SeasonalTrendLoess.jl

Seasonal Trend via Loess (STL) decomposition and plot recipes.

The code was mainly copied from https://github.com/viraltux/Forecast.jl and adapted to be a lightweight dependency.

References

[Cleveland et al. 1990] Cleveland, R. B.; Cleveland, W. S.;McRae, J. E.; and Terpenning, I. 1990. STL: A seasonal-trend decomposition procedure based on loess. Journal of Official Statistics 6(1):3–73.