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|
|
| <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"> |
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| <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> |
|
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