[R] STL - time series seasonal decomposition sensitive to data points?

2017-07-19 Thread Eridk Poliruyt
Hi all, I am trying to analyse a time series data and want to make trend-season decomposition using STL approach in R. However I found the decomposition result seems to be sensitive to data points even with the robust option. More specifically, suppose I have a few years of monthly data. Using st

[R] STL - time series seasonal decomposition sensitive to data points?

2017-07-18 Thread Eridk Poliruyt
Hi all, I am trying to analyse a time series data and want to make trend-season decomposition using STL approach in R. However I found the decomposition result seems to be sensitive to data points even with the robust option. More specifically, suppose I have a few years of monthly data. Using st