STL decomposition : How to do it from Scratch?
Figure out what STL decomposition is and how it works.
Published in
5 min readNov 10, 2019
This article will help you understand what is STL decomposition and how to do it from scratch. At the end, I will use statsmodel library too, to get the results in seconds.
What is STL decomposition?
So, STL stands for Seasonal and Trend decomposition using Loess. This is a statistical method of decomposing a Time Series data into 3 components containing seasonality, trend and residual.