Change behaviour of detrend process
Summary
Change behaviour of detrend process
Current behaviour/setbacks
Detrend process currently:
- Normalises the time series by dividing it by the mean time series.
- Compute a moving average according to a window size.
- Divide the normalised time series by the moving average.
Normalising by dividing by the mean time series is difficult to justify -- it's more likely that a signal's trend is additive to the phenomenon of interest, rather than multiplicative.
Desired behaviour/advantages
Remove normalising by dividing by the mean (step 1). For step 3, subtract time series by the moving average (rather than dividing).
Implementation sketch
Should be straightforward.
Edited by Arin Wongprommoon