decompose
Separate a time series into trend, seasonal, and residual components, and compute the strength of each part.
Instructions
Split the series into trend/seasonal/residual and quantify each component's strength.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| method | No | STL is robust to outliers. | stl |
| period | Yes | Observations per season, e.g. 288 for daily @ 5min. | |
| series_id | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| method | Yes | ||
| period | Yes | ||
| series_id | Yes | ||
| components | Yes | ||
| interpretation | Yes | ||
| trend_strength | Yes | 0-1; Hyndman F_T = max(0, 1 - Var(resid)/Var(trend+resid)). | |
| seasonal_strength | Yes | 0-1; Hyndman F_S = max(0, 1 - Var(resid)/Var(seasonal+resid)). |