import numpy as np from typing import Dict, Any, Optional from ..core import DecompResult from ..registry import MethodRegistry @MethodRegistry.register("STL") def stl_decompose( y: np.ndarray, params: Dict[str, Any], ) -> DecompResult: """ STL decomposition: y = trend + seasonal + resid. """ try: from statsmodels.tsa.seasonal import STL except ImportError as exc: raise ImportError("statsmodels is required for STL decomposition.") from exc # Copy params to avoid mutation cfg = params.copy() period = cfg.pop("period", None) if period is None: raise ValueError("STL requires 'period' in params.") period = int(period) stl = STL(y, period=period, **cfg) res = stl.fit() trend = np.asarray(res.trend) seasonal = np.asarray(res.seasonal) residual = np.asarray(res.resid) return DecompResult( trend=trend, season=seasonal, residual=residual, meta={"method": "STL", "params": {"period": period, **cfg}}, ) @MethodRegistry.register("MSTL") def mstl_decompose( y: np.ndarray, params: Dict[str, Any], ) -> DecompResult: try: from statsmodels.tsa.seasonal import MSTL except ImportError as exc: raise ImportError("statsmodels>=0.14 is required for MSTL decomposition.") from exc cfg = params.copy() periods = cfg.pop("periods", None) if periods is None: # Try to infer or require it raise ValueError("MSTL requires 'periods' list in params.") # Ensure periods are integers >= 2 periods = [int(p) for p in periods if p >= 2] if not periods: raise ValueError("MSTL 'periods' must contain at least one integer >= 2.") mstl = MSTL(y, periods=periods, **cfg) res = mstl.fit() seasonal = res.seasonal if seasonal.ndim == 2: season = seasonal.sum(axis=1) else: season = seasonal trend = res.trend residual = res.resid return DecompResult( trend=trend, season=season, residual=residual, meta={"method": "MSTL", "params": {"periods": periods, **cfg}} ) @MethodRegistry.register("ROBUST_STL") def robuststl_decompose( y: np.ndarray, params: Dict[str, Any], ) -> DecompResult: try: from statsmodels.tsa.seasonal import STL except ImportError as exc: raise ImportError("statsmodels is required for RobustSTL.") from exc cfg = params.copy() period = cfg.pop("period", None) if period is None: raise ValueError("RobustSTL requires 'period' in params.") period = int(period) # RobustSTL is just STL with robust=True by default and maybe some specific tuning robust = cfg.pop("robust", True) stl = STL(y, period=period, robust=robust, **cfg) res = stl.fit() return DecompResult( trend=res.trend, season=res.seasonal, residual=res.resid, meta={"method": "ROBUST_STL", "params": {"period": period, "robust": robust, **cfg}} )