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stR

Seasonal Trend Decomposition Using Regression

v0.7.1 · Sep 2, 2025 · GPL-3

Description

Methods for decomposing seasonal data: STR (a Seasonal-Trend time series decomposition procedure based on Regression) and Robust STR. In some ways, STR is similar to Ridge Regression and Robust STR can be related to LASSO. They allow for multiple seasonal components, multiple linear covariates with constant, flexible and seasonal influence. Seasonal patterns (for both seasonal components and seasonal covariates) can be fractional and flexible over time; moreover they can be either strictly periodic or have a more complex topology. The methods provide confidence intervals for the estimated components. The methods can also be used for forecasting.

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NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.4Mb
  sub-directories of 1Mb or more:
    doc       2.0Mb
    extdata   2.9Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.4Mb
  sub-directories of 1Mb or more:
    doc       2.0Mb
    extdata   2.9Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is  5.4Mb
  sub-directories of 1Mb or more:
    doc       2.0Mb
    extdata   2.9Mb

Check History

NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.4Mb
  sub-directories of 1Mb or more:
    doc       2.0Mb
    extdata   2.9Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.4Mb
  sub-directories of 1Mb or more:
    doc       2.0Mb
    extdata   2.9Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is  5.4Mb
  sub-directories of 1Mb or more:
    doc       2.0Mb
    extdata   2.9Mb

Reverse Dependencies (2)

imports

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dsa

Dependency Network

Dependencies Reverse dependencies foreach forecast Matrix quantreg SparseM ATAforecasting dsa stR

Version History

new 0.7.1 Mar 10, 2026
updated 0.7.1 ← 0.7 diff Sep 2, 2025
updated 0.7 ← 0.6 diff Jul 27, 2024
updated 0.6 ← 0.5 diff Aug 9, 2023
updated 0.5 ← 0.4 diff Feb 16, 2022
updated 0.4 ← 0.3 diff May 17, 2018
updated 0.3 ← 0.2 diff Jan 5, 2017
updated 0.2 ← 0.1 diff Sep 9, 2016
new 0.1 Aug 26, 2016