stR: STR Decomposition
Version 0.3

Methods for decomposing seasonal data: STR (a Seasonal-Trend decomposition procedure based on Regression) and Robust STR. In some ways, STR is similar to Ridge Regression and Robust STR can be related to LASSO. They allow for multiple seasonal components, multiple linear covariates with constant, flexible and seasonal influence. Seasonal patterns (for both seasonal components and seasonal covariates) can be fractional and flexible over time; moreover they can be either strictly periodic or have a more complex topology. The methods provide confidence intervals for the estimated components. The methods can be used for forecasting.

Getting started

Package details

AuthorAlexander Dokumentov, Rob J Hyndman
Date of publication2017-01-06 14:44:22
MaintainerAlexander Dokumentov <[email protected]>
LicenseGPL (>= 2)
Version0.3
URL https://bitbucket.org/alexanderdokumentov/strpackage
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("stR")

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stR documentation built on May 29, 2017, 3:43 p.m.