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5.4 STL Decomposition

MSTL Bandara et al. (2021)

References
  1. Bandara, K., Hyndman, R. J., & Bergmeir, C. (2021). MSTL: A Seasonal-Trend Decomposition Algorithm for Time Series with Multiple Seasonal Patterns. arXiv. 10.48550/ARXIV.2107.13462
Chapter 5 Time Series Decomposition
5.3 Local Regression
Appendices
Table of Notations