - main
+      - '**' # matches every branch
   push:
     branches:
-      - master
+      - main
     tags: '*'
 jobs:
   test:
@@ -15,11 +16,19 @@ jobs:
       fail-fast: false
       matrix:
         version:
-          - '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'.
-        os:  [ubuntu-latest]
+          - '1'
+        os:  [ubuntu-latest] # adjust according to need, e.g. os: [ubuntu-latest] if testing only on linux
         arch:
           - x64
     steps:
+      # Cancel ongoing CI test runs if pushing to branch again before the previous tests
+      # have finished
+      - name: Cancel ongoing test runs for previous commits
+        uses: styfle/cancel-workflow-action@0.6.0
+        with:
+          access_token: ${{ github.token }}
+
+      # Do tests
       - uses: actions/checkout@v2
       - uses: julia-actions/setup-julia@v1
         with:
@@ -37,23 +46,7 @@ jobs:
             ${{ runner.os }}-
       - uses: julia-actions/julia-buildpkg@v1
       - uses: julia-actions/julia-runtest@v1
-  docs:
-    name: Documentation
-    runs-on: ubuntu-latest
-    steps:
-      - uses: actions/checkout@v2
-      - uses: julia-actions/setup-julia@v1
+      - uses: julia-actions/julia-processcoverage@v1
+      - uses: codecov/codecov-action@v1
         with:
-          version: '1'
-      - name: Instantiate and install dependencies
-        run: |
-          julia --project=docs -e '
-            using Pkg
-            Pkg.develop(PackageSpec(path=pwd()))
-            Pkg.instantiate()'
-      - name: Generate documentation and deploy
-        env: # needed for pushing to gh-pages branch
-          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
-          DOCUMENTER_KEY: ${{ secrets.DOCUMENTER_KEY }}
-        run:
-          julia --project=docs docs/make.jl
+          file: lcov.info
diff --git a/.github/workflows/doccleanup.yml b/.github/workflows/doccleanup.yml
new file mode 100644
index 0000000..22d9043
--- /dev/null
+++ b/.github/workflows/doccleanup.yml
@@ -0,0 +1,26 @@
+name: Doc Preview Cleanup
+
+on:
+  pull_request:
+    types: [closed]
+
+jobs:
+  doc-preview-cleanup:
+    runs-on: ubuntu-latest
+    steps:
+      - name: Checkout gh-pages branch
+        uses: actions/checkout@v2
+        with:
+          ref: gh-pages
+      - name: Delete preview and history + push changes
+        run: |
+            if [ -d "previews/PR$PRNUM" ]; then
+              git config user.name "Documenter.jl"
+              git config user.email "documenter@juliadocs.github.io"
+              git rm -rf "previews/PR$PRNUM"
+              git commit -m "delete preview"
+              git branch gh-pages-new $(echo "delete history" | git commit-tree HEAD^{tree})
+              git push --force origin gh-pages-new:gh-pages
+            fi
+        env:
+            PRNUM: ${{ github.event.number }}
\ No newline at end of file
diff --git a/.github/workflows/documentation.yml b/.github/workflows/documentation.yml
new file mode 100644
index 0000000..33e080c
--- /dev/null
+++ b/.github/workflows/documentation.yml
@@ -0,0 +1,26 @@
+name: Documentation
+
+on:
+  push:
+    branches:
+      - main
+    tags: '*'
+  pull_request:
+
+jobs:
+  build:
+    permissions:
+      contents: write
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v2
+      - uses: julia-actions/setup-julia@v1
+        with:
+          version: '1'
+      - name: Install dependencies
+        run: julia --project=docs/ -e 'using Pkg; Pkg.develop(PackageSpec(path=pwd())); Pkg.instantiate()'
+      - name: Build and deploy
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} # If authenticating with GitHub Actions token
+          DOCUMENTER_KEY: ${{ secrets.DOCUMENTER_KEY }} # If authenticating with SSH deploy key
+        run: julia --project=docs/ docs/make.jl
\ No newline at end of file

From 1ae7c15a9310c2ad8b8eca9db4d4bd12b79ab3aa Mon Sep 17 00:00:00 2001
From: Datseris <datseris.george@gmail.com>
Date: Sat, 26 Apr 2025 17:42:50 +0100
Subject: [PATCH 02/22] WIP Porting Aryan's code

---
 CHANGELOG.md                         |   5 ++
 README.md                            |   7 +-
 docs/src/index.md                    |  17 +++-
 src/SignalDecomposition.jl           |   1 +
 src/detrending/aryan_original_cde.jl | 113 +++++++++++++++++++++++++++
 src/detrending/simple.jl             |  28 +++++++
 src/detrending/smoothing.jl          |   0
 src/misc/anomaly.jl                  |   2 +-
 8 files changed, 170 insertions(+), 3 deletions(-)
 create mode 100644 CHANGELOG.md
 create mode 100644 src/detrending/aryan_original_cde.jl
 create mode 100644 src/detrending/simple.jl
 create mode 100644 src/detrending/smoothing.jl

diff --git a/CHANGELOG.md b/CHANGELOG.md
new file mode 100644
index 0000000..3f84367
--- /dev/null
+++ b/CHANGELOG.md
@@ -0,0 +1,5 @@
+*changelog kept with respect to version 1.1*
+
+# v1.2
+
+Detrending!
\ No newline at end of file
diff --git a/README.md b/README.md
index c1e4a44..eb993f8 100644
--- a/README.md
+++ b/README.md
@@ -5,5 +5,10 @@
 |[![](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)
 
 
-Decompose a signal/timeseries into structure and noise or seasonal and residual components.
+Decompose a signal/timeseries into one of:
+
+- structure and noise (de-noising or smoothing)
+- seasonal and residual (anomalies)
+- trend and residual (de-trending)
+
 Further info in the docs!
diff --git a/docs/src/index.md b/docs/src/index.md
index dae21bd..7049e83 100644
--- a/docs/src/index.md
+++ b/docs/src/index.md
@@ -3,6 +3,7 @@
 ---
 
 ## API
+
 `SignalDecomposition` is a simple Julia package that offers a single function:
 ```@docs
 decompose
@@ -12,7 +13,8 @@ Feel free to add more methods to `decompose` by opening a PR,
 SignalDecomposition.jl is very open in the methods it offers.
 
 ## Linear methods
-Here "linear" means linear in frequency space. For some methods you could of course get more control of the process by directly using [DSP.jl](https://github.com/JuliaDSP/DSP.jl/).    
+
+Here "linear" means linear in frequency space. For some methods you could of course get more control of the process by directly using [DSP.jl](https://github.com/JuliaDSP/DSP.jl/).
 ```@docs
 Fourier
 FrequencySplit
@@ -25,6 +27,19 @@ ExtremelySimpleNL
 ManifoldProjection
 ```
 
+## Detrending methods
+
+```@docs
+```
+
+## Smoothing (or detrending) methods
+
+These methods can be either smoothing or detrending depending on how large
+the smoothing window is taken!
+
+```@docs
+```
+
 ## Product methods
 ```@docs
 ProductInversion
diff --git a/src/SignalDecomposition.jl b/src/SignalDecomposition.jl
index f40bb9b..6a4a791 100644
--- a/src/SignalDecomposition.jl
+++ b/src/SignalDecomposition.jl
@@ -7,6 +7,7 @@ abstract type Decomposition end
 
 """
     decompose([t, ] s, method::Decomposition) → x, r
+
 Decompose an 1D input signal or timeseries `s(t)` into components, `x, r`,
 using the given `method`. `t` defaults to `1:length(s)`.
 
diff --git a/src/detrending/aryan_original_cde.jl b/src/detrending/aryan_original_cde.jl
new file mode 100644
index 0000000..0d9eeb5
--- /dev/null
+++ b/src/detrending/aryan_original_cde.jl
@@ -0,0 +1,113 @@
+using Polynomials
+using Statistics
+using LinearAlgebra
+using EmpiricalModeDecomposition
+using HPFilter
+using Loess
+using MarketData
+using ComplexityMeasures
+
+function closing_stock_timeseries(name::String, start::DateTime, finish::DateTime, freq::String)
+    opt = YahooOpt(period1 = start, period2 = finish, interval = freq)
+    stockdata = yahoo(name, opt)
+    stock_close = stockdata["Close"]
+    actual_numbers = values(stock_close)
+    return float.(actual_numbers)
+end
+
+function Complexity_Measures(y; r = std(y)*0.2, a=6)
+    permutation = entropy_normalized(OrdinalPatterns{4}(), y)
+    spectral = entropy_normalized(PowerSpectrum(), y)
+    dispersion = entropy_normalized(Dispersion(c = a), y)
+    approximate = complexity(ApproximateEntropy(; r), y)
+    sample = complexity(SampleEntropy(; r), y)
+    return permutation, spectral, dispersion, approximate, sample
+end
+
+function detrend_ols(y)
+    n = length(y)
+    X = hcat(ones(n), collect(1:n))
+    β = X \ y  # OLS estimation
+    trend = X * β  # Fitted trend
+    y_detrended = y - trend  # de-trend data
+    return y_detrended
+end
+
+function polynomial_detrend(y, deg=2)
+    x = 1:length(y)
+    p = fit(x, y, deg)
+    trend = p.(x)
+    mse = sum((y - trend).^2) / length(y)
+    y_detrended = y .-trend
+    return y_detrended
+end
+
+function moving_average(y, window = 30)
+    n = length(y)
+    trend = zeros(n)
+
+    for i in 1:n
+        half = (window - 1) ÷ 2
+        start_idx = max(1, i - half)
+        end_idx = min(n, i + half)
+        trend[i] = mean(y[start_idx:end_idx])
+    end
+    mse = sum((y - trend).^2) / n
+    detrend = y .- trend
+    return detrend
+end
+
+function detrend_emd(y)
+    n = length(y)
+    t = 1:n
+    imf = emd(y, t)
+    trend = imf[7] + imf[6]
+    residual = sum(imf[i] for i in 1:5)
+    detrend = y .- trend
+    return detrend
+end
+
+function detrend_hp(y, lambda = 1600)
+    n = length(y)
+    trend = HP(y, lambda)
+    detrend = y .- trend
+    mse = sum((y .- trend).^2) / n
+    return detrend
+end
+
+function detrend_loess(y, s = 0.2)
+    n = length(y)
+    x = 1:n
+    model = loess(x, y, span = s)
+    trend = predict(model, x)
+    detrend = y .- trend
+    mse = sum((y .- trend).^2) / n
+    return detrend
+end
+
+function mutual_information(x, y, n=1000)
+    x = copy(x)
+    y = copy(y)
+    Hx = entropy(ValueHistogram(10), Dataset(x))
+    Hy = entropy(ValueHistogram(10), Dataset(y))
+    Hxy = entropy(ValueHistogram(10), Dataset(x, y))
+    mi = Hx + Hy - Hxy
+
+    null = zeros(n)
+    for i in 1:n
+        shuffle!(x), shuffle!(y)
+        Hxy = entropy(ValueHistogram(10), Dataset(x, y))
+        null[i] = Hx + Hy - Hxy
+    end
+
+    mu = mean(null)
+    sd = std(null)
+    return mi, mu, sd
+end
+
+
+function main_analysis(timeseries, detrending, complexity_measure)
+    detrended = detrending(timeseries)[1]
+    measure = complexity_measure(detrended)
+    return measure
+end
\ No newline at end of file
diff --git a/src/detrending/simple.jl b/src/detrending/simple.jl
new file mode 100644
index 0000000..af3e507
--- /dev/null
+++ b/src/detrending/simple.jl
@@ -0,0 +1,28 @@
+import Polynomials
+
+"""
+    PolyNomialDetrending(degree::Int = 2)
+
+Decompose timeseries `s` into a **sum** `x + r` where `x` is the trend
+and `r` the residual, utilizing a polynomial guaranteed to have given `degree`.
+For `degree = 1` this is linear detrending (ordinary least squares).
+"""
+@kwdef struct PonynomialDetrending <: Decomposition
+    degree::Int = 1
+end
+
+function decompose(t, s, method::PonynomialDetrending)
+    p = Polynomials.fit(t, s, method.degree)
+    trend = p.(t)
+    return trend, trend .- s
+end
+
+@kwdef struct MovingAverage
+    window
+end
+
+struct NoDecomposition <: Decomposition end
+
+function decompose(t, s, ::NoDecomposition)
+    return s, similar(s)
+end
diff --git a/src/detrending/smoothing.jl b/src/detrending/smoothing.jl
new file mode 100644
index 0000000..e69de29
diff --git a/src/misc/anomaly.jl b/src/misc/anomaly.jl
index 2735b07..b3ddb49 100644
--- a/src/misc/anomaly.jl
+++ b/src/misc/anomaly.jl
@@ -5,7 +5,7 @@ daymonth(t) = day(t), month(t)
 
 """
     TimeAnomaly()
-Decompose timeseries `s` into a **sum** `x + r` wher `x` is the same-time average and
+Decompose timeseries `s` into a **sum** `x + r` where `x` is the same-time average and
 `r` is the anomalies. Each unique day+month combination in `t` is identified, and the
 values of `s` for each year that has this day+month combination are averaged.
 As a result, the time vector `t` must be `<:AbstractVector{<:TimeType}`.

From 00004b5b02ea5d4741435586d7e9477c35e01b5d Mon Sep 17 00:00:00 2001
From: Datseris <datseris.george@gmail.com>
Date: Thu, 1 May 2025 22:27:08 +0100
Subject: [PATCH 03/22] add basic detranding and window smoothing

---
 CHANGELOG.md                |  4 +++-
 Project.toml                |  4 +++-
 src/SignalDecomposition.jl  |  3 +++
 src/detrending/simple.jl    | 18 ++++++++++--------
 src/detrending/smoothing.jl | 23 +++++++++++++++++++++++
 src/linear/fourier.jl       |  1 +
 6 files changed, 43 insertions(+), 10 deletions(-)

diff --git a/CHANGELOG.md b/CHANGELOG.md
index 3f84367..2f4bdd4 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -2,4 +2,6 @@
 
 # v1.2
 
-Detrending!
\ No newline at end of file
+- Add new functionality for the package: detrending
+- Add new functionality for the package: smoothing
+- Add new `Decompositions`: `PolynomialDetrending, NoDecomposition, MovingAverageSmoothing`.
\ No newline at end of file
diff --git a/Project.toml b/Project.toml
index 5ab7dec..47aef85 100644
--- a/Project.toml
+++ b/Project.toml
@@ -1,7 +1,7 @@
 name = "SignalDecomposition"
 uuid = "11a47235-7b84-4c7c-b885-fc3e2a9cf955"
 authors = ["Datseris <datseris.george@gmail.com>"]
-version = "1.1.0"
+version = "1.2.0"
 
 [deps]
 BandedMatrices = "aae01518-5342-5314-be14-df237901396f"
@@ -11,6 +11,7 @@ FFTW = "7a1cc6ca-52ef-59f5-83cd-3a7055c09341"
 LPVSpectral = "26dcc766-85df-5edc-b560-6076d5dbac63"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 Neighborhood = "645ca80c-8b79-4109-87ea-e1f58159d116"
+Polynomials = "f27b6e38-b328-58d1-80ce-0feddd5e7a45"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
@@ -21,6 +22,7 @@ DelayEmbeddings = "2"
 FFTW = "1.2"
 LPVSpectral = "0.3"
 Neighborhood = "0.2"
+Polynomials = "4"
 StaticArrays = "1"
 Statistics = "1"
 julia = "1.9"
diff --git a/src/SignalDecomposition.jl b/src/SignalDecomposition.jl
index 6a4a791..c86744d 100644
--- a/src/SignalDecomposition.jl
+++ b/src/SignalDecomposition.jl
@@ -27,6 +27,9 @@ include("product/matrixinversion.jl")
 include("nonlinear/extremelysimple.jl")
 include("nonlinear/projection.jl")
 include("misc/anomaly.jl")
+include("detrending/simple.jl")
+include("detrending/smoothing.jl")
+
 
 
 end # module
diff --git a/src/detrending/simple.jl b/src/detrending/simple.jl
index af3e507..b411c14 100644
--- a/src/detrending/simple.jl
+++ b/src/detrending/simple.jl
@@ -1,28 +1,30 @@
+export PolynomialDetrending, LinearDetrending
 import Polynomials
 
 """
-    PolyNomialDetrending(degree::Int = 2)
+    PolyNnmialDetrending(degree::Int = 1) <: Decomposition
 
 Decompose timeseries `s` into a **sum** `x + r` where `x` is the trend
-and `r` the residual, utilizing a polynomial guaranteed to have given `degree`.
+and `r` the residual. The trend is a fitted polynomial guaranteed to have given `degree`.
 For `degree = 1` this is linear detrending (ordinary least squares).
 """
-@kwdef struct PonynomialDetrending <: Decomposition
+@kwdef struct PolynomialDetrending <: Decomposition
     degree::Int = 1
 end
 
-function decompose(t, s, method::PonynomialDetrending)
+function decompose(t, s, method::PolynomialDetrending)
     p = Polynomials.fit(t, s, method.degree)
     trend = p.(t)
     return trend, trend .- s
 end
 
-@kwdef struct MovingAverage
-    window
-end
+"""
+    NoDecomposition <: Decomposition
 
+Decompose timeseries `s` into `s` and zeros.
+"""
 struct NoDecomposition <: Decomposition end
 
 function decompose(t, s, ::NoDecomposition)
-    return s, similar(s)
+    return s, zeros(eltype(s), length(s))
 end
diff --git a/src/detrending/smoothing.jl b/src/detrending/smoothing.jl
index e69de29..ac54027 100644
--- a/src/detrending/smoothing.jl
+++ b/src/detrending/smoothing.jl
@@ -0,0 +1,23 @@
+export MovingAverageSmoothing
+
+"""
+    MovingAverageSmoothing(window::Int = 10) <: Decomposition
+
+TODO.
+"""
+@kwdef struct MovingAverageSmoothing
+    window::Int = 10
+end
+
+function decompose(t, s, mas::MovingAverageSmoothing)
+    window = mas.window
+    n = length(s)
+    smooth = zeros(eltype(s), n)
+    for i in 1:n
+        half = (window - 1) ÷ 2
+        start_idx = max(1, i - half)
+        end_idx = min(n, i + half)
+        smooth[i] = mean(@view s[start_idx:end_idx])
+    end
+    return smooth, s .- smooth
+end
\ No newline at end of file
diff --git a/src/linear/fourier.jl b/src/linear/fourier.jl
index 10d894b..a65c262 100644
--- a/src/linear/fourier.jl
+++ b/src/linear/fourier.jl
@@ -8,6 +8,7 @@ export Fourier, FrequencySplit
 
 """
     Fourier([s, ] frequencies, x=true) <: Decomposition
+
 Decompose a timeseries `s` into a **sum** `x + r`, by identifying specific `frequencies`
 at the Fourier space and removing them from the signal.
 `x` is the removed periodic component while `r` is the residual.

From 3ab57a97dacea34dd8b8e8d7514485c3ff9d2c5b Mon Sep 17 00:00:00 2001
From: Datseris <datseris.george@gmail.com>
Date: Thu, 1 May 2025 22:28:04 +0100
Subject: [PATCH 04/22] correct changelog

---
 CHANGELOG.md | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

diff --git a/CHANGELOG.md b/CHANGELOG.md
index 2f4bdd4..1d77df2 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -1,7 +1,11 @@
-*changelog kept with respect to version 1.1*
+*changelog kept with respect to version 1.0*
 
 # v1.2
 
 - Add new functionality for the package: detrending
 - Add new functionality for the package: smoothing
-- Add new `Decompositions`: `PolynomialDetrending, NoDecomposition, MovingAverageSmoothing`.
\ No newline at end of file
+- Add new `Decompositions`: `PolynomialDetrending, NoDecomposition, MovingAverageSmoothing`.
+
+# v1.1
+
+Update to Julia 1.9, and bump dependency compatibility versions to those of Julia 1.9+.
\ No newline at end of file

From b987d968ee2423289f91cf0e6a4dceaff1b00b07 Mon Sep 17 00:00:00 2001
From: Datseris <datseris.george@gmail.com>
Date: Wed, 21 May 2025 10:55:49 +0100
Subject: [PATCH 05/22] update docs to reflect dynamical systems style

---
 CHANGELOG.md               |  1 +
 README.md                  | 23 ++++++++++++++---------
 docs/src/index.md          |  4 ++--
 src/SignalDecomposition.jl | 19 ++++++++++++-------
 src/linear/lpv.jl          |  1 +
 5 files changed, 30 insertions(+), 18 deletions(-)

diff --git a/CHANGELOG.md b/CHANGELOG.md
index 1d77df2..6ee11fa 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -5,6 +5,7 @@
 - Add new functionality for the package: detrending
 - Add new functionality for the package: smoothing
 - Add new `Decompositions`: `PolynomialDetrending, NoDecomposition, MovingAverageSmoothing`.
+- Package is now part of DynamicalSystems.jl as well.
 
 # v1.1
 
diff --git a/README.md b/README.md
index eb993f8..50e8eb0 100644
--- a/README.md
+++ b/README.md
@@ -1,14 +1,19 @@
-![SignalDecomposition.jl](https://github.com/JuliaDynamics/JuliaDynamics/blob/master/videos/other/signaldecomposition.gif?raw=true)
+[![docsdev](https://img.shields.io/badge/docs-dev-lightblue.svg)](https://juliadynamics.github.io/DynamicalSystemsDocs.jl/signaldecomposition/dev/)
+[![docsstable](https://img.shields.io/badge/docs-stable-blue.svg)](https://juliadynamics.github.io/DynamicalSystemsDocs.jl/signaldecomposition/stable/)
+[![CI](https://github.com/JuliaDynamics/SignalDecomposition.jl/workflows/CI/badge.svg)](https://github.com/JuliaDynamics/SignalDecomposition.jl/actions?query=workflow%3ACI)
+[![codecov](https://codecov.io/gh/JuliaDynamics/SignalDecomposition.jl/branch/main/graph/badge.svg)](https://codecov.io/gh/JuliaDynamics/SignalDecomposition.jl)
 
-| **Documentation**   |  **Tests**     | **Chat** |
-|:--------:|:---------------:|:-----:|
-|[![](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)
-
-
-Decompose a signal/timeseries into one of:
+SignalDecomposition.jl is a Julia package providing an interface and dozens of algorithm implementations for signal decomposition.
+Given a signal (or timeseries), the function `decompose` splits it into two components.
+These may be:
 
 - structure and noise (de-noising or smoothing)
-- seasonal and residual (anomalies)
+- seasonal and residual (climatologies or anomalies)
 - trend and residual (de-trending)
 
-Further info in the docs!
+It can be used as a standalone package, or as part of
+[DynamicalSystems.jl](https://juliadynamics.github.io/DynamicalSystemsDocs.jl/dynamicalsystems/stable/).
+
+To install it, run `import Pkg; Pkg.add("SignalDecomposition")`.
+
+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.
diff --git a/docs/src/index.md b/docs/src/index.md
index 7049e83..4d64136 100644
--- a/docs/src/index.md
+++ b/docs/src/index.md
@@ -4,13 +4,13 @@
 
 ## API
 
-`SignalDecomposition` is a simple Julia package that offers a single function:
 ```@docs
 decompose
 ```
+
 Subtypes of `Decomposition` are listed in the rest of this page.
 Feel free to add more methods to `decompose` by opening a PR,
-SignalDecomposition.jl is very open in the methods it offers.
+SignalDecomposition.jl is very open in the methods it offers!
 
 ## Linear methods
 
diff --git a/src/SignalDecomposition.jl b/src/SignalDecomposition.jl
index c86744d..0c57793 100644
--- a/src/SignalDecomposition.jl
+++ b/src/SignalDecomposition.jl
@@ -1,5 +1,12 @@
 module SignalDecomposition
 
+# Use the README as the module docs
+@doc let
+    path = joinpath(dirname(@__DIR__), "README.md")
+    include_dependency(path)
+    read(path, String)
+end SignalDecomposition
+
 export decompose, Decomposition
 
 "Supertype of all decomposition methods."
@@ -8,16 +15,14 @@ abstract type Decomposition end
 """
     decompose([t, ] s, method::Decomposition) → x, r
 
-Decompose an 1D input signal or timeseries `s(t)` into components, `x, r`,
-using the given `method`. `t` defaults to `1:length(s)`.
+Decompose an 1D input signal or timeseries `s(t)` into components `x, r`
+using the given `method`. `t` defaults to `eachindex(s)`.
 
-What are `x` and `r` really depends on your point of view and your application.
-They can be structure `x` and noise `r` (i.e. noise reduction). They can be
-seasonal/periodic `x` and residual component `r`. They can even be multiplier `x` and
-input `r`.
+What are `x` and `r` are, and how they combine to give `s`, depends on `method`.
+See the online documentation for all subtypes of `Decomposition`.
 """
 decompose(s::AbstractVector, method::Decomposition; kwargs...) =
-decompose(1:length(s), s, method; kwargs...)
+decompose(eachindex(s), s, method; kwargs...)
 
 using Statistics
 include("utils.jl")
diff --git a/src/linear/lpv.jl b/src/linear/lpv.jl
index 4bdd5f0..69bfeac 100644
--- a/src/linear/lpv.jl
+++ b/src/linear/lpv.jl
@@ -3,6 +3,7 @@ export Sinusoidal
 
 """
     Sinusoidal(fs)
+
 Decompose a timeseries `s` into a **sum** `x + r`, where `x`
 are sinusoidal components with the given frequencies `fs` that minimize
 coefficients ``A, \\phi`` of the expression

From 0df119d04cfbd9b1c6c6431522a1696efc98eef4 Mon Sep 17 00:00:00 2001
From: Datseris <datseris.george@gmail.com>
Date: Wed, 21 May 2025 11:11:23 +0100
Subject: [PATCH 06/22] update doc generation to dynamical systems

---
 docs/Project.toml    |  4 +--
 docs/make.jl         | 58 +++++++++-----------------------------------
 docs/src/examples.md | 16 +++---------
 3 files changed, 17 insertions(+), 61 deletions(-)

diff --git a/docs/Project.toml b/docs/Project.toml
index 97c1fe9..b598671 100644
--- a/docs/Project.toml
+++ b/docs/Project.toml
@@ -2,7 +2,7 @@
 Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
 DocumenterTools = "35a29f4d-8980-5a13-9543-d66fff28ecb8"
-DynamicalSystems = "61744808-ddfa-5f27-97ff-6e42cc95d634"
-Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
+DynamicalSystemsBase = "6e36e845-645a-534a-86f2-f5d4aa5a06b4"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 SignalDecomposition = "11a47235-7b84-4c7c-b885-fc3e2a9cf955"
+CairoMakie = "13f3f980-e62b-5c42-98c6-ff1f3baf88f0"
diff --git a/docs/make.jl b/docs/make.jl
index 9f7713a..25df3a8 100644
--- a/docs/make.jl
+++ b/docs/make.jl
@@ -1,49 +1,15 @@
-using Pkg
-Pkg.activate(@__DIR__)
-CI = get(ENV, "CI", nothing) == "true" || get(ENV, "GITHUB_TOKEN", nothing) !== nothing
-CI && Pkg.instantiate()
-CI && (ENV["GKSwstype"] = "100")
+cd(@__DIR__)
+using SignalDecomposition
+using DynamicalSystemsBase
 
-using SignalDecomposition, Documenter, DocumenterTools
-using DocumenterTools: Themes
-using Plots
-
-# %%
-# download the themes
-for file in ("juliadynamics-lightdefs.scss", "juliadynamics-darkdefs.scss", "juliadynamics-style.scss")
-    download("https://raw.githubusercontent.com/JuliaDynamics/doctheme/master/$file", joinpath(@__DIR__, file))
-end
-# create the themes
-for w in ("light", "dark")
-    header = read(joinpath(@__DIR__, "juliadynamics-style.scss"), String)
-    theme = read(joinpath(@__DIR__, "juliadynamics-$(w)defs.scss"), String)
-    write(joinpath(@__DIR__, "juliadynamics-$(w).scss"), header*"\n"*theme)
-end
-# compile the themes
-Themes.compile(joinpath(@__DIR__, "juliadynamics-light.scss"), joinpath(@__DIR__, "src/assets/themes/documenter-light.css"))
-Themes.compile(joinpath(@__DIR__, "juliadynamics-dark.scss"), joinpath(@__DIR__, "src/assets/themes/documenter-dark.css"))
-
-makedocs(modules = [SignalDecomposition],
-sitename= "SignalDecomposition.jl",
-authors = "George Datseris and contributors.",
-doctest = false,
-format = Documenter.HTML(
-    prettyurls = CI,
-    assets = [
-        "assets/logo.ico",
-        asset("https://fonts.googleapis.com/css?family=Quicksand|Montserrat|Source+Code+Pro|Lora&display=swap", class=:css),
-        ],
-    ),
 pages = [
-    "Documentation" => "index.md",
-    "Examples" => "examples.md",
-    ],
+    "index.md",
+    "examples.md",
+]
+
+import Downloads
+Downloads.download(
+    "https://raw.githubusercontent.com/JuliaDynamics/doctheme/master/build_docs_with_style.jl",
+    joinpath(@__DIR__, "build_docs_with_style.jl")
 )
-
-if CI
-    deploydocs(
-        repo = "github.com/JuliaDynamics/SignalDecomposition.jl.git",
-        target = "build",
-        push_preview = true
-    )
-end
+include("build_docs_with_style.jl")
diff --git a/docs/src/examples.md b/docs/src/examples.md
index 3dc7ab1..77b8815 100644
--- a/docs/src/examples.md
+++ b/docs/src/examples.md
@@ -3,7 +3,7 @@ Only a few examples are shown here. Every method has an example (and plotting co
 
 ## Nonlinear
 ```@example docs
-using SignalDecomposition, DynamicalSystems, Random, Plots, Statistics
+using SignalDecomposition, DynamicalSystemsBase, Random, Statistics
 
 he = Systems.henon()
 tr = trajectory(he, 10000; Ttr = 100)
@@ -11,26 +11,16 @@ Random.seed!(151521)
 z = tr[:, 1]
 s = z .+ randn(10001)*0.1*std(z)
 m = 5
-metric = Euclidean()
 k = 30
 Q = [2, 2, 2, 3, 3, 3, 3]
 x, r = decompose(s, ManifoldProjection(m, Q, k))
 summary(x)
 ```
 
-```@example docs
-p1 = plot(s, label = "input")
-plot!(p1, z, color = :black, ls = :dash, label = "real")
-plot!(p1, x, alpha = 0.5, label = "output")
-xlims!(p1, 0, 50)
-p1
-```
-
-Alright, this doesn't seem much of a difference to be honest.
-One sees a big difference once going into the state space and looking at the attractor:
+This method is nicely highlighted once going into the state space and looking at the attractor:
 
 ```@example docs
-p2 = scatter(s[1:end-1], s[2:end], ms = 1, label = "input", msw = 0)
+fig, ax = scatter(s[1:end-1], s[2:end]; markersize = 1, label = "input", msw = 0)
 scatter!(p2, z[1:end-1], z[2:end], ms = 1, label = "real", color = :black, msw = 0)
 scatter!(p2, x[1:end-1], x[2:end], ms = 1, label = "output", alpha = 0.5, msw = 0)
 savefig(p2, "henon.png") # hide

From c023c63c6c30f558bdcc588ff18f765052f5bfbc Mon Sep 17 00:00:00 2001
From: Datseris <datseris.george@gmail.com>
Date: Wed, 21 May 2025 11:12:43 +0100
Subject: [PATCH 07/22] actually build docs

---
 docs/make.jl      | 5 +++++
 docs/src/index.md | 2 ++
 2 files changed, 7 insertions(+)

diff --git a/docs/make.jl b/docs/make.jl
index 25df3a8..b73e7f3 100644
--- a/docs/make.jl
+++ b/docs/make.jl
@@ -13,3 +13,8 @@ Downloads.download(
     joinpath(@__DIR__, "build_docs_with_style.jl")
 )
 include("build_docs_with_style.jl")
+
+build_docs_with_style(pages, Attractors;
+    authors = "George Datseris <datseris.george@gmail.com>",
+    expandfirst = ["index.md"], #  this is the first script that loads colorscheme
+)
diff --git a/docs/src/index.md b/docs/src/index.md
index 4d64136..f7fb032 100644
--- a/docs/src/index.md
+++ b/docs/src/index.md
@@ -1,3 +1,5 @@
+# Documentation
+
 ![SignalDecomposition.jl](https://github.com/JuliaDynamics/JuliaDynamics/blob/master/videos/other/signaldecomposition.gif?raw=true)
 
 ---

From c25e1b4d492f8792202b31175083c407e7ed0b2a Mon Sep 17 00:00:00 2001
From: Datseris <datseris.george@gmail.com>
Date: Wed, 21 May 2025 12:32:31 +0100
Subject: [PATCH 08/22] add docstring to MAW

---
 src/detrending/simple.jl    | 2 ++
 src/detrending/smoothing.jl | 5 ++++-
 2 files changed, 6 insertions(+), 1 deletion(-)

diff --git a/src/detrending/simple.jl b/src/detrending/simple.jl
index b411c14..8a85b5b 100644
--- a/src/detrending/simple.jl
+++ b/src/detrending/simple.jl
@@ -22,6 +22,8 @@ end
     NoDecomposition <: Decomposition
 
 Decompose timeseries `s` into `s` and zeros.
+Dummy method provided simply so that one can loop over various decomposition
+methods and no decomposition at all while still using the `decompose` function.
 """
 struct NoDecomposition <: Decomposition end
 
diff --git a/src/detrending/smoothing.jl b/src/detrending/smoothing.jl
index ac54027..da64993 100644
--- a/src/detrending/smoothing.jl
+++ b/src/detrending/smoothing.jl
@@ -3,7 +3,10 @@ export MovingAverageSmoothing
 """
     MovingAverageSmoothing(window::Int = 10) <: Decomposition
 
-TODO.
+Decompose timeseries `s` into a **sum** `x + r` where `x` is the smoothened singla
+and `r` the residual. The smoothing is done via a basic moving average using a fixed
+rectangualr window of size `window`.
+At the end and start of teh timeseries only half of the window can be used for averaging.
 """
 @kwdef struct MovingAverageSmoothing
     window::Int = 10

From 4081286a0fa584fc6fde88c207ad7370bb8431a8 Mon Sep 17 00:00:00 2001
From: Datseris <datseris.george@gmail.com>
Date: Wed, 21 May 2025 12:43:38 +0100
Subject: [PATCH 09/22] finish things and add to docs

---
 docs/src/index.md                    |   6 +-
 src/detrending/aryan_original_cde.jl | 113 ---------------------------
 src/detrending/simple.jl             |   4 +-
 src/detrending/smoothing.jl          |  37 ++++++++-
 4 files changed, 41 insertions(+), 119 deletions(-)
 delete mode 100644 src/detrending/aryan_original_cde.jl

diff --git a/docs/src/index.md b/docs/src/index.md
index f7fb032..bdb6230 100644
--- a/docs/src/index.md
+++ b/docs/src/index.md
@@ -32,14 +32,16 @@ ManifoldProjection
 ## Detrending methods
 
 ```@docs
+PolynomialDetrending
 ```
 
 ## Smoothing (or detrending) methods
 
-These methods can be either smoothing or detrending depending on how large
-the smoothing window is taken!
+These methods can be either smoothing or detrending depending on your context!
 
 ```@docs
+MovingAverageSmoothing
+LoessSmoothing
 ```
 
 ## Product methods
diff --git a/src/detrending/aryan_original_cde.jl b/src/detrending/aryan_original_cde.jl
deleted file mode 100644
index 0d9eeb5..0000000
--- a/src/detrending/aryan_original_cde.jl
+++ /dev/null
@@ -1,113 +0,0 @@
-using Polynomials
-using Statistics
-using LinearAlgebra
-using EmpiricalModeDecomposition
-using HPFilter
-using Loess
-using MarketData
-using ComplexityMeasures
-
-function closing_stock_timeseries(name::String, start::DateTime, finish::DateTime, freq::String)
-    opt = YahooOpt(period1 = start, period2 = finish, interval = freq)
-    stockdata = yahoo(name, opt)
-    stock_close = stockdata["Close"]
-    actual_numbers = values(stock_close)
-    return float.(actual_numbers)
-end
-
-function Complexity_Measures(y; r = std(y)*0.2, a=6)
-    permutation = entropy_normalized(OrdinalPatterns{4}(), y)
-    spectral = entropy_normalized(PowerSpectrum(), y)
-    dispersion = entropy_normalized(Dispersion(c = a), y)
-    approximate = complexity(ApproximateEntropy(; r), y)
-    sample = complexity(SampleEntropy(; r), y)
-    return permutation, spectral, dispersion, approximate, sample
-end
-
-function detrend_ols(y)
-    n = length(y)
-    X = hcat(ones(n), collect(1:n))
-    β = X \ y  # OLS estimation
-    trend = X * β  # Fitted trend
-    y_detrended = y - trend  # de-trend data
-    return y_detrended
-end
-
-function polynomial_detrend(y, deg=2)
-    x = 1:length(y)
-    p = fit(x, y, deg)
-    trend = p.(x)
-    mse = sum((y - trend).^2) / length(y)
-    y_detrended = y .-trend
-    return y_detrended
-end
-
-function moving_average(y, window = 30)
-    n = length(y)
-    trend = zeros(n)
-
-    for i in 1:n
-        half = (window - 1) ÷ 2
-        start_idx = max(1, i - half)
-        end_idx = min(n, i + half)
-        trend[i] = mean(y[start_idx:end_idx])
-    end
-    mse = sum((y - trend).^2) / n
-    detrend = y .- trend
-    return detrend
-end
-
-function detrend_emd(y)
-    n = length(y)
-    t = 1:n
-    imf = emd(y, t)
-    trend = imf[7] + imf[6]
-    residual = sum(imf[i] for i in 1:5)
-    detrend = y .- trend
-    return detrend
-end
-
-function detrend_hp(y, lambda = 1600)
-    n = length(y)
-    trend = HP(y, lambda)
-    detrend = y .- trend
-    mse = sum((y .- trend).^2) / n
-    return detrend
-end
-
-function detrend_loess(y, s = 0.2)
-    n = length(y)
-    x = 1:n
-    model = loess(x, y, span = s)
-    trend = predict(model, x)
-    detrend = y .- trend
-    mse = sum((y .- trend).^2) / n
-    return detrend
-end
-
-function mutual_information(x, y, n=1000)
-    x = copy(x)
-    y = copy(y)
-    Hx = entropy(ValueHistogram(10), Dataset(x))
-    Hy = entropy(ValueHistogram(10), Dataset(y))
-    Hxy = entropy(ValueHistogram(10), Dataset(x, y))
-    mi = Hx + Hy - Hxy
-
-    null = zeros(n)
-    for i in 1:n
-        shuffle!(x), shuffle!(y)
-        Hxy = entropy(ValueHistogram(10), Dataset(x, y))
-        null[i] = Hx + Hy - Hxy
-    end
-
-    mu = mean(null)
-    sd = std(null)
-    return mi, mu, sd
-end
-
-
-function main_analysis(timeseries, detrending, complexity_measure)
-    detrended = detrending(timeseries)[1]
-    measure = complexity_measure(detrended)
-    return measure
-end
\ No newline at end of file
diff --git a/src/detrending/simple.jl b/src/detrending/simple.jl
index 8a85b5b..5d88b11 100644
--- a/src/detrending/simple.jl
+++ b/src/detrending/simple.jl
@@ -1,8 +1,8 @@
-export PolynomialDetrending, LinearDetrending
+export PolynomialDetrending
 import Polynomials
 
 """
-    PolyNnmialDetrending(degree::Int = 1) <: Decomposition
+    PolynomialDetrending(degree::Int = 1) <: Decomposition
 
 Decompose timeseries `s` into a **sum** `x + r` where `x` is the trend
 and `r` the residual. The trend is a fitted polynomial guaranteed to have given `degree`.
diff --git a/src/detrending/smoothing.jl b/src/detrending/smoothing.jl
index da64993..357492a 100644
--- a/src/detrending/smoothing.jl
+++ b/src/detrending/smoothing.jl
@@ -1,9 +1,9 @@
-export MovingAverageSmoothing
+export MovingAverageSmoothing, LoessSmoothing
 
 """
     MovingAverageSmoothing(window::Int = 10) <: Decomposition
 
-Decompose timeseries `s` into a **sum** `x + r` where `x` is the smoothened singla
+Decompose timeseries `s` into a **sum** `x + r` where `x` is the smoothened signal
 and `r` the residual. The smoothing is done via a basic moving average using a fixed
 rectangualr window of size `window`.
 At the end and start of teh timeseries only half of the window can be used for averaging.
@@ -23,4 +23,37 @@ function decompose(t, s, mas::MovingAverageSmoothing)
         smooth[i] = mean(@view s[start_idx:end_idx])
     end
     return smooth, s .- smooth
+end
+
+import Loess
+
+
+
+"""
+    LoessSmoothing(; span, degree, cell) <: Decomposition
+
+Decompose timeseries `s` into a **sum** `x + r` where `x` is the smoothened signal
+and `r` the residual. The smoothing is done via locally estimated scatterplot smoothing
+(loess) using Loess.jl and the provided keywords.
+
+- `span`: The degree of smoothing, typically in [0,1]. Smaller values result in smaller
+  local context in fitting.
+- `degree`: Polynomial degree.
+- `cell`: Control parameter for bucket size. Internal interpolation nodes will be
+added to the K-D tree until the number of bucket element is below `n * cell * span`.
+"""
+@kwdef struct LoessSmoothing{S, C}
+    span::S = 0.75
+    degree::Int = 2
+    cell::C = 0.2
+end
+
+function detrend_loess(y, s = 0.2)
+    n = length(y)
+    x = 1:n
+    model = loess(x, y, span = s)
+    trend = predict(model, x)
+    detrend = y .- trend
+    mse = sum((y .- trend).^2) / n
+    return detrend
 end
\ No newline at end of file

From af79185785914d72b5c52530d47e67320097a5c9 Mon Sep 17 00:00:00 2001
From: Datseris <datseris.george@gmail.com>
Date: Wed, 21 May 2025 12:51:56 +0100
Subject: [PATCH 10/22] update workflows

---
 .github/workflows/ci.yml | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 56dd6cf..0968dec 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -34,7 +34,7 @@ jobs:
         with:
           version: ${{ matrix.version }}
           arch: ${{ matrix.arch }}
-      - uses: actions/cache@v1
+      - uses: actions/cache@v4
         env:
           cache-name: cache-artifacts
         with:
@@ -45,6 +45,7 @@ jobs:
             ${{ runner.os }}-test-
             ${{ runner.os }}-
       - uses: julia-actions/julia-buildpkg@v1
+
       - uses: julia-actions/julia-runtest@v1
       - uses: julia-actions/julia-processcoverage@v1
       - uses: codecov/codecov-action@v1

From b61d87d3ee4c309d5a8a1198dcbd4ed45cc66ec7 Mon Sep 17 00:00:00 2001
From: Datseris <datseris.george@gmail.com>
Date: Wed, 21 May 2025 12:58:07 +0100
Subject: [PATCH 11/22] add Loess

---
 Project.toml | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/Project.toml b/Project.toml
index 47aef85..eb4912f 100644
--- a/Project.toml
+++ b/Project.toml
@@ -9,6 +9,7 @@ Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
 DelayEmbeddings = "5732040d-69e3-5649-938a-b6b4f237613f"
 FFTW = "7a1cc6ca-52ef-59f5-83cd-3a7055c09341"
 LPVSpectral = "26dcc766-85df-5edc-b560-6076d5dbac63"
+Loess = "4345ca2d-374a-55d4-8d30-97f9976e7612"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 Neighborhood = "645ca80c-8b79-4109-87ea-e1f58159d116"
 Polynomials = "f27b6e38-b328-58d1-80ce-0feddd5e7a45"
@@ -21,6 +22,7 @@ BandedMatrices = "1"
 DelayEmbeddings = "2"
 FFTW = "1.2"
 LPVSpectral = "0.3"
+Loess = "0.6"
 Neighborhood = "0.2"
 Polynomials = "4"
 StaticArrays = "1"

From 6387e2c26ecee80e54712dab12ca544d789b59c9 Mon Sep 17 00:00:00 2001
From: George Datseris <datseris.george@gmail.com>
Date: Fri, 11 Jul 2025 10:26:32 +0100
Subject: [PATCH 12/22] use correct module in docs

---
 docs/make.jl | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/make.jl b/docs/make.jl
index b73e7f3..1385baf 100644
--- a/docs/make.jl
+++ b/docs/make.jl
@@ -14,7 +14,7 @@ Downloads.download(
 )
 include("build_docs_with_style.jl")
 
-build_docs_with_style(pages, Attractors;
+build_docs_with_style(pages, SignalDecomposition;
     authors = "George Datseris <datseris.george@gmail.com>",
     expandfirst = ["index.md"], #  this is the first script that loads colorscheme
 )

From 21a8ee81c5fdaa038b365dd6fda4d91675c8b3f1 Mon Sep 17 00:00:00 2001
From: George Datseris <datseris.george@gmail.com>
Date: Fri, 11 Jul 2025 10:46:39 +0100
Subject: [PATCH 13/22] fix all tests

---
 Project.toml                |  4 ++--
 docs/Project.toml           |  2 +-
 docs/make.jl                |  2 +-
 docs/src/examples.md        |  4 ++--
 src/detrending/simple.jl    |  2 +-
 src/detrending/smoothing.jl | 21 +++++++--------------
 test/detrending_test.jl     | 18 ++++++++++++++++++
 test/runtests.jl            |  2 +-
 8 files changed, 33 insertions(+), 22 deletions(-)
 create mode 100644 test/detrending_test.jl

diff --git a/Project.toml b/Project.toml
index eb4912f..d52ed1b 100644
--- a/Project.toml
+++ b/Project.toml
@@ -31,8 +31,8 @@ julia = "1.9"
 
 [extras]
 DelimitedFiles = "8bb1440f-4735-579b-a4ab-409b98df4dab"
-DynamicalSystemsBase = "6e36e845-645a-534a-86f2-f5d4aa5a06b4"
+PredefinedDynamicalSystems = "31e2f376-db9e-427a-b76e-a14f56347a14"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["Test", "DelimitedFiles", "DynamicalSystemsBase"]
+test = ["Test", "DelimitedFiles", "PredefinedDynamicalSystems"]
diff --git a/docs/Project.toml b/docs/Project.toml
index b598671..251a5cc 100644
--- a/docs/Project.toml
+++ b/docs/Project.toml
@@ -2,7 +2,7 @@
 Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
 DocumenterTools = "35a29f4d-8980-5a13-9543-d66fff28ecb8"
-DynamicalSystemsBase = "6e36e845-645a-534a-86f2-f5d4aa5a06b4"
+PredefinedDynamicalSystems = "31e2f376-db9e-427a-b76e-a14f56347a14"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 SignalDecomposition = "11a47235-7b84-4c7c-b885-fc3e2a9cf955"
 CairoMakie = "13f3f980-e62b-5c42-98c6-ff1f3baf88f0"
diff --git a/docs/make.jl b/docs/make.jl
index 1385baf..a432e67 100644
--- a/docs/make.jl
+++ b/docs/make.jl
@@ -1,6 +1,6 @@
 cd(@__DIR__)
 using SignalDecomposition
-using DynamicalSystemsBase
+using PredefinedDynamicalSystems
 
 pages = [
     "index.md",
diff --git a/docs/src/examples.md b/docs/src/examples.md
index 77b8815..5b87e27 100644
--- a/docs/src/examples.md
+++ b/docs/src/examples.md
@@ -3,7 +3,7 @@ Only a few examples are shown here. Every method has an example (and plotting co
 
 ## Nonlinear
 ```@example docs
-using SignalDecomposition, DynamicalSystemsBase, Random, Statistics
+using SignalDecomposition, PredefinedDynamicalSystems, Random, Statistics
 
 he = Systems.henon()
 tr = trajectory(he, 10000; Ttr = 100)
@@ -59,7 +59,7 @@ Furthermore, by construction, the `x` component of `Sinusoidal` will always be a
 
 ## Product
 ```@example docs
-using SignalDecomposition, DynamicalSystems, Plots
+using SignalDecomposition, PredefinedDynamicalSystems, Plots
 
 ds = Systems.lorenz()
 tr = trajectory(ds, 20; dt = 0.002, Ttr = 100)
diff --git a/src/detrending/simple.jl b/src/detrending/simple.jl
index 5d88b11..6ee2282 100644
--- a/src/detrending/simple.jl
+++ b/src/detrending/simple.jl
@@ -1,4 +1,4 @@
-export PolynomialDetrending
+export PolynomialDetrending, NoDecomposition
 import Polynomials
 
 """
diff --git a/src/detrending/smoothing.jl b/src/detrending/smoothing.jl
index 357492a..3f900d5 100644
--- a/src/detrending/smoothing.jl
+++ b/src/detrending/smoothing.jl
@@ -1,4 +1,5 @@
 export MovingAverageSmoothing, LoessSmoothing
+import Loess
 
 """
     MovingAverageSmoothing(window::Int = 10) <: Decomposition
@@ -8,7 +9,7 @@ and `r` the residual. The smoothing is done via a basic moving average using a f
 rectangualr window of size `window`.
 At the end and start of teh timeseries only half of the window can be used for averaging.
 """
-@kwdef struct MovingAverageSmoothing
+@kwdef struct MovingAverageSmoothing <: Decomposition
     window::Int = 10
 end
 
@@ -25,10 +26,6 @@ function decompose(t, s, mas::MovingAverageSmoothing)
     return smooth, s .- smooth
 end
 
-import Loess
-
-
-
 """
     LoessSmoothing(; span, degree, cell) <: Decomposition
 
@@ -42,18 +39,14 @@ and `r` the residual. The smoothing is done via locally estimated scatterplot sm
 - `cell`: Control parameter for bucket size. Internal interpolation nodes will be
 added to the K-D tree until the number of bucket element is below `n * cell * span`.
 """
-@kwdef struct LoessSmoothing{S, C}
+@kwdef struct LoessSmoothing{S, C} <: Decomposition
     span::S = 0.75
     degree::Int = 2
     cell::C = 0.2
 end
 
-function detrend_loess(y, s = 0.2)
-    n = length(y)
-    x = 1:n
-    model = loess(x, y, span = s)
-    trend = predict(model, x)
-    detrend = y .- trend
-    mse = sum((y .- trend).^2) / n
-    return detrend
+function decompose(t, s, method::LoessSmoothing)
+    model = Loess.loess(t, s, span = method.span)
+    trend = Loess.predict(model, t)
+    return trend, s .- trend
 end
\ No newline at end of file
diff --git a/test/detrending_test.jl b/test/detrending_test.jl
new file mode 100644
index 0000000..87e34a9
--- /dev/null
+++ b/test/detrending_test.jl
@@ -0,0 +1,18 @@
+using SignalDecomposition, Test
+
+@testset "detrending" begin
+    detrending_methods = [
+        PolynomialDetrending(1), PolynomialDetrending(2), NoDecomposition(),
+        MovingAverageSmoothing(), LoessSmoothing(),
+    ]
+
+    N = 10000
+    s = float.(1:N)
+    s .+= 0.1rand(N)
+
+    @testset "$(nameof(typeof(m)))" for m in detrending_methods
+        trend, residual = decompose(s, m)
+        err = rmse(s, trend)
+        @test abs(err) < 1e-1 # noise is this magnitude.
+    end
+end
diff --git a/test/runtests.jl b/test/runtests.jl
index 4392e16..ce9cbd7 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -1,7 +1,7 @@
 cd(@__DIR__)
 using SignalDecomposition
 using DelimitedFiles, Test, Random, Statistics
-using DynamicalSystemsBase
+using PredefinedDynamicalSystems
 
 ds = Systems.lorenz()
 tr = trajectory(ds, 500.0; dt = 0.05, Ttr = 100)

From c10f28eeeacccb1375450780d03cd87dcfca5fd5 Mon Sep 17 00:00:00 2001
From: George Datseris <datseris.george@gmail.com>
Date: Thu, 17 Jul 2025 08:49:28 +0100
Subject: [PATCH 14/22] make subtypes of decompo-sition

---
 src/detrending/smoothing.jl | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/src/detrending/smoothing.jl b/src/detrending/smoothing.jl
index 3f900d5..a8363e3 100644
--- a/src/detrending/smoothing.jl
+++ b/src/detrending/smoothing.jl
@@ -38,15 +38,17 @@ and `r` the residual. The smoothing is done via locally estimated scatterplot sm
 - `degree`: Polynomial degree.
 - `cell`: Control parameter for bucket size. Internal interpolation nodes will be
 added to the K-D tree until the number of bucket element is below `n * cell * span`.
+- `normalize`: Normalize the scale of each predicitor. (default true when `m > 1`)
 """
 @kwdef struct LoessSmoothing{S, C} <: Decomposition
     span::S = 0.75
     degree::Int = 2
     cell::C = 0.2
+    normalize::Bool = true
 end
 
 function decompose(t, s, method::LoessSmoothing)
-    model = Loess.loess(t, s, span = method.span)
+    model = Loess.loess(t, s; span = method.span, normalize = method.normalize, degree = method.degree, cell = method.cell)
     trend = Loess.predict(model, t)
     return trend, s .- trend
-end
\ No newline at end of file
+end

From 02ebb5d4241914c36b5be8afa1585e764869f65d Mon Sep 17 00:00:00 2001
From: George Datseris <datseris.george@gmail.com>
Date: Thu, 17 Jul 2025 09:30:56 +0100
Subject: [PATCH 15/22] add HP filter

---
 Project.toml                  |  4 ++-
 docs/src/index.md             |  5 +++
 src/detrending/specialized.jl | 57 +++++++++++++++++++++++++++++++++++
 3 files changed, 65 insertions(+), 1 deletion(-)
 create mode 100644 src/detrending/specialized.jl

diff --git a/Project.toml b/Project.toml
index d52ed1b..ddfa400 100644
--- a/Project.toml
+++ b/Project.toml
@@ -9,11 +9,12 @@ Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
 DelayEmbeddings = "5732040d-69e3-5649-938a-b6b4f237613f"
 FFTW = "7a1cc6ca-52ef-59f5-83cd-3a7055c09341"
 LPVSpectral = "26dcc766-85df-5edc-b560-6076d5dbac63"
-Loess = "4345ca2d-374a-55d4-8d30-97f9976e7612"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+Loess = "4345ca2d-374a-55d4-8d30-97f9976e7612"
 Neighborhood = "645ca80c-8b79-4109-87ea-e1f58159d116"
 Polynomials = "f27b6e38-b328-58d1-80ce-0feddd5e7a45"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 
@@ -25,6 +26,7 @@ LPVSpectral = "0.3"
 Loess = "0.6"
 Neighborhood = "0.2"
 Polynomials = "4"
+SparseArrays = "1.11"
 StaticArrays = "1"
 Statistics = "1"
 julia = "1.9"
diff --git a/docs/src/index.md b/docs/src/index.md
index bdb6230..bd20842 100644
--- a/docs/src/index.md
+++ b/docs/src/index.md
@@ -24,6 +24,7 @@ Sinusoidal
 ```
 
 ## Nonlinear methods
+
 ```@docs
 ExtremelySimpleNL
 ManifoldProjection
@@ -42,19 +43,23 @@ These methods can be either smoothing or detrending depending on your context!
 ```@docs
 MovingAverageSmoothing
 LoessSmoothing
+HodrickPrescott
 ```
 
 ## Product methods
+
 ```@docs
 ProductInversion
 ```
 
 ## Miscellaneous methods
+
 ```@docs
 TimeAnomaly
 ```
 
 ## Utilities
+
 Simple utility functions to check how good the decomposition is for your data:
 ```@docs
 rmse
diff --git a/src/detrending/specialized.jl b/src/detrending/specialized.jl
new file mode 100644
index 0000000..cd4f2c1
--- /dev/null
+++ b/src/detrending/specialized.jl
@@ -0,0 +1,57 @@
+# Hodrick–Prescott filter obtained from
+# https://github.com/sdBrinkmann/HPFilter.jl,
+export HodrickPrescott
+using SparseArrays, LinearAlgebra
+
+"""
+    HodrickPrescott(; λ = 1600, iter = 1)
+
+Decompose timeseries `s` into a **sum** `x + r` where `x` is the trend
+and `r` the residual according to the
+[Hodrick-Prescott](https://en.wikipedia.org/wiki/Hodrick%E2%80%93Prescott_filter) filter.
+The residual is called the "cyclic" component in this context.
+The keyword `iter` controls the boosted (or iterative) version of the filter,
+based on Peter Phillips and Zhentao Shi (2019): "Boosting the Hodrick-Prescott Filter".
+"""
+@kwdef struct HodrickPrescott <: Decomposition
+    λ::Int = 1600
+    iter::Int = 1
+end
+
+function decompose(t, x::AbstractVector, method::HodricPrescott)
+    (; λ, iter) = method.λ
+    n = length(x)
+    m = 2
+    @assert n > m
+    I = Diagonal(ones(n))
+    D = spdiagm(
+        0 => fill(1, n-m),
+        -1 => fill(-2, n-m),
+        -2 => fill(1, n-m)
+    )
+    @inbounds D = D[1:n,1:n-m]
+    S = (I + λ * D * D')
+    function solve(S,x,iter)
+        f = S \ x
+        if iter > 1
+            return solve(S,x-f,iter-1)
+        else
+            return x - f
+        end
+    end
+    solution = solve(S, x, iter)
+    trend = x - solve(S, x, iter)
+    res = -solution
+    return trend, res
+end
+
+# empirical orthogonal
+function detrend_emd(y)
+    n = length(y)
+    t = 1:n
+    imf = emd(y, t)
+    trend = imf[7] + imf[6]
+    residual = sum(imf[i] for i in 1:5)
+    detrend = y .- trend
+    return detrend
+end
\ No newline at end of file

From 97f413c4c74e8280603f08116288872b54860ae4 Mon Sep 17 00:00:00 2001
From: George Datseris <datseris.george@gmail.com>
Date: Thu, 17 Jul 2025 09:32:49 +0100
Subject: [PATCH 16/22] add it to tests

---
 test/detrending_test.jl | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/test/detrending_test.jl b/test/detrending_test.jl
index 87e34a9..4c47ec3 100644
--- a/test/detrending_test.jl
+++ b/test/detrending_test.jl
@@ -3,7 +3,7 @@ using SignalDecomposition, Test
 @testset "detrending" begin
     detrending_methods = [
         PolynomialDetrending(1), PolynomialDetrending(2), NoDecomposition(),
-        MovingAverageSmoothing(), LoessSmoothing(),
+        MovingAverageSmoothing(), LoessSmoothing(), HodrickPrescott(),
     ]
 
     N = 10000

From c8bb0db9c592c5d03dc79bd199a2248c2782fb9c Mon Sep 17 00:00:00 2001
From: George Datseris <datseris.george@gmail.com>
Date: Thu, 17 Jul 2025 11:04:36 +0100
Subject: [PATCH 17/22] fix test call

---
 test/runtests.jl | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/test/runtests.jl b/test/runtests.jl
index ce9cbd7..ed3b606 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -4,14 +4,14 @@ using DelimitedFiles, Test, Random, Statistics
 using PredefinedDynamicalSystems
 
 ds = Systems.lorenz()
-tr = trajectory(ds, 500.0; dt = 0.05, Ttr = 100)
+tr, tvec = trajectory(ds, 500.0; Δt = 0.05, Ttr = 100)
 lorenzx = tr[:, 1]/std(tr[:, 1])
 
-tr = trajectory(ds, 20; dt = 0.002, Ttr = 100)
+tr, tvec = trajectory(ds, 20; Δt = 0.002, Ttr = 100)
 lorenzx_slow = tr[:, 1]/std(tr[:, 1])
 
 ds = Systems.roessler()
-tr = trajectory(ds, 500.0, dt = 0.05, Ttr = 10)
+tr, tvec = trajectory(ds, 500.0, Δt = 0.05, Ttr = 10)
 roesslerz = tr[:, 3]/std(tr[:, 3])
 
 L = length(lorenzx)

From f3aced610056a5153088ec6836b9ce09708e478b Mon Sep 17 00:00:00 2001
From: George Datseris <datseris.george@gmail.com>
Date: Thu, 17 Jul 2025 12:02:30 +0100
Subject: [PATCH 18/22] make test project file

---
 Project.toml      | 8 --------
 docs/Project.toml | 3 +++
 test/Project.toml | 9 +++++++++
 3 files changed, 12 insertions(+), 8 deletions(-)
 create mode 100644 test/Project.toml

diff --git a/Project.toml b/Project.toml
index ddfa400..1c6a1ae 100644
--- a/Project.toml
+++ b/Project.toml
@@ -30,11 +30,3 @@ SparseArrays = "1.11"
 StaticArrays = "1"
 Statistics = "1"
 julia = "1.9"
-
-[extras]
-DelimitedFiles = "8bb1440f-4735-579b-a4ab-409b98df4dab"
-PredefinedDynamicalSystems = "31e2f376-db9e-427a-b76e-a14f56347a14"
-Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
-
-[targets]
-test = ["Test", "DelimitedFiles", "PredefinedDynamicalSystems"]
diff --git a/docs/Project.toml b/docs/Project.toml
index 251a5cc..9ea2cd9 100644
--- a/docs/Project.toml
+++ b/docs/Project.toml
@@ -6,3 +6,6 @@ PredefinedDynamicalSystems = "31e2f376-db9e-427a-b76e-a14f56347a14"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 SignalDecomposition = "11a47235-7b84-4c7c-b885-fc3e2a9cf955"
 CairoMakie = "13f3f980-e62b-5c42-98c6-ff1f3baf88f0"
+
+[compat]
+PredefinedDynamicalSystems = "1.4"
\ No newline at end of file
diff --git a/test/Project.toml b/test/Project.toml
new file mode 100644
index 0000000..09531d4
--- /dev/null
+++ b/test/Project.toml
@@ -0,0 +1,9 @@
+[deps]
+DelimitedFiles = "8bb1440f-4735-579b-a4ab-409b98df4dab"
+PredefinedDynamicalSystems = "31e2f376-db9e-427a-b76e-a14f56347a14"
+Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+
+[compat]
+PredefinedDynamicalSystems = "1.4"

From 591934c90a12ffd7bf07cf7b7f29b32e59ce040b Mon Sep 17 00:00:00 2001
From: George Datseris <datseris.george@gmail.com>
Date: Fri, 25 Jul 2025 10:25:13 +0100
Subject: [PATCH 19/22] add delay embedding in test

---
 test/Project.toml      | 1 +
 test/nonlinear_test.jl | 5 ++++-
 2 files changed, 5 insertions(+), 1 deletion(-)

diff --git a/test/Project.toml b/test/Project.toml
index 09531d4..406a085 100644
--- a/test/Project.toml
+++ b/test/Project.toml
@@ -4,6 +4,7 @@ PredefinedDynamicalSystems = "31e2f376-db9e-427a-b76e-a14f56347a14"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
+DelayEmbeddings = "5732040d-69e3-5649-938a-b6b4f237613f"
 
 [compat]
 PredefinedDynamicalSystems = "1.4"
diff --git a/test/nonlinear_test.jl b/test/nonlinear_test.jl
index 85ae466..9012eec 100644
--- a/test/nonlinear_test.jl
+++ b/test/nonlinear_test.jl
@@ -1,3 +1,6 @@
+import DelayEmbeddings
+using Test, SignalDecomposition
+
 @testset "ExtremelySimpleNL" begin
 # input
 s1 = lorenzx + 0.1noise # input
@@ -10,7 +13,7 @@ w = 1 # theiler window
 
 for (name, s) in zip(("lorenz", "roessler"), (s1, s2))
 
-    τ = estimate_delay(s, "mi_min") #  5 # delaytime
+    τ = DelayEmbeddings.estimate_delay(s, "mi_min") #  5 # delaytime
     method = ExtremelySimpleNL(k, ℓ, τ, w, ε)
 
     x, r = decompose(s, method)

From 3f86e8f0369cb4b76da368012da3c664ba2645a4 Mon Sep 17 00:00:00 2001
From: George Datseris <datseris.george@gmail.com>
Date: Fri, 25 Jul 2025 10:34:44 +0100
Subject: [PATCH 20/22] fix all tests

---
 CHANGELOG.md             | 4 ++--
 test/Project.toml        | 1 +
 test/lpv_test.jl         | 2 +-
 test/nonlinear_test.jl   | 4 ++--
 test/product_test.jl     | 2 +-
 test/timeanomaly_test.jl | 1 +
 6 files changed, 8 insertions(+), 6 deletions(-)

diff --git a/CHANGELOG.md b/CHANGELOG.md
index 6ee11fa..6c77fcd 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -4,8 +4,8 @@
 
 - Add new functionality for the package: detrending
 - Add new functionality for the package: smoothing
-- Add new `Decompositions`: `PolynomialDetrending, NoDecomposition, MovingAverageSmoothing`.
-- Package is now part of DynamicalSystems.jl as well.
+- Add new `Decompositions`: `PolynomialDetrending, NoDecomposition, MovingAverageSmoothing, LoessSmoothing, HodrickPrescott`.
+- Package is now part of DynamicalSystems.jl as well under the category "Nonlinear Timeseries Analysis".
 
 # v1.1
 
diff --git a/test/Project.toml b/test/Project.toml
index 406a085..3f3442c 100644
--- a/test/Project.toml
+++ b/test/Project.toml
@@ -5,6 +5,7 @@ Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 DelayEmbeddings = "5732040d-69e3-5649-938a-b6b4f237613f"
+Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
 
 [compat]
 PredefinedDynamicalSystems = "1.4"
diff --git a/test/lpv_test.jl b/test/lpv_test.jl
index c6d4cf7..b980f04 100644
--- a/test/lpv_test.jl
+++ b/test/lpv_test.jl
@@ -37,7 +37,7 @@ end
     @test errres < 0.1
     errori = nrmse(s, x .+ r)
     @test errori < 1e-15
-    
+
     # figure()
     # ax1 = subplot(211)
     # plot(pu; alpha = 0.75, label = "x component")
diff --git a/test/nonlinear_test.jl b/test/nonlinear_test.jl
index 9012eec..0a7de01 100644
--- a/test/nonlinear_test.jl
+++ b/test/nonlinear_test.jl
@@ -32,7 +32,7 @@ end
 @testset "ManifoldProjection" begin
     @testset "Henon" begin
         he = Systems.henon()
-        tr = trajectory(he, 10000; Ttr = 100)
+        tr, _ = trajectory(he, 10000; Ttr = 100)
         Random.seed!(151521)
         z = tr[:, 1]
         s = z .+ randn(10001)*0.1*std(z)
@@ -63,7 +63,7 @@ end
 
     @testset "lorenz" begin
         lo = Systems.lorenz()
-        tr = trajectory(lo, 1000; Ttr = 100, dt = 0.1)
+        tr, _ = trajectory(lo, 1000; Ttr = 100, Δt = 0.1)
         Random.seed!(151521)
         z = tr[:, 1]
         s = z .+ randn(10001)*0.2*std(z)
diff --git a/test/product_test.jl b/test/product_test.jl
index 7530d92..8b5fde1 100644
--- a/test/product_test.jl
+++ b/test/product_test.jl
@@ -24,7 +24,7 @@ cases = [
         errres = nrmse(case[2], r) # by definition 0
         fullerr = nrmse(s, x .* r)
         @test fullerr < 0.1
-        println("  case $i errper=$errper, errres=$errres ")
+        # println("  case $i errper=$errper, errres=$errres ")
         #
         # figure()
         # ax1 = subplot(311)
diff --git a/test/timeanomaly_test.jl b/test/timeanomaly_test.jl
index 9af229a..7242dac 100644
--- a/test/timeanomaly_test.jl
+++ b/test/timeanomaly_test.jl
@@ -1,3 +1,4 @@
+using SignalDecomposition, Test
 using Dates, Random
 
 @testset "TimeAnomaly" begin

From 46b92c3f1f3670bd374660e35a7b4ad417122abd Mon Sep 17 00:00:00 2001
From: George Datseris <datseris.george@gmail.com>
Date: Fri, 25 Jul 2025 12:16:30 +0100
Subject: [PATCH 21/22] fix docs, fix tests

---
 .gitignore                    |  1 +
 docs/make.jl                  |  1 +
 docs/src/examples.md          | 51 ++++++++++++++++++++---------------
 docs/src/index.md             |  4 +--
 docs/style.jl                 | 38 ++++++++++++++++++++++++++
 src/SignalDecomposition.jl    |  1 +
 src/detrending/specialized.jl | 15 ++---------
 test/runtests.jl              |  2 ++
 8 files changed, 76 insertions(+), 37 deletions(-)
 create mode 100644 docs/style.jl

diff --git a/.gitignore b/.gitignore
index 9c53da4..c7324ae 100644
--- a/.gitignore
+++ b/.gitignore
@@ -9,6 +9,7 @@ videos
 plots
 notebooks
 _research
+docs/build_docs_with_style.jl
 
 ################################################################################
 #                                    Julia                                     #
diff --git a/docs/make.jl b/docs/make.jl
index a432e67..99a9577 100644
--- a/docs/make.jl
+++ b/docs/make.jl
@@ -1,6 +1,7 @@
 cd(@__DIR__)
 using SignalDecomposition
 using PredefinedDynamicalSystems
+decompose = SignalDecomposition.decompose
 
 pages = [
     "index.md",
diff --git a/docs/src/examples.md b/docs/src/examples.md
index 5b87e27..d778d32 100644
--- a/docs/src/examples.md
+++ b/docs/src/examples.md
@@ -4,9 +4,10 @@ Only a few examples are shown here. Every method has an example (and plotting co
 ## Nonlinear
 ```@example docs
 using SignalDecomposition, PredefinedDynamicalSystems, Random, Statistics
+decompose = SignalDecomposition.decompose
 
 he = Systems.henon()
-tr = trajectory(he, 10000; Ttr = 100)
+tr, tvec = trajectory(he, 10000; Ttr = 100)
 Random.seed!(151521)
 z = tr[:, 1]
 s = z .+ randn(10001)*0.1*std(z)
@@ -20,16 +21,18 @@ summary(x)
 This method is nicely highlighted once going into the state space and looking at the attractor:
 
 ```@example docs
-fig, ax = scatter(s[1:end-1], s[2:end]; markersize = 1, label = "input", msw = 0)
-scatter!(p2, z[1:end-1], z[2:end], ms = 1, label = "real", color = :black, msw = 0)
-scatter!(p2, x[1:end-1], x[2:end], ms = 1, label = "output", alpha = 0.5, msw = 0)
-savefig(p2, "henon.png") # hide
+using CairoMakie
+fig, ax = scatter(s[1:end-1], s[2:end]; markersize = 4, label = "input")
+scatter!(ax, z[1:end-1], z[2:end], markersize = 4, label = "real", color = :black)
+scatter!(ax, x[1:end-1], x[2:end], markersize = 3, label = "output", alpha = 0.5, color = :red)
+axislegend(ax)
+fig
 ```
-![](henon.png)
 
 ## TimeAnomaly and Sinusoidal
 ```@example docs
-using SignalDecomposition, Dates, Random, Plots
+using SignalDecomposition, Dates, Random, CairoMakie
+
 Random.seed!(41516)
 y = Date(2001):Day(1):Date(2025)
 dy = dayofyear.(y)
@@ -43,12 +46,14 @@ t = collect(1:length(y)) ./ 365.26 # true time in years
 
 x2, r2 = decompose(t, sy, Sinusoidal([1.0, 2.0]))
 
-p3 = plot(t, sy, label = "input")
-plot!(p3, t, cy, label = "true periodic", color = :black, ls = :dash)
-plot!(p3, t, x, label = "TimeAnomaly", alpha = 1.0, color = :red)
-plot!(p3, t, x2, label = "Sinusoidal", alpha = 0.5, color = :green)
-xlabel!(p3, "years")
-xlims!(p3, 0, 1) # zoom in
+fig, ax = lines(t, sy, label = "input")
+lines!(ax, t, cy; label = "true periodic", color = :black, linestyle = :dash)
+lines!(ax, t, x; label = "TimeAnomaly", alpha = 1.0, color = :red)
+lines!(ax, t, x2; label = "Sinusoidal", alpha = 0.5, color = (0.1, 0.8, 0.2))
+ax.xlabel = "years"
+axislegend(ax)
+xlims!(ax, 0, 1) # zoom in
+fig
 ```
 
 Although not immediately obvious from the figure, `Sinusoidal` performs better:
@@ -59,14 +64,15 @@ Furthermore, by construction, the `x` component of `Sinusoidal` will always be a
 
 ## Product
 ```@example docs
-using SignalDecomposition, PredefinedDynamicalSystems, Plots
+using SignalDecomposition, PredefinedDynamicalSystems, CairoMakie
+using Statistics: std
 
 ds = Systems.lorenz()
-tr = trajectory(ds, 20; dt = 0.002, Ttr = 100)
+tr, _ = trajectory(ds, 20; Δt = 0.002, Ttr = 100)
 lorenzx_slow = tr[:, 1]/std(tr[:, 1])
 
 ds = Systems.roessler()
-tr = trajectory(ds, 500.0, dt = 0.05, Ttr = 10)
+tr, _ = trajectory(ds, 500.0, Δt = 0.05, Ttr = 10)
 roesslerz = tr[:, 3]/std(tr[:, 3])
 roesslerz[roesslerz .≤ 0.1] .= 0
 
@@ -74,10 +80,11 @@ s = lorenzx_slow .* roesslerz
 m = ProductInversion(roesslerz, 0.1:0.1:10)
 x, r = decompose(s, m)
 
-l = (4, 1)
-p5 = plot(s, label = "input s")
-plot!(p5, x .* r, label = "decomposed")
-p6 = plot(lorenzx_slow, label = "original r")
-plot!(p6, x, label = "decomposed r")
-plot(p5, p6, layout=(2,1))
+fig, ax = lines(s, label = "input s")
+lines!(ax, x .* r, label = "decomposed", linestyle = :dash)
+axislegend(ax)
+ax, = lines(fig[2,1], lorenzx_slow, label = "original r")
+lines!(ax, x, label = "decomposed r")
+axislegend(ax)
+fig
 ```
diff --git a/docs/src/index.md b/docs/src/index.md
index bd20842..dc373f3 100644
--- a/docs/src/index.md
+++ b/docs/src/index.md
@@ -7,7 +7,7 @@
 ## API
 
 ```@docs
-decompose
+SignalDecomposition.decompose
 ```
 
 Subtypes of `Decomposition` are listed in the rest of this page.
@@ -34,6 +34,7 @@ ManifoldProjection
 
 ```@docs
 PolynomialDetrending
+HodrickPrescott
 ```
 
 ## Smoothing (or detrending) methods
@@ -43,7 +44,6 @@ These methods can be either smoothing or detrending depending on your context!
 ```@docs
 MovingAverageSmoothing
 LoessSmoothing
-HodrickPrescott
 ```
 
 ## Product methods
diff --git a/docs/style.jl b/docs/style.jl
new file mode 100644
index 0000000..691fffa
--- /dev/null
+++ b/docs/style.jl
@@ -0,0 +1,38 @@
+# Color theme definitions
+struct CyclicContainer <: AbstractVector{String}
+    c::Vector{String}
+    n::Int
+end
+CyclicContainer(c) = CyclicContainer(c, 0)
+
+Base.length(c::CyclicContainer) = length(c.c)
+Base.size(c::CyclicContainer) = size(c.c)
+Base.iterate(c::CyclicContainer, state=1) = iterate(c.c, state)
+Base.getindex(c::CyclicContainer, i) = c.c[(i-1)%length(c.c) + 1]
+Base.getindex(c::CyclicContainer, i::AbstractArray) = c.c[i]
+function Base.getindex(c::CyclicContainer)
+    c.n += 1
+    c[c.n]
+end
+Base.iterate(c::CyclicContainer, i = 1) = iterate(c.c, i)
+
+COLORSCHEME = [
+    "#7143E0",
+    "#191E44",
+    "#0A9A84",
+    "#AF9327",
+    "#791457",
+    "#6C768C",
+]
+
+COLORS = CyclicContainer(COLORSCHEME)
+LINESTYLES = CyclicContainer(["-", ":", "--", "-."])
+
+# other styling elements for Makie
+set_theme!(;
+    palette = (color = COLORSCHEME,),
+    fontsize = 22,
+    figure_padding = 8,
+    size = (800, 400),
+    linewidth = 3.0,
+)
diff --git a/src/SignalDecomposition.jl b/src/SignalDecomposition.jl
index 0c57793..ceb870d 100644
--- a/src/SignalDecomposition.jl
+++ b/src/SignalDecomposition.jl
@@ -34,6 +34,7 @@ include("nonlinear/projection.jl")
 include("misc/anomaly.jl")
 include("detrending/simple.jl")
 include("detrending/smoothing.jl")
+include("detrending/specialized.jl")
 
 
 
diff --git a/src/detrending/specialized.jl b/src/detrending/specialized.jl
index cd4f2c1..891c7eb 100644
--- a/src/detrending/specialized.jl
+++ b/src/detrending/specialized.jl
@@ -18,8 +18,8 @@ based on Peter Phillips and Zhentao Shi (2019): "Boosting the Hodrick-Prescott F
     iter::Int = 1
 end
 
-function decompose(t, x::AbstractVector, method::HodricPrescott)
-    (; λ, iter) = method.λ
+function decompose(t, x::AbstractVector, method::HodrickPrescott)
+    (; λ, iter) = method
     n = length(x)
     m = 2
     @assert n > m
@@ -44,14 +44,3 @@ function decompose(t, x::AbstractVector, method::HodricPrescott)
     res = -solution
     return trend, res
 end
-
-# empirical orthogonal
-function detrend_emd(y)
-    n = length(y)
-    t = 1:n
-    imf = emd(y, t)
-    trend = imf[7] + imf[6]
-    residual = sum(imf[i] for i in 1:5)
-    detrend = y .- trend
-    return detrend
-end
\ No newline at end of file
diff --git a/test/runtests.jl b/test/runtests.jl
index ed3b606..99fbf3a 100644
--- a/test/runtests.jl
+++ b/test/runtests.jl
@@ -33,3 +33,5 @@ include("lpv_test.jl")
 include("product_test.jl")
 include("nonlinear_test.jl")
 include("timeanomaly_test.jl")
+include("detrending_test.jl")
+

From 04ef1d93a68efc0c50b7e249f0f88a11ea08801e Mon Sep 17 00:00:00 2001
From: George Datseris <datseris.george@gmail.com>
Date: Fri, 25 Jul 2025 12:48:45 +0100
Subject: [PATCH 22/22] fix docs?

---
 docs/make.jl | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/make.jl b/docs/make.jl
index 99a9577..dfde6f8 100644
--- a/docs/make.jl
+++ b/docs/make.jl
@@ -1,7 +1,7 @@
 cd(@__DIR__)
 using SignalDecomposition
-using PredefinedDynamicalSystems
 decompose = SignalDecomposition.decompose
+using PredefinedDynamicalSystems
 
 pages = [
     "index.md",