STLDecomposition.jl

A Julia wrapper around the Fortran implementation of the STL (Seasonal and Trend decomposition using Loess) algorithm

Credit

This library wraps around a modified version in the r-source repo of the original Fortran code

Cleveland, R. B., Cleveland, W. S., McRae, J. E., & Terpenning, I. J. (1990). STL: A seasonal-trend decomposition procedure based on loess. Journal of Official Statistics, 6(1), 3–33. http://bit.ly/stl1990
Hyndman, R.J., & Athanasopoulos, G. (2021) Forecasting: principles and practice, 3rd edition, OTexts: Melbourne, Australia. OTexts.com/fpp3. Accessed on 2023/07/24. https://otexts.com/fpp3/stl.html

Name		Name	Last commit message	Last commit date
Latest commit History 10 Commits
.github/workflows		.github/workflows
src		src
test		test
.gitignore		.gitignore
LICENSE		LICENSE
Project.toml		Project.toml
README.md		README.md