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How is RobustSTL used for prediction? #18

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ghost opened this issue Aug 17, 2022 · 0 comments
Open

How is RobustSTL used for prediction? #18

ghost opened this issue Aug 17, 2022 · 0 comments

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@ghost
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ghost commented Aug 17, 2022

The seasonal part of STL is fixed, but the value of the current position of RobustSTL is related to the values of the previous cycles.
The current value will be used when calculating the weight, but there will be no current value in the prediction?

So after the decomposition, how should we make predictions?

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