Multiple seasonal STL decomposition with discrete-interval moving seasonalities

作者：

Highlights：

• A novel time series decomposition method based on STL with multiple seasonalities.

• A novel STL decomposition that deals with special events through DIMS and obtain their seasonal components.

• Application of STL decomposition with special events to short term electricity demand.

摘要

•A novel time series decomposition method based on STL with multiple seasonalities.•A novel STL decomposition that deals with special events through DIMS and obtain their seasonal components.•Application of STL decomposition with special events to short term electricity demand.

论文关键词：MSTL,DIMS,decomposition,Loess,Multiple seasonal

论文评审过程：Received 6 May 2022, Accepted 7 July 2022, Available online 18 July 2022, Version of Record 18 July 2022.

论文官网地址：https://doi.org/10.1016/j.amc.2022.127398