STL Decomposition

First published: 2019

Brief summary

Statsmodels example for seasonal-trend decomposition.

Article

STL Decomposition is covered by the linked source. Statsmodels example for seasonal-trend decomposition.

The material from Statsmodels describes a method for detecting, decomposing, testing or reproducing structure in time-series data.

Reliable use requires attention to sampling, trend, missing values, noise, boundaries, parameter choices and multiple testing. Sensitivity checks help assess stability.

No method can confirm a genuine cycle from an attractive graph or isolated peak alone. Significance requires an appropriate null model and documented preprocessing.

Source details and credits

• Source / publisher: Statsmodels
• Source type: Method docs
• URL type: WWW
• Credits: Statsmodels
• URL: https://www.statsmodels.org/stable/examples/notebooks/generated/stl_decomposition.html