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Data science marathon: STL decomposition

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Apr 12, 2026
20:41

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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