LeeDoYup / RobustSTL

Unofficial Implementation of RobustSTL: A Robust Seasonal-Trend Decomposition Algorithm for Long Time Series (AAAI 2019)
MIT License
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How is RobustSTL used for prediction? #18

Open ghost opened 2 years ago

ghost commented 2 years ago

The seasonal part of STL is fixed, but the value of the current position of RobustSTL is related to the values of the previous cycles. The current value will be used when calculating the weight, but there will be no current value in the prediction?

So after the decomposition, how should we make predictions?