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STL Decomposition/Evidence
Method evidence record

STL Decomposition

STL Decomposition, introduced by Cleveland, Cleveland, McRae, and Terpenning (1990), is a nonparametric procedure that separates a time series into three additive components — trend, seasonal, and remainder — using iterative locally weighted regression (loess). Widely used in economics, meteorology, and data science, it handles time series of any periodicity and is robust to the presence of outliers, making it a highly flexible alternative to classical decomposition methods.

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STL: Seasonal-Trend Decomposition using Loess
Taxonomic method record · process-pipeline / econometrics
  • 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. · URL
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Related methods

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Used in the same domainARIMAmachine-suggested · Relational suggestion, not evidence.See alsoLOESSmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketX-13ARIMA-SEATSmachine-suggested · Relational suggestion, not evidence.

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1 recorded citation, copied from the method source record.

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