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TBATS×STL Decomposition: Seasonal-Trend Decomposition using Loess×
FushaEkonometriEkonometri
FamiljaRegression modelProcess / pipeline
Viti i origjinës20111990
KrijuesiDe Livera, Hyndman & SnyderCleveland, Cleveland, McRae & Terpenning
LlojiExponential smoothing state space modelnonparametric iterative smoother
Burimi themeluesDe Livera, A. M., Hyndman, R. J. & Snyder, R. D. (2011). Forecasting Time Series with Complex Seasonal Patterns Using Exponential Smoothing. Journal of the American Statistical Association, 106(496), 1513-1527. DOI ↗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. link ↗
Emërtime të tjeratrigonometric exponential smoothing, multiple seasonal exponential smoothing, complex seasonal exponential smoothing, TBATS — Çoklu Mevsimsel Üstel DüzleştirmeSeasonal-Trend Decomposition using Loess, STL filtering, Loess-based seasonal decomposition, Mevsimsel-Trend Ayrıştırma (STL)
Të lidhura33
PërmbledhjaTBATS is an innovations state space forecasting model, introduced by De Livera, Hyndman and Snyder (2011), that combines a Box-Cox transformation, ARMA errors and trigonometric (Fourier) seasonal terms. It is built to handle continuous time series with several nested seasonal cycles at once — for example hourly data that also repeats daily, weekly and yearly.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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ScholarGateKrahasoni metodat: TBATS · STL Decomposition. Marrë më 2026-06-18 nga https://scholargate.app/sq/compare