Fast RobustSTL: Efficient and Robust Seasonal-Trend Decomposition for Time Series with Complex Patterns

Qingsong Wen, Zhe Zhang, Yan Li, Liang Sun 0001. Fast RobustSTL: Efficient and Robust Seasonal-Trend Decomposition for Time Series with Complex Patterns. In Rajesh Gupta 0001, Yan Liu 0002, Jiliang Tang, B. Aditya Prakash, editors, KDD '20: The 26th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, Virtual Event, CA, USA, August 23-27, 2020. pages 2203-2213, ACM, 2020. [doi]

Abstract

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