def test_fit_remove_add_trend(order, n_instances, n_timepoints): coefs = np.random.normal(size=order + 1).reshape(-1, 1) x = np.column_stack([ _generate_polynomial_series(n_timepoints, order, coefs=coefs) for _ in range(n_instances) ]).T # assert x.shape == (n_samples, n_obs) # check shape of fitted coefficients coefs = _fit_trend(x, order=order) assert coefs.shape == (n_instances, order + 1)
def _compute_trend(y): # Trend calculated through least squares regression. coefs = _fit_trend(y.values.reshape(1, -1), order=1) return coefs[0, 0] / 2