sdBrinkmann/TrendDecomposition.jl

Time series decomposition into trend and cycle components. (Stochastic) trend estimation and forecasting

语言：Julia · GitHub 星标：10 · Fork：3

话题：detrending · double-exponential-smoothing · econometrics · ewma · hodrick-prescott-filter · julia · moving-average · seasons

在 GitHub 上查看原仓库