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odtuyzt / chrono-kit

An open source time series analysis library for processing, analyzing, visualising and forecasting time series data
MIT License
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Implement Time Series Decompositions. #12

Closed hasanemirakin closed 1 year ago

hasanemirakin commented 1 year ago

Implement decomposition functions on time series data.

-https://otexts.com/fpp2/decomposition.html mentions Classical, X11, SEATS and STL decompositions. Please share if you find resources for any other decompositions.

araslidogukan commented 1 year ago

Classical Decomposition is done although a check on the function is necessary; For X11 and SEATS refer to http://ndl.ethernet.edu.et/bitstream/123456789/64243/1/389.pdf For STL refer to https://www.scb.se/contentassets/ca21efb41fee47d293bbee5bf7be7fb3/stl-a-seasonal-trend-decomposition-procedure-based-on-loess.pdf

hasanemirakin commented 1 year ago

Classical and an outline of STL was implemented. Will discuss other methods after implementing ARIMA methods on another issue.