guilhermebodin / SeasonalTrendLoess.jl

STL decomposition

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SeasonalTrendLoess.jl

Seasonal Trend via Loess (STL) decomposition and plot recipes.

The code was mainly copied from https://github.com/viraltux/Forecast.jl and adapted to be a lightweight dependency.

References

[Cleveland et al. 1990] Cleveland, R. B.; Cleveland, W. S.;McRae, J. E.; and Terpenning, I. 1990. STL: A seasonal-trend decomposition procedure based on loess. Journal of Official Statistics 6(1):3–73.

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STL decomposition

License:MIT License


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Language:Julia 100.0%