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fable (version 0.0.0.9000)

STL: Multiple seasonal decomposition

Description

Decompose a time series into seasonal, trend and remainder components. Seasonal components are estimated iteratively using STL. Multiple seasonal periods are allowed. The trend component is computed for the last iteration of STL. Non-seasonal time series are decomposed into trend and remainder only. In this case, supsmu is used to estimate the trend. Optionally, the time series may be Box-Cox transformed before decomposition. Unlike stl, mstl is completely automated.

Usage

STL(data, formula, ...)

Arguments

data

A tsibble.

formula

Decomposition specification.

...

Other arguments passed to mstl.

See Also

stl, supsmu

Examples

Run this code
# NOT RUN {
USAccDeaths %>% STL(value ~ season(window = 10))
# }

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