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andgoldschmidt avatar andgoldschmidt commented on August 17, 2024

E.g. for trend filtered derivatives, potential options are:

  1. use pinv for a periodic derivative (this leads to relaxed solution curvature constraints)
  2. use padded data (not what a user would expect, and hard to say how much padding to use)
  3. enforce periodicity in the final result <--
    Option 3 matches the behavior of periodicity in splines, for example. This is the best option for global methods.

For Savitzky-Golay, padding is the natural choice.

from derivative.

andgoldschmidt avatar andgoldschmidt commented on August 17, 2024

Closed with 17cd88d. If general padding utilities are desired (ruled unnecessary for now), open a new issue. Also, if periodic global methods are desired, open a specific issue for each method (leaving this alone for now).

from derivative.

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