File size: 37,670 Bytes
ae97a0a 1661518 ae97a0a 7b3a57e ae97a0a e79b341 ae97a0a | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 | <!DOCTYPE html>
<html lang="en" data-bs-theme="light">
<head>
<meta charset="utf-8">
<meta http-equiv="X-UA-Compatible" content="IE=edge">
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<meta name="description" content="DeTime is workflow-oriented research software for reproducible time-series decomposition.">
<meta name="author" content="Zipeng Wu">
<link rel="canonical" href="https://systems-mechanobiology.github.io/DeTime/">
<link rel="shortcut icon" href="img/favicon.ico">
<title>DeTime</title>
<link href="css/bootstrap.min.css" rel="stylesheet">
<link href="css/fontawesome.min.css" rel="stylesheet">
<link href="css/brands.min.css" rel="stylesheet">
<link href="css/solid.min.css" rel="stylesheet">
<link href="css/v4-font-face.min.css" rel="stylesheet">
<link href="css/base.css" rel="stylesheet">
<link id="hljs-light" rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/styles/github.min.css" >
<link id="hljs-dark" rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/styles/github-dark.min.css" disabled>
<link href="stylesheets/brand.css" rel="stylesheet">
<link href="stylesheets/extra.css" rel="stylesheet">
<script src="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/highlight.min.js"></script>
<script>hljs.highlightAll();</script>
<meta name="robots" content="index, follow, max-image-preview:large">
<meta name="keywords" content="DeTime, detime, de-time, time series decomposition, Python time series, SSA, MSSA, VMD, STL, decomposition software">
<meta property="og:site_name" content="DeTime">
<meta property="og:type" content="website">
<meta property="og:title" content="DeTime - workflow-oriented time-series decomposition for Python">
<meta property="og:description" content="DeTime is a Python and CLI toolkit for reproducible time-series decomposition across SSA, MSSA, VMD, STL, EMD, wavelet, and native C++ backed methods.">
<meta property="og:url" content="https://systems-mechanobiology.github.io/DeTime/">
<meta property="og:image" content="https://systems-mechanobiology.github.io/DeTime/assets/brand/detime-title-card.svg">
<meta name="twitter:card" content="summary_large_image">
<meta name="twitter:title" content="DeTime - time-series decomposition for Python">
<meta name="twitter:description" content="Workflow-oriented Python and CLI software for reproducible trend, oscillation, residual, and component decomposition.">
<script type="application/ld+json">
{
"@context": "https://schema.org",
"@graph": [
{
"@type": "WebSite",
"@id": "https://systems-mechanobiology.github.io/DeTime/#website",
"name": "DeTime",
"alternateName": ["detime", "de-time", "De-Time"],
"url": "https://systems-mechanobiology.github.io/DeTime/",
"description": "DeTime documentation for workflow-oriented time-series decomposition software.",
"inLanguage": "en"
},
{
"@type": "SoftwareSourceCode",
"@id": "https://systems-mechanobiology.github.io/DeTime/#software",
"name": "DeTime",
"alternateName": ["detime", "de-time", "De-Time"],
"description": "Python and CLI toolkit for reproducible time-series decomposition with native C++ backed SSA, MSSA, VMD, STD, STDR, MA baseline, and Gabor clustering paths.",
"codeRepository": "https://github.com/systems-mechanobiology/DeTime",
"url": "https://systems-mechanobiology.github.io/DeTime/",
"programmingLanguage": ["Python", "C++"],
"applicationCategory": "Scientific software",
"keywords": "DeTime, time-series decomposition, Python, SSA, MSSA, VMD, STL, EMD, wavelet, native C++",
"author": {
"@type": "Person",
"name": "Zipeng Wu"
}
}
]
}
</script>
<link rel="stylesheet" href="stylesheets/extra.css?v=7">
</head>
<body class="homepage">
<div class="navbar fixed-top navbar-expand-lg navbar-dark bg-primary">
<div class="container">
<a class="navbar-brand" href=".">DeTime</a>
<!-- Expander button -->
<button type="button" class="navbar-toggler" data-bs-toggle="collapse" data-bs-target="#navbar-collapse" aria-controls="navbar-collapse" aria-expanded="false" aria-label="Toggle navigation">
<span class="navbar-toggler-icon"></span>
</button>
<!-- Expanded navigation -->
<div id="navbar-collapse" class="navbar-collapse collapse">
<!-- Main navigation -->
<ul class="nav navbar-nav">
<li class="nav-item">
<a href="." class="nav-link active" aria-current="page">Home</a>
</li>
<li class="nav-item dropdown">
<a href="#" class="nav-link dropdown-toggle" role="button" data-bs-toggle="dropdown" aria-expanded="false">Start</a>
<ul class="dropdown-menu">
<li>
<a href="install/" class="dropdown-item">Install</a>
</li>
<li>
<a href="quickstart/" class="dropdown-item">Quickstart</a>
</li>
</ul>
</li>
<li class="nav-item dropdown">
<a href="#" class="nav-link dropdown-toggle" role="button" data-bs-toggle="dropdown" aria-expanded="false">Methods</a>
<ul class="dropdown-menu">
<li>
<a href="methods/" class="dropdown-item">Methods & Chooser</a>
</li>
<li>
<a href="method-matrix/" class="dropdown-item">Method Matrix</a>
</li>
<li>
<a href="method-references/" class="dropdown-item">Method References</a>
</li>
</ul>
</li>
<li class="nav-item dropdown">
<a href="#" class="nav-link dropdown-toggle" role="button" data-bs-toggle="dropdown" aria-expanded="false">Workflows</a>
<ul class="dropdown-menu">
<li>
<a href="notebook-gallery/" class="dropdown-item">Notebook Gallery</a>
</li>
<li>
<a href="tutorials/univariate/" class="dropdown-item">Univariate Tutorial</a>
</li>
<li>
<a href="tutorials/multivariate/" class="dropdown-item">Multivariate Tutorial</a>
</li>
<li>
<a href="tutorials/cli-and-profiling/" class="dropdown-item">CLI Guide</a>
</li>
<li class="dropdown-submenu">
<a href="#" class="dropdown-item">Quant Trading Tutorial</a>
<ul class="dropdown-menu">
<li>
<a href="tutorials/quant-trading/" class="dropdown-item">Overview</a>
</li>
<li>
<a href="tutorials/quant-trading/notebooks/" class="dropdown-item">Tutorial Notebooks</a>
</li>
<li>
<a href="tutorials/quant-trading/notebooks/00_decomposition_first_quant_trading_roadmap/" class="dropdown-item">Tutorial 00 Roadmap</a>
</li>
<li class="dropdown-submenu">
<a href="#" class="dropdown-item">Strategy Lab</a>
<ul class="dropdown-menu">
<li>
<a href="tutorials/quant-trading/two-strategy-families/" class="dropdown-item">Two Strategy Families</a>
</li>
<li>
<a href="tutorials/quant-trading/notebooks/01_detime_trend_following_strategy_lab/" class="dropdown-item">01 Trend-Following Lab</a>
</li>
<li>
<a href="tutorials/quant-trading/notebooks/02_detime_oscillation_reversion_strategy_lab/" class="dropdown-item">02 Oscillation-Reversion Lab</a>
</li>
</ul>
</li>
<li class="dropdown-submenu">
<a href="#" class="dropdown-item">Strategy Expansion</a>
<ul class="dropdown-menu">
<li>
<a href="tutorials/quant-trading/method-specific-strategy-expansion/" class="dropdown-item">Method-Specific Strategy Expansion</a>
</li>
<li>
<a href="tutorials/quant-trading/notebooks/03_detime_method_specific_strategy_variants/" class="dropdown-item">03 Method-Specific Variants</a>
</li>
<li>
<a href="tutorials/quant-trading/notebooks/04_detime_component_pair_trading_cointegration/" class="dropdown-item">04 Component Pair Trading</a>
</li>
</ul>
</li>
<li class="dropdown-submenu">
<a href="#" class="dropdown-item">Tutorial Sequence</a>
<ul class="dropdown-menu">
<li>
<a href="tutorials/quant-trading/notebooks/01_market_data_and_decomposition_feature_factory/" class="dropdown-item">01 Real Market Data and Feature Factory</a>
</li>
<li>
<a href="tutorials/quant-trading/notebooks/02_decomposition_aware_moving_average_macd/" class="dropdown-item">02 Decomposition-aware MA and MACD</a>
</li>
<li>
<a href="tutorials/quant-trading/notebooks/03_residual_mean_reversion_rsi_bollinger/" class="dropdown-item">03 Residual Mean Reversion</a>
</li>
<li>
<a href="tutorials/quant-trading/notebooks/04_turtle_donchian_breakout_volume_confirmation/" class="dropdown-item">04 Donchian Breakout</a>
</li>
<li>
<a href="tutorials/quant-trading/notebooks/05_pairs_spread_decomposition_stat_arb/" class="dropdown-item">05 Pair-Spread Stat-Arb</a>
</li>
<li>
<a href="tutorials/quant-trading/notebooks/06_cross_sectional_rotation_portfolio/" class="dropdown-item">06 Cross-Sectional Rotation</a>
</li>
</ul>
</li>
<li class="dropdown-submenu">
<a href="#" class="dropdown-item">Native SSA Replay</a>
<ul class="dropdown-menu">
<li>
<a href="tutorials/quant-trading/notebooks/07_native_ssa_high_return_low_drawdown_tutorial/" class="dropdown-item">07 Native SSA High-Return / Low-Drawdown</a>
</li>
</ul>
</li>
<li>
<a href="tutorials/quant-trading/data/" class="dropdown-item">Real Data and Universes</a>
</li>
<li>
<a href="tutorials/quant-trading/strategy-map/" class="dropdown-item">Strategy Map</a>
</li>
<li>
<a href="tutorials/quant-trading/backtesting-frameworks/" class="dropdown-item">Backtesting Frameworks</a>
</li>
<li>
<a href="tutorials/quant-trading/walkforward/" class="dropdown-item">Walk-Forward Validation</a>
</li>
</ul>
</li>
<li class="dropdown-submenu">
<a href="#" class="dropdown-item">Hot Trend Lab</a>
<ul class="dropdown-menu">
<li>
<a href="tutorials/hot-trend-lab/" class="dropdown-item">Overview</a>
</li>
<li>
<a href="tutorials/hot-trend-lab/notebooks/" class="dropdown-item">Rendered Notebooks</a>
</li>
<li>
<a href="tutorials/hot-trend-lab/notebooks/00_hot_trend_lab_overview/" class="dropdown-item">00 Column Overview</a>
</li>
<li>
<a href="tutorials/hot-trend-lab/notebooks/01_arxiv_category_pulse/" class="dropdown-item">01 arXiv Category Pulse</a>
</li>
<li>
<a href="tutorials/hot-trend-lab/notebooks/02_arxiv_agent_research_pulse/" class="dropdown-item">02 arXiv Agent Research Pulse</a>
</li>
<li>
<a href="tutorials/hot-trend-lab/notebooks/03_huggingface_open_model_pulse/" class="dropdown-item">03 Hugging Face Open-Model Pulse</a>
</li>
<li>
<a href="tutorials/hot-trend-lab/notebooks/04_github_ai_agent_star_velocity/" class="dropdown-item">04 GitHub Star Velocity</a>
</li>
<li>
<a href="tutorials/hot-trend-lab/notebooks/05_wikipedia_attention_hype_decay/" class="dropdown-item">05 Wikipedia Attention Decay</a>
</li>
<li>
<a href="tutorials/hot-trend-lab/notebooks/06_crypto_stablecoin_liquidity_pulse/" class="dropdown-item">06 Crypto Stablecoin Liquidity</a>
</li>
<li>
<a href="tutorials/hot-trend-lab/notebooks/07_ai_infrastructure_market_pulse/" class="dropdown-item">07 AI Infrastructure Market Pulse</a>
</li>
<li>
<a href="tutorials/hot-trend-lab/data-sources/" class="dropdown-item">Real Data Sources</a>
</li>
<li>
<a href="tutorials/hot-trend-lab/arxiv-research-pulse/" class="dropdown-item">arXiv Research Pulse</a>
</li>
<li>
<a href="tutorials/hot-trend-lab/open-model-and-developer-attention/" class="dropdown-item">Open Models and Developer Attention</a>
</li>
<li>
<a href="tutorials/hot-trend-lab/wiki-market-crypto-attention/" class="dropdown-item">Public Attention, Markets, and Crypto</a>
</li>
<li>
<a href="tutorials/hot-trend-lab/release-calendar/" class="dropdown-item">Release Calendar</a>
</li>
</ul>
</li>
</ul>
</li>
<li class="nav-item dropdown">
<a href="#" class="nav-link dropdown-toggle" role="button" data-bs-toggle="dropdown" aria-expanded="false">Gallery</a>
<ul class="dropdown-menu">
<li>
<a href="gallery/ssa/" class="dropdown-item">SSA</a>
</li>
<li>
<a href="gallery/std/" class="dropdown-item">STD</a>
</li>
<li>
<a href="gallery/stdr/" class="dropdown-item">STDR</a>
</li>
<li>
<a href="gallery/mssa/" class="dropdown-item">MSSA</a>
</li>
<li>
<a href="gallery/stl/" class="dropdown-item">STL</a>
</li>
<li>
<a href="gallery/mstl/" class="dropdown-item">MSTL</a>
</li>
<li>
<a href="gallery/robust-stl/" class="dropdown-item">ROBUST_STL</a>
</li>
<li>
<a href="gallery/emd/" class="dropdown-item">EMD</a>
</li>
<li>
<a href="gallery/ceemdan/" class="dropdown-item">CEEMDAN</a>
</li>
<li>
<a href="gallery/vmd/" class="dropdown-item">VMD</a>
</li>
<li>
<a href="gallery/wavelet/" class="dropdown-item">WAVELET</a>
</li>
<li>
<a href="gallery/ma-baseline/" class="dropdown-item">MA_BASELINE</a>
</li>
<li>
<a href="gallery/mvmd/" class="dropdown-item">MVMD</a>
</li>
<li>
<a href="gallery/memd/" class="dropdown-item">MEMD</a>
</li>
<li>
<a href="gallery/gabor-cluster/" class="dropdown-item">GABOR_CLUSTER</a>
</li>
</ul>
</li>
<li class="nav-item dropdown">
<a href="#" class="nav-link dropdown-toggle" role="button" data-bs-toggle="dropdown" aria-expanded="false">Reference</a>
<ul class="dropdown-menu">
<li>
<a href="api/" class="dropdown-item">API Overview</a>
</li>
<li>
<a href="config-reference/" class="dropdown-item">Config Reference</a>
</li>
<li>
<a href="machine-api/" class="dropdown-item">Machine API</a>
</li>
</ul>
</li>
<li class="nav-item dropdown">
<a href="#" class="nav-link dropdown-toggle" role="button" data-bs-toggle="dropdown" aria-expanded="false">Project</a>
<ul class="dropdown-menu">
<li>
<a href="comparisons/" class="dropdown-item">Compare Alternatives</a>
</li>
<li>
<a href="reproducibility/" class="dropdown-item">Reproducibility</a>
</li>
<li>
<a href="architecture/" class="dropdown-item">Architecture</a>
</li>
<li>
<a href="migration/" class="dropdown-item">Migration from `tsdecomp`</a>
</li>
<li>
<a href="contributing/" class="dropdown-item">Contributing</a>
</li>
<li>
<a href="citation/" class="dropdown-item">Citation / Release Notes</a>
</li>
</ul>
</li>
</ul>
<ul class="nav navbar-nav ms-md-auto">
<li class="nav-item">
<a href="#" class="nav-link" data-bs-toggle="modal" data-bs-target="#mkdocs_search_modal">
<i class="fa fa-search"></i> Search
</a>
</li>
<li class="nav-item">
<a rel="prev" class="nav-link disabled">
<i class="fa fa-arrow-left"></i> Previous
</a>
</li>
<li class="nav-item">
<a rel="next" href="install/" class="nav-link">
Next <i class="fa fa-arrow-right"></i>
</a>
</li>
<li class="nav-item">
<a href="https://github.com/systems-mechanobiology/DeTime" class="nav-link">systems-mechanobiology/DeTime</a>
</li>
</ul>
</div>
</div>
</div>
<div class="container">
<div class="row">
<div class="col-md-3"><div class="navbar-expand-md bs-sidebar hidden-print affix" role="complementary">
<div class="navbar-header">
<button type="button" class="navbar-toggler collapsed" data-bs-toggle="collapse" data-bs-target="#toc-collapse" title="Table of Contents">
<span class="fa fa-angle-down"></span>
</button>
</div>
<div id="toc-collapse" class="navbar-collapse collapse card bg-body-tertiary">
<ul class="nav flex-column">
<li class="nav-item" data-bs-level="1"><a href="#detime" class="nav-link">DeTime</a>
<ul class="nav flex-column">
<li class="nav-item" data-bs-level="2"><a href="#quant-trading-tutorials" class="nav-link">Quant Trading Tutorials</a>
<ul class="nav flex-column">
</ul>
</li>
<li class="nav-item" data-bs-level="2"><a href="#why-detime-exists" class="nav-link">Why DeTime exists</a>
<ul class="nav flex-column">
</ul>
</li>
<li class="nav-item" data-bs-level="2"><a href="#data-in-components-out" class="nav-link">Data in, components out</a>
<ul class="nav flex-column">
</ul>
</li>
<li class="nav-item" data-bs-level="2"><a href="#getting-started" class="nav-link">Getting Started</a>
<ul class="nav flex-column">
</ul>
</li>
<li class="nav-item" data-bs-level="2"><a href="#new-columns" class="nav-link">New Columns</a>
<ul class="nav flex-column">
</ul>
</li>
<li class="nav-item" data-bs-level="2"><a href="#core-reference" class="nav-link">Core Reference</a>
<ul class="nav flex-column">
</ul>
</li>
<li class="nav-item" data-bs-level="2"><a href="#workflow-examples" class="nav-link">Workflow Examples</a>
<ul class="nav flex-column">
</ul>
</li>
<li class="nav-item" data-bs-level="2"><a href="#advanced-review" class="nav-link">Advanced / Review</a>
<ul class="nav flex-column">
</ul>
</li>
</ul>
</li>
</ul>
</div>
</div></div>
<div class="col-md-9" role="main">
<h1 id="detime">DeTime</h1>
<p>DeTime is a time-series decomposition Python package and CLI workflow layer for
trend, oscillation, residual, method-specific components, and metadata across
univariate and aligned multichannel decomposition workflows.</p>
<div class="hero-panel hero-split linear-theme">
<div class="hero-copy">
<img class="hero-logo-floating" alt="DeTime logo" src="assets/brand/logo_pure_white_transparent.png">
<p class="hero-label">Scientific toolkit / workflow system</p>
<h2>Decompose time series without redesigning the workflow.</h2>
<p class="hero-kicker">One interface for trend, oscillation, residual, and metadata.</p>
<p>Give DeTime one series or aligned multichannel data. It returns trend, seasonal or oscillatory structure, residuals, method-specific components, and metadata through the same Python and CLI interface.</p>
<div class="hero-actions">
<a href="quickstart/">Run First Example</a>
<a class="secondary" href="install/">Install from GitHub</a>
</div>
</div>
<div class="hero-visual">
<div class="product-window" aria-label="DeTime decomposition interface preview">
<div class="window-topbar">
<div class="traffic-lights"><span></span><span></span><span></span></div>
<div class="window-title"><img alt="" src="assets/brand/detime-logo-color.png"></div>
<div class="window-actions">142 ms</div>
</div>
<div class="app-shell">
<div class="app-sidebar">
<span class="sidebar-brand"><img alt="" src="assets/brand/detime-mark.svg"> DeTime</span>
<span class="active">Overview</span>
<span>Decompose</span>
<span>Components</span>
<span>Diagnose</span>
<span>Export</span>
</div>
<div class="app-main">
<div class="app-head">
<div>
<small>STL Decomposition</small>
<strong>workflow-oriented time-series decomposition</strong>
</div>
<button type="button">Run</button>
</div>
<div class="signal-grid">
<div class="signal-row observed"><span>Observed</span><i></i></div>
<div class="signal-row trend"><span>Trend</span><i></i></div>
<div class="signal-row seasonal"><span>Seasonal</span><i></i></div>
<div class="signal-row residual"><span>Residual</span><i></i></div>
</div>
<div class="status-line"><span></span> Decomposition complete</div>
</div>
</div>
</div>
<div class="decomp-motion" aria-label="Animated time-series decomposition preview">
<div class="motion-orbit">
<span></span>
<span></span>
</div>
<div class="motion-waves">
<div class="motion-wave observed"><strong>Observed</strong><i></i></div>
<div class="motion-wave trend"><strong>Trend</strong><i></i></div>
<div class="motion-wave residual"><strong>Residual</strong><i></i></div>
</div>
</div>
<div class="hero-points">
<ul>
<li>
<span class="point-icon icon-entry"></span>
<span><strong>Python and CLI entrypoints</strong><small>Stable commands for decomposition workflows.</small></span>
</li>
<li>
<span class="point-icon icon-method"></span>
<span><strong>Flagship method support</strong><small><b>SSA</b><b>STD</b><b>STDR</b><b>MSSA</b></small></span>
</li>
<li>
<span class="point-icon icon-evidence"></span>
<span><strong>Published examples</strong><small>Real stdout, plots, and saved artifacts.</small></span>
</li>
<li>
<span class="point-icon icon-machine"></span>
<span><strong>Machine-facing schemas</strong><small>Recommendation and low-token result modes for automation.</small></span>
</li>
</ul>
</div>
</div>
</div>
<div class="trust-strip">
<span class="trust-pill">Canonical import: <code>detime</code></span>
<span class="trust-pill">Distribution: <code>de-time</code></span>
<span class="trust-pill">Hugging Face mirror: <a href="https://huggingface.co/spaces/Zipeng365/DeTime">Zipeng365/DeTime</a></span>
<span class="trust-pill">Flagship methods: SSA / STD / STDR / MSSA</span>
<span class="trust-pill">Machine-facing schemas and low-token result modes</span>
</div>
<h2 id="quant-trading-tutorials">Quant Trading Tutorials</h2>
<div class="quant-home-feature">
<div class="quant-home-copy">
<span class="section-kicker">New tutorial column</span>
<h3>Turn market series into audited decomposition features.</h3>
<p>The quant trading column keeps DeTime in its proper role: a decomposition layer that routes real market inputs into trend, cycle, residual, signal, and backtest research steps.</p>
<div class="feature-bullets quant-home-bullets">
<span>10 notebooks for data loading, timing, pairs, factor selection, rotation, adapters, and audit</span>
<span>Real runtime market data policy for US, Korea, ETF, and crypto examples</span>
<span>Walk-forward validation before signal evaluation</span>
</div>
<div class="hero-actions quant-home-actions">
<a href="tutorials/quant-trading/">Open Quant Column</a>
<a class="secondary" href="tutorials/quant-trading/strategy-map/">Strategy Map</a>
</div>
</div>
<div class="quant-workbench" aria-label="Quant trading tutorial research workbench preview">
<div class="quant-workbench-top">
<span>DeTime Research</span>
<b>STL / Walk-forward</b>
<i>audit ready</i>
</div>
<div class="quant-workbench-grid">
<div class="quant-universe">
<small>Universe</small>
<strong>Market inputs</strong>
<span>SPY</span>
<span>005930.KS</span>
<span>BTC-USD</span>
<em>real data only</em>
</div>
<div class="quant-signal-board">
<div class="quant-price-chart"><span>Observed price</span><i></i></div>
<div class="quant-component trend"><span>Trend</span><i></i></div>
<div class="quant-component seasonal"><span>Cycle</span><i></i></div>
<div class="quant-component residual"><span>Residual</span><i></i></div>
</div>
<div class="quant-notebook-stack">
<small>Notebook path</small>
<strong>Features -> Signals -> Backtest</strong>
<span><b>02</b> Timing vectorbt</span>
<span><b>04</b> Pairs residual</span>
<span><b>09</b> Validation audit</span>
</div>
</div>
</div>
</div>
<h2 id="why-detime-exists">Why DeTime exists</h2>
<div class="why-module">
<div class="why-copy">
<span class="section-kicker">Reason for the tool</span>
<h3>A stable workflow layer for time-series decomposition.</h3>
<p>DeTime exists because decomposition work often moves between notebooks, method-specific wrappers, CLI scripts, and machine-facing automation. The package keeps the method choice flexible while preserving one Python/CLI surface and one result contract.</p>
</div>
<div class="why-table">
<div class="why-row">
<span>Different decomposition methods expose different interfaces</span>
<strong>One <code>decompose()</code> entrypoint</strong>
</div>
<div class="why-row">
<span>Results are hard to compare</span>
<strong>One <code>DecompResult</code> for trend, season, residual, components, and meta</strong>
</div>
<div class="why-row">
<span>CLI and Python workflows often split</span>
<strong>One <code>DecompositionConfig</code> model across Python and CLI usage</strong>
</div>
<div class="why-row">
<span>Automation needs compact outputs</span>
<strong>Schemas, recommendations, and low-token result views</strong>
</div>
</div>
</div>
<h2 id="data-in-components-out">Data in, components out</h2>
<div class="feature-section">
<div class="feature-copy">
<span class="section-kicker">Workflow</span>
<h3>Data in, components out</h3>
<p>DeTime keeps the user-facing contract stable while the method underneath can change. The same shape of result comes back whether you start with a single series or an aligned multichannel panel.</p>
<div class="feature-bullets">
<span>1D series or aligned 2D panel</span>
<span><code>DecompositionConfig(method, params)</code></span>
<span><code>decompose(...)</code> or <code>detime run</code></span>
<span>trend, season, residual, components, metadata</span>
</div>
</div>
<div class="pipeline-panel">
<div class="pipeline-flow">
<div class="pipeline-step">
<span class="step-icon icon-input"></span>
<strong>Input</strong>
<span>1D series or aligned 2D panel</span>
</div>
<div class="pipeline-step">
<span class="step-icon icon-config"></span>
<strong>Config</strong>
<span><code>DecompositionConfig(method, params)</code></span>
</div>
<div class="pipeline-step">
<span class="step-icon icon-run"></span>
<strong>Run</strong>
<span><code>decompose(...)</code> or <code>detime run</code></span>
</div>
<div class="pipeline-step">
<span class="step-icon icon-output"></span>
<strong>Output</strong>
<span>trend, season, residual, components, metadata</span>
</div>
</div>
</div>
</div>
<h2 id="getting-started">Getting Started</h2>
<div class="info-grid">
<a class="info-card" href="install/">
<span class="card-icon icon-install"></span>
<h3>Install</h3>
<p>Current GitHub install path, extras, native build prerequisites, and FAQ.</p>
</a>
<a class="info-card" href="quickstart/">
<span class="card-icon icon-quickstart"></span>
<h3>Quickstart</h3>
<p>First successful Python and CLI runs with the retained DeTime surface.</p>
</a>
<a class="info-card" href="methods/">
<span class="card-icon icon-methods"></span>
<h3>Choose a Method</h3>
<p>Pick a flagship path quickly before dropping into wrappers or optional backends.</p>
</a>
<a class="info-card" href="notebook-gallery/">
<span class="card-icon icon-notebook"></span>
<h3>Notebook Gallery</h3>
<p>GitHub-visible plots and summaries for the retained decomposition methods.</p>
</a>
</div>
<h2 id="new-columns">New Columns</h2>
<div class="info-grid">
<a class="info-card" href="tutorials/quant-trading/">
<h3>Quant Trading Column</h3>
<p>Real market data, decomposition features, strategy maps, backtesting adapters, and walk-forward validation.</p>
</a>
<a class="info-card" href="tutorials/hot-trend-lab/">
<h3>Hot Trend Lab</h3>
<p>Real public-data trend and cycle decomposition for research, open models, developer attention, markets, and crypto.</p>
</a>
</div>
<h2 id="core-reference">Core Reference</h2>
<div class="info-grid">
<a class="info-card" href="methods/">
<span class="card-icon icon-overview"></span>
<h3>Methods Overview</h3>
<p>Method families, maturity levels, and where to start on the retained surface.</p>
</a>
<a class="info-card" href="method-matrix/">
<span class="card-icon icon-matrix"></span>
<h3>Method Matrix</h3>
<p>Inputs, maturity, parameters, dependencies, outputs, and recommended use in one table.</p>
</a>
<a class="info-card" href="config-reference/">
<span class="card-icon icon-config-card"></span>
<h3>Config Reference</h3>
<p>Top-level <code>DecompositionConfig</code> fields plus per-method parameter semantics.</p>
</a>
<a class="info-card" href="api/">
<span class="card-icon icon-api"></span>
<h3>API Overview</h3>
<p>Canonical Python surface, config and result contracts, and CLI summary.</p>
</a>
</div>
<h2 id="workflow-examples">Workflow Examples</h2>
<div class="showcase-grid">
<a class="showcase-card" href="tutorials/univariate/">
<img alt="Univariate workflow decomposition" src="assets/generated/home/ssa_components.png">
<div class="showcase-card-body">
<span class="card-label">Single-series path</span>
<h3>Univariate Workflows</h3>
<p>Follow the retained single-series path from example data to plotted components and saved outputs.</p>
</div>
</a>
<a class="showcase-card" href="tutorials/multivariate/">
<img alt="Multivariate workflow decomposition" src="assets/generated/home/mssa_multivariate.png">
<div class="showcase-card-body">
<span class="card-label">Aligned-channel path</span>
<h3>Multivariate Workflows</h3>
<p>Move from aligned channels to shared-structure decomposition and machine-readable result artifacts.</p>
</div>
</a>
</div>
<h2 id="advanced-review">Advanced / Review</h2>
<div class="info-grid">
<a class="info-card" href="comparisons/">
<span class="card-icon icon-compare"></span>
<h3>Compare Alternatives</h3>
<p>When to use DeTime and when to use specialist packages directly.</p>
</a>
<a class="info-card" href="reproducibility/">
<span class="card-icon icon-repro"></span>
<h3>Reproducibility</h3>
<p>Coverage boundaries, release checks, generated evidence, and validation commands.</p>
</a>
<a class="info-card" href="method-references/">
<span class="card-icon icon-refs"></span>
<h3>Method References</h3>
<p>Primary literature and official upstream package links for retained methods.</p>
</a>
<a class="info-card" href="citation/">
<span class="card-icon icon-cite"></span>
<h3>Citation / Release Notes</h3>
<p>Package citation metadata, release notes, and links needed for software review.</p>
</a>
</div></div>
</div>
</div>
<footer class="col-md-12">
<hr>
<p>Documentation built with <a href="https://www.mkdocs.org/">MkDocs</a>.</p>
</footer>
<script src="js/bootstrap.bundle.min.js"></script>
<script>
var base_url = ".",
shortcuts = {"help": 191, "next": 78, "previous": 80, "search": 83};
</script>
<script src="js/base.js"></script>
<script src="search/main.js"></script>
<div class="modal" id="mkdocs_search_modal" tabindex="-1" role="dialog" aria-labelledby="searchModalLabel" aria-hidden="true">
<div class="modal-dialog modal-lg">
<div class="modal-content">
<div class="modal-header">
<h4 class="modal-title" id="searchModalLabel">Search</h4>
<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
</div>
<div class="modal-body">
<p>From here you can search these documents. Enter your search terms below.</p>
<form>
<div class="form-group">
<input type="search" class="form-control" placeholder="Search..." id="mkdocs-search-query" title="Type search term here">
</div>
</form>
<div id="mkdocs-search-results" data-no-results-text="No results found"></div>
</div>
<div class="modal-footer">
</div>
</div>
</div>
</div><div class="modal" id="mkdocs_keyboard_modal" tabindex="-1" role="dialog" aria-labelledby="keyboardModalLabel" aria-hidden="true">
<div class="modal-dialog">
<div class="modal-content">
<div class="modal-header">
<h4 class="modal-title" id="keyboardModalLabel">Keyboard Shortcuts</h4>
<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
</div>
<div class="modal-body">
<table class="table">
<thead>
<tr>
<th style="width: 20%;">Keys</th>
<th>Action</th>
</tr>
</thead>
<tbody>
<tr>
<td class="help shortcut"><kbd>?</kbd></td>
<td>Open this help</td>
</tr>
<tr>
<td class="next shortcut"><kbd>n</kbd></td>
<td>Next page</td>
</tr>
<tr>
<td class="prev shortcut"><kbd>p</kbd></td>
<td>Previous page</td>
</tr>
<tr>
<td class="search shortcut"><kbd>s</kbd></td>
<td>Search</td>
</tr>
</tbody>
</table>
</div>
<div class="modal-footer">
</div>
</div>
</div>
</div>
</body>
</html>
<!--
MkDocs version : 1.6.1
Build Date UTC : 2026-06-10 11:44:48.685064+00:00
-->
|