Change behaviour of detrend process

Summary

Change behaviour of detrend process

Current behaviour/setbacks

Detrend process currently:

  1. Normalises the time series by dividing it by the mean time series.
  2. Compute a moving average according to a window size.
  3. 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