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
Browse package contents
Package details |
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| Author | Alex Hubbard |
| Maintainer | Alex Hubbard <alex.hubbard@opendoor.com> |
| License | GPL (>= 2) |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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