Methods & Chooser

Start with the four retained flagship paths. Move to wrappers only when the data or comparison need points there.

Observed Trend Seasonal Residual

Flagship method cards

SSA

Use when: one series needs interpretable subspace components.

Avoid when: the series is too short for a meaningful window.

Key params: window, rank, primary_period.

STD

Use when: a known seasonal period should split trend, season, and dispersion quickly.

Avoid when: the main period is unknown or unstable.

Key params: period.

STDR

Use when: the same seasonal-trend task has outliers or noisier cycles.

Avoid when: structural breaks dominate the seasonal pattern.

Key params: period.

MSSA

Use when: aligned channels share trend or oscillatory structure.

Avoid when: channels are unrelated or one univariate method is enough.

Key params: window, rank, primary_period.

Decision flow

One regular seasonal series? Start with STD. Use STDR if outliers matter.
One series, unknown components? Start with SSA, then compare against STD or STL.
Aligned channels? Use MSSA for shared structure; use STD channelwise for a fast baseline.
Need a specialist family? Move to EMD, CEEMDAN, VMD, WAVELET, MVMD, or MEMD.

Wrapper use cases

Method Typical scenario First parameter to check
STL classical seasonal-trend baseline for one known period period
MSTL one series with multiple seasonal periods periods
ROBUST_STL STL-style baseline with outliers period
EMD adaptive IMF inspection for nonlinear signals n_imfs
CEEMDAN noise-assisted EMD when mode stability matters trials
VMD band-limited modes with a chosen mode count K, alpha
WAVELET multiscale signal inspection wavelet, level
MVMD optional multivariate VMD through PySDKit K, alpha
MEMD optional multivariate EMD through PySDKit primary_period

More detail

  • Method Matrix gives a compact table across input mode, maturity, dependencies, parameters, outputs, and recommended use.
  • Config Reference documents exact DecompositionConfig fields and method-specific parameters.
  • Method References collects primary literature and official package links.
  • Notebook Gallery shows runnable plots for the retained method surface.