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2012 Apr 02
0
STL decomposition of time series with multiple seasonalities
...onal component, such that: ser2 = ts(dec_1$time.series[,3], freq=336) dec_2 = stl(ser2, s.window="per") I'm not very confident with this approach. And I would like to know if there are any other ways to decompose a series that has multiple seasonalities. Also,I have noticed that the tbats() function in the R forecast<http://cran.r-project.org/web/packages/forecast/index.html> package () allows one to fit a model to a series with multiple seasonalities. Basically, i would like the STL result to be components of Figure 5 on Page 28 of this article (http://robjhyndman.com/pape...
2003 Aug 04
2
Discussion: Spam on R-help
[re-sending this one since it apparently didn't get through yesterday] Hi Folks, I just had a look at the r-help archive for the still-young month of August, and happened to notice that out of 49 postings there, 20 were assorted spam of all-too-familiar types. I'm wondering (discussion point) whether this might suggest that the list should adopt a more restrictive policy. Apparently, as