stR
swMATH16590CRANstRMaRDI QIDQ28459
STR Decomposition
Last update: 10 August 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 0.5, 0.1, 0.2, 0.3, 0.4, 0.6
Source code repository: https://github.com/cran/stR
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 be used for forecasting.
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