STL decomposition : How to do it from Scratch?

Figure out what STL decomposition is and how it works.

Rajat Sharma
Towards Data Science
5 min readNov 10, 2019

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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.

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