[SciPy-Dev] STL / LOESS seasonal trend decomposition

[Andreas H.]

Hi,

googling for a Python implementation of STL (seasonal trend
decomposition based on Loess, see
http://cs.wellesley.edu/~cs315/Papers/stl%20statistical%20model.pdf)
found this:


http://projects.scipy.org/scipy/browser/trunk/scipy/sandbox/pyloess/mpyloess.py?rev=3473

Can anyone tell me something about the status of this code? I'll
probably need this for my work anyway, and thought it might be nice to
bring it to a level at which it could be included into some package.
Where would it belong? scipy.stats? statsmodels?

Cheers,
Andreas.