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@kuchaale thank you for creating the first thread on pyextremes! How do you see interface looking for non-stationary processes? My understanding is that you apply some transformation to your data (e.g. de-trending) prior to using |
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Is your feature request related to a problem? Please describe.
Would it be somehow possible to investigate non–stationarity, e.g. different seasons or long term trends (e.g. Chapter 6 in Cole (2001))?
Describe the solution you'd like
Please see e.g. R code here where a a argument tells which column(s) of data use as covariates for the linear modelling of the location parameter.
Thanks for your answer
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