stR
Seasonal Trend Decomposition Using Regression
Methods for decomposing seasonal data: STR (a Seasonal-Trend 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.
- Version0.7
- R version≥ 3.5.0
- LicenseGPL-3
- Needs compilation?No
- stR citation info
- Last release07/28/2024
Documentation
Team
Rob Hyndman
Alexander Dokumentov
Show author detailsRolesAuthor
Insights
Last 30 days
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Imports5 packages
- Suggests8 packages
- Reverse Imports1 package
- Reverse Suggests1 package