STLDecompose
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Consider a ramp-down of this library
It appears statsmodels has merged a PR to implement this years-old request! https://github.com/statsmodels/statsmodels/issues/4044 Since this library primarily extends the existing statsmodels internals, they will probably do this more robustly and flexibly.
For those currently using this library, there are no plans to delete this library! I've still got some net new things I'd like to do with it.
I don't think this package does the stl decomposition as explained in the original paper. You should tell them this and revise it in my view.
Please do correct me if I'm mistaken, but the original algorithm is quite complex and your (as I remember it) is just a loess smoothing
Regards
Pablo
El mar., 16 jul. 2019 19:26, Josh Montague [email protected] escribió:
It appears statsmodels has merged a PR to implement this years-old request! statsmodels/statsmodels#4044 https://github.com/statsmodels/statsmodels/issues/4044 Since this library primarily extends the existing statsmodels internals, they will probably do this more robustly and flexibly.
For those currently using this library, there are no plans to delete this library! I've still got some net new things I'd like to do with it.
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As of v0.11 it looks like statsmodels has new STL
functionality. Even more reason to try their version!