/STLDecomposition.jl

A Julia wrapper around the Fortran implementation of the STL (Seasonal and Trend decomposition using Loess) algorithm

Primary LanguageJuliaMIT LicenseMIT

STLDecomposition.jl

Build Status

A Julia wrapper around the Fortran implementation of the STL (Seasonal and Trend decomposition using Loess) algorithm

Credit

This library wraps around a modified version in the r-source repo of the original Fortran code

References

  • Cleveland, R. B., Cleveland, W. S., McRae, J. E., & Terpenning, I. J. (1990). STL: A seasonal-trend decomposition procedure based on loess. Journal of Official Statistics, 6(1), 3–33. http://bit.ly/stl1990
  • Hyndman, R.J., & Athanasopoulos, G. (2021) Forecasting: principles and practice, 3rd edition, OTexts: Melbourne, Australia. OTexts.com/fpp3. Accessed on 2023/07/24. https://otexts.com/fpp3/stl.html