SignalDecomposition.jl is a Julia package providing an interface and dozens of algorithm implementations for signal decomposition.
Given a signal (or timeseries), the function decompose splits it into two components.
These may be:
- structure and noise (de-noising or smoothing)
- seasonal and residual (climatologies or anomalies)
- trend and residual (de-trending)
It can be used as a standalone package, or as part of DynamicalSystems.jl.
To install it, run import Pkg; Pkg.add("SignalDecomposition").
All further information is provided in the documentation, which you can either find online or build locally by running the docs/make.jl file.