opendoor-labs/TCSDecomp: Structrual time series decomposition using the Kalman filter

Decomposition model is Y = T + C + S + e where Y is the data, T is the trend, C is the cycle, S is the seasonality, and e is the observation error.

Getting started

Package details

AuthorAlex Hubbard
MaintainerAlex Hubbard <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
opendoor-labs/TCSDecomp documentation built on May 23, 2019, 9:51 a.m.