https://github.com/hafen/stlplus

Seasonal-Trend Decomposition using Loess (STL) in R
https://github.com/hafen/stlplus

Last synced: 10 days ago
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Seasonal-Trend Decomposition using Loess (STL) in R

• Host: GitHub
• URL: https://github.com/hafen/stlplus
• Owner: hafen
• License: other
• Created: 2015-12-09T01:06:50.000Z (almost 9 years ago)
• Default Branch: master
• Last Pushed: 2024-01-03T20:13:21.000Z (10 months ago)
• Last Synced: 2024-10-11T18:35:46.692Z (25 days ago)
• Language: R
• Size: 64.5 KB
• Stars: 63
• Watchers: 12
• Forks: 12
• Open Issues: 6
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
## stlplus

[![Build Status](https://travis-ci.org/hafen/stlplus.svg?branch=master)](https://travis-ci.org/hafen/stlplus)

[![CRAN](http://www.r-pkg.org/badges/version/stlplus)](https://cran.r-project.org/web/packages/stlplus/index.html)

![](http://cranlogs.r-pkg.org/badges/stlplus)

![png](https://cloud.githubusercontent.com/assets/1275592/11673681/b7fce548-9dcf-11e5-8cd2-f3311b501ab9.png)

This package contains enhancements to the Seasonal Trend Decomposition using Loess (STL) implementation that comes with base R, `stl()`.

Here are some of the added features over `stl()`:

- Can handle NA values

- Higher order loess smoothing (more than just local constant and linear)

- Automated parameter choices for local quadratic

- Frequency component smoothing beyond seasonal and trend

- Plot methods for diagnostics

For (very) experimental inference, prediction, and variance reduction at endpoints, see the [operator](http://github.com/hafen/operator) package.

## References

- [Cleveland, R. B., Cleveland, W. S., McRae, J. E., & Terpenning, I. (1990). STL: A seasonal-trend decomposition procedure based on loess. *Journal of Official Statistics*, 6(1), 3-73.](http://cs.wellesley.edu/~cs315/Papers/stl%20statistical%20model.pdf)

- [Hafen, R. P. "Local regression models: Advancements, applications, and new methods." (2010).](http://ml.stat.purdue.edu/hafen/preprints/Hafen_thesis.pdf)

## Installation

CRAN:

```s

install.packages("stlplus")

```

Github:

```s

devtools::install_github("hafen/stlplus")

```

## License

This software is released under the BSD license.  Please read the [license](https://github.com/hafen/stlplus/blob/master/LICENSE.md) document.