温特:HoltWinters(x = raints, beta = FALSE, gamma = FALSE)
季节性时间序列分解:非季节性(趋势性)+ 季节性(周期性)+ 随机部分
确实是用decompose()函数,生成 trend+seasonal+random 三部分
比如——
births <- scan("http://robjhyndman.com/tsdldata/data/nybirths.dat")
birthsts <- ts(births, frequency=12, start=c(1946,1))
plot(birthsts)
birthsts_decompose <- decompose(birthsts)
plot(birthsts_decompose)