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Questions tagged [stl-decomposition]

STL in this context is a standard method for decomposing a time-series into Seasonal and Trend components using a Loess smoothing algorithm.

STL in this context is a standard method for decomposing a time-series into Seasonal and Trend components using a Loess smoothing algorithm. It has been popularized by its presence in R as the standard stl() function.

The approach was described by Cleveland, et al, in "STL: A Seasonal-Trend Decomposition Procedure Based on Loess". The original public domain implementation is available in Fortran from netlib and is used by the R implementation and the pyloess python package. A somewhat more general native Java implementation, stl-decomp-4j, is also available.

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How to quantify the strength of the magnitude/strength of the seasonality for each period?

I have weekly sales data for different products. After taking into account several effects, I used a Seasonal-Trend decomposition (STL) to extract the seasonality of the time series. In a next step, I want to quantify the significant/magnitude of…
Patrick Balada
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fabletools models do not combine to give correct response, how to debug?

Summary I have a tsibble that I have transformed into a mixed hierarchical (and grouped) time series. For the large majority of specified time series, I can obtain forecasts via the following: fit <- hg_ts %>% fabletools::model( stl =…
josephD
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How to decompose irregular time series?

I have a time series with irregular time data from 2006 to 2020 including just the summer months (June, July, August). And I would like to get informations about trend, seasonality and mostly residuals. 2007-07-15 / 23.3132725761094 2007-07-24 /…
trommel
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autoplot with seas function for seasonal decomposition produces error subscript out of bounds

I'm trying to use the seasonal::seas() function to do a seasonal decomposition on my time series data and plot the results. Wrapping the autoplot() function around seas() usually works great but for the data below I am getting an error. I have seen…
Hunter Clark
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Why stl function for decomposing time series in R is not workig?

I collected this data (80 rows) and I'm trying to use stl() to decompose this time series: V1 1 6069 2 5989 3 5882 4 5875 5 6263 6 6168 7 6209 8 5171 9 5938 10 6296 11 6314 12 6003 13 5923 14 4389 15 4985 16 6273 17 5438 18 5126 19…
Alejandro Carrera
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What is the logic behind finding the Trend Component using Convolution Filters in STL Decomposition?

I'm trying to analyse the Source Code of STL Decomposition using Loess and identify the math behind splitting the observed data into Seasonality, Trend and Residual. Please find below the link to the source code of the…
gautam vj
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I'm having trouble to decompose a time-series, in python

So I have used the previous answer and question to my problems answer but in my case I am facing some error I don't know how to solve it. Initially I have loaded a pandas data frame as df = pd.read_excel(fid_data), the content of this is checked in…
Andres Valdez
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"How can I code for seasonal decomposing for many monthly time series in same time"

I want to decompose many monthly time series data into seasonal factor. After first trying the code below for 1 time series (that is bmix_e) the code is work. decomposed = sm.tsa.seasonal_decompose(df.bmix_e.values, model='multiplicative',…
Chang
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Large, consistent residues after STL decomposition signifies non periodicity?

I used STL decomposition on the power consumption data from an air-conditioner over a period of 10 weeks. I would expect this data to be periodic over a week. What I am able to observe from the data is that the curve has huge residual values when…
Deepak Prabakar
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Increase the label size for data, seasonal, trend and remainder in a seasonal decomposition in R

I wish to increase the size of the font of the words "data" "seasonal" "trend" and remainder in the stl function in R. I have modified a bunch of parameters using the set.pars argument with the plot function but changing cex and cex.sub and…
TheGoat
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Having a lot of issues with time series objects in R

I am having an extraordinarily difficult time dealing with -any- time series objects of some budget data. The original data is 14,460 rows of payments on ~1800 contracts, where each row has a DD/MM/YYYY and Amount feature. There are 5296 days…
d8aninja
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Weekly periodicity by STL with hourly energy consumption: series is not periodic or has less than two periods

I have a timeseries with hourly gas consumptions of some buildings. I need to forecast them with ARIMA and R, but I'm not an expert of R. I tried to see if there are periodicities during one week. Data format Source: fmt <- '%Y-%m-%d %H:%M:%S' dat…
marcodena
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Howto fix my VAR model predictions?

I am modeling daily orders with seasonality using vector auto-regressive model with exogenous variables. I used the 'vars' package which has functions to fit the model. I got predictions without using exogenous variables but I must include them.…
user2486309
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