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TBATS×STL dekompozicija: Sezonsko-trendna dekompozicija korišćenjem Loess-a×
OblastEkonometrijaEkonometrija
PorodicaRegression modelProcess / pipeline
Godina nastanka20111990
TvoracDe Livera, Hyndman & SnyderCleveland, Cleveland, McRae & Terpenning
TipExponential smoothing state space modelnonparametric iterative smoother
Temeljni izvorDe 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 ↗
Drugi nazivitrigonometric 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)
Srodne33
SažetakTBATS 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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ScholarGateUporedite metode: TBATS · STL Decomposition. Preuzeto 2026-06-17 sa https://scholargate.app/sr/compare