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Package: stR | ||
Title: STR Decomposition of Time Series | ||
Title: Seasonal Trend Decomposition Using Regression | ||
Version: 0.7 | ||
Description: Methods for decomposing seasonal data: STR (a Seasonal-Trend | ||
decomposition procedure based on Regression) and Robust STR. In some ways, | ||
STR is similar to Ridge Regression and Robust STR can be related to LASSO. | ||
They allow for multiple seasonal components, multiple linear covariates with | ||
constant, flexible and seasonal influence. Seasonal patterns (for both seasonal | ||
components and seasonal covariates) can be fractional and flexible over time; | ||
moreover they can be either strictly periodic or have a more complex topology. | ||
The methods provide confidence intervals for the estimated components. The | ||
methods can also be used for forecasting. | ||
time series decomposition procedure based on Regression) and Robust STR. In | ||
some ways, STR is similar to Ridge Regression and Robust STR can be related to | ||
LASSO. They allow for multiple seasonal components, multiple linear covariates | ||
with constant, flexible and seasonal influence. Seasonal patterns (for both | ||
seasonal components and seasonal covariates) can be fractional and flexible | ||
over time; moreover they can be either strictly periodic or have a more | ||
complex topology. The methods provide confidence intervals for the estimated | ||
components. The methods can also be used for forecasting. | ||
Authors@R: c( | ||
person("Alexander", "Dokumentov", role = "aut", comment = c(ORCID = "0000-0003-0478-0983")), | ||
person("Rob", "Hyndman", email = "[email protected]", role = c("aut", "cre"), comment = c(ORCID = "0000-0002-2140-5352")) | ||
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