AI engineering glossary · Time series recsys
What is STL (STL decomposition)?
STL decomposition (also called STL): A robust method that splits a series into trend, seasonal and remainder using repeated local smoothing (loess). It handles any seasonal period, allows the seasonal shape to change slowly, and resists outliers.
STL decomposition: an example
Decompose 5 years of monthly data with period 12 to see whether the annual pattern is getting stronger.
Related terms
More Time series recsys terms
- Strict stationarity
- Structural break
- Temporal fusion transformer
- Time series
- Time series cross-validation
- Trend
- Unit root
- User-based collaborative filtering
Where you learn it
STL decomposition is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.