STD: A Seasonal-Trend-Dispersion Decomposition of Time Series
STD:时间序列的季节—趋势—离散度分解
The decomposition of a time series is an essential task that helps to understand its very nature. It facilitates the analysis and forecasting of complex time series expressing various hidden components such as the trend, seasonal components, cyclic components and irregular fluctuations. Therefore, it is crucial in many fields for forecasting and decision processes. In recent years, many methods of time series decomposition have been developed, which extract and reveal…