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OpenBB/website/content/sdk/reference/qa/decompose.md
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---------

Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

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title, description, keywords
title description keywords
decompose This documentation page provides details on the 'decompose' function in OpenBB's quantitative analysis module. The function executes seasonal decomposition on a specified DataFrame, returning decomposed results and filtered dataframes for cycle and trend.
decompose
seasonal decomposition
quantitative analysis
multiplicative
dataframe
DecomposeResult
statsmodels
observed
seasonal
trend
residual
weights
cycle DataFrame
trend DataFrame

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

Perform seasonal decomposition

Source Code: [link]

openbb.qa.decompose(data: pd.DataFrame, multiplicative: bool = False)

Parameters

Name Type Description Default Optional
data pd.DataFrame Dataframe of targeted data None False
multiplicative bool Boolean to indicate multiplication instead of addition False True

Returns

Type Description
Tuple[DecomposeResult, pd.DataFrame, pd.DataFrame] DecomposeResult class from statsmodels (observed, seasonal, trend, residual, and weights),
Filtered cycle DataFrame,
Filtered trend DataFrame