Differential analysis based on different decomposition methods of time series

HIGHLIGHTS

  • What: Although the main purpose of STL is to perform additive decomposition, although it can also be modified to multiplicative decomposition, it may not be applicable to every type of time series information. This study has established that the choice of an appropriate method of comparative decomposition is largely dependent upon specific data characteristics and research objectives, given the significant effect this choice can have on analysis accuracy and forecast reliability.
  • Who: Ruiying, Huang and Social Science, department from the University of California, IrvineIrvine, CA, USA have published the paper: Differential Analysis Based on Different . . .

     

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