#46 start working on anomalize

CHANGELOG.md

@@ -2,6 +2,11 @@
 
 ## pytimetk version 0.1.0.9000 (in development)
 
+New Functions:
+
+- `augment_expanding()`
+- `get_frequency()` 
+
 ## pytimetk version 0.1.0 (2023-10-02)
 
 Initial release. This release includes the following features:

src/pytimetk/core/anomaly.py

@@ -0,0 +1,26 @@
+import pandas as pd
+
+from pytimetk import ts_summary
+
+from statsmodels.tsa.seasonal import STL
+
+def stl_decompose(data, date_column, value_column, freq, trend, **kwargs):
+
+    summary_df = ts_summary(data, date_column)
+
+    # Decompose the time series
+    stl = STL(data[value_column], freq=freq, **kwargs)
+    res = stl.fit()
+
+    # Build the dataframe containing the decomposed components
+    df = pd.DataFrame({
+        'date': data[date_column],
+        'value': data[value_column],
+        'trend': res.trend,
+        'seasonal': res.seasonal,
+        'residual': res.resid
+    })
+
+    return df 
+
+