Learning about the Seasonal-Trend decomposition using LOESS (STL)
The format is a let's play with a statistical method.
I don't yet have the permission to share links, but a quick googling with the term below should be enough:
- Forecasting Principles & Practices (section 3.6 STL decomposition)
- STL: A Seasonal-Trend Decomposition Procedure Based on LOESS (Cleveland, Cleveland, E. McRae, Terpenning; 1990)
- MSTL: A Seasonal-Trend Decomposition algorithm for time series with multiple seasonal patterns (Bandara, J. Hyndman, Bergmeir; 2025)
For the code itself, I will see if I cannot link to it in the comments.
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Data science marathon: STL decomposition | NatokHD