deseats

MaRDI QIDQ5980270CRANFDO

Authors Yuanhua Feng, Dominik Schulz

Last update 11 October 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 1.0.0, PACKAGES.rds, 1.1.0, 1.1.1, 1.1.2, PACKAGES.rds, 1.1.3

Description

Various methods for the identification of trend and seasonal components in time series (TS) are provided. Among them is a data-driven locally weighted regression approach with automatically selected bandwidth for equidistant short-memory time series. The approach is a combination / extension of the algorithms by Feng (2013) <doi:10.1080/02664763.2012.740626> and Feng, Y., Gries, T., and Fritz, M. (2020) <doi:10.1080/10485252.2020.1759598> and a brief description of this new method is provided in the package documentation and in more detail in Schulz (2026) <doi:10.32614/RJ-2026-025>. Furthermore, the package allows its users to apply the base model of the Berlin procedure, version 4.1, as described in Speth (2004) <https://www.destatis.de/DE/Methoden/Saisonbereinigung/BV41-methodenbericht-Heft3_2004.pdf?__blob=publicationFile>. Permission to include this procedure was kindly provided by the Federal Statistical Office of Germany.

Cites work

• An iterative plug-in algorithm for decomposing seasonal time series using the Berlin method
• Data-driven local polynomial for the trend and its derivatives in economic time series
• deseats: An R Package for Data-Driven Trend and Seasonality Estimation in Time Series

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