Trend

class chainladder.Trend(trends=0.0, dates=None, axis='origin')

Estimator to create and apply trend factors to a Triangle object. Allows for compound trends as well as storage of the trend matrix to be used in other estimators, such as CapeCod.

Parameters:

trends: list-like

The list containing the annual trends expressed as a decimal. For example, 5% decrease should be stated as -0.05

dates: list of date-likes

A list-like of (start, end) dates to correspond to the trend list.

axis: str (options: [‘origin’, ‘valuation’])

The axis on which to apply the trend

Attributes:

trend_:

A triangle representation of the trend factors

fit(X, y=None, sample_weight=None)

Fit the model with X.

Parameters:

X: Triangle-like

Data to which the model will be applied.

y: Ignored

sample_weight: Ignored

Returns:

self: object

Returns the instance itself.

transform(X, y=None, sample_weight=None)

If X and self are of different shapes, align self to X, else return self.

Parameters:

X: Triangle

The triangle to be transformed

Returns:

X_new: New triangle with transformed attributes.

Inherited Methods

Trend.fit_transform	Fit to data, then transform it.
Trend.get_metadata_routing	Get metadata routing of this object.
Trend.get_params	Get parameters for this estimator.
Trend.set_output	Set output container.
Trend.set_params	Set the parameters of this estimator.
Trend.to_json	Serializes triangle object to json format
Trend.to_pickle	Serializes triangle object to pickle.