Re: [math] A Java implementation of STL: A Seasonal-Trend Decomposition Procedure Based on Loess

t, would you know of a good home? Thanks, -Greg On Mon, Mar 21, 2016 at 3:53 AM, Gilles wrote: > Hello. > > On Thu, 17 Mar 2016 20:31:14 -0700, Greg Brandt wrote: > >> Hey Commons Math, >> >> As part of some work on anomaly detection in time series data, a coup

[math] A Java implementation of STL: A Seasonal-Trend Decomposition Procedure Based on Loess

Hey Commons Math, As part of some work on anomaly detection in time series data, a couple colleagues and I have put together a Java implementation of STL , which we think might be generally useful. It is based on commons-math3 LoessInterpolator