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Data-Driven Locally Weighted Regression for Trend and Seasonality in TS

v1.1.1 · Jun 23, 2025 · GPL-3

Description

Various methods for the identification of trend and seasonal components in time series (TS) are provided. Among them is a data-driven locally weighted regression approach with automatically selected bandwidth for equidistant short-memory time series. The approach is a combination / extension of the algorithms by Feng (2013) <doi:10.1080/02664763.2012.740626> and Feng, Y., Gries, T., and Fritz, M. (2020) <doi:10.1080/10485252.2020.1759598> and a brief description of this new method is provided in the package documentation. Furthermore, the package allows its users to apply the base model of the Berlin procedure, version 4.1, as described in Speth (2004) <https://www.destatis.de/DE/Methoden/Saisonbereinigung/BV41-methodenbericht-Heft3_2004.pdf?__blob=publicationFile>. Permission to include this procedure was kindly provided by the Federal Statistical Office of Germany.

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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NOTE r-oldrel-macos-arm64

installed package size

  installed size is  6.1Mb
  sub-directories of 1Mb or more:
    libs   5.3Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  6.2Mb
  sub-directories of 1Mb or more:
    libs   5.4Mb
OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is  6.1Mb
  sub-directories of 1Mb or more:
    libs   5.3Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  6.2Mb
  sub-directories of 1Mb or more:
    libs   5.4Mb

Dependency Network

Dependencies Reverse dependencies Rcpp ggplot2 animation shiny zoo future furrr future.apply progressr purrr rlang tidyr deseats

Version History

new 1.1.1 Mar 10, 2026