[R] decompose () vs stl () - reference search

Nuno Prista nmprista at fc.ul.pt
Fri Nov 9 21:19:06 CET 2007


I have been having trouble finding references that compare the classical
decomposition methods [function decompose()] with the STL method of
Cleveland et al. (1990) [function stl()]. The decompose() help page refers
to the method as a “much more sophisticated decomposition” but I am looking
for something more than this :). Can anybody supply me with some references
that may make comparisons between the two methods and/or discuss the
advantage/disadvantages of each one in different situations?

Thanks in advance,

Nuno Prista

Instituto de Oceanografia - FCUL, Portugal
Center for Quantitative Fisheries Ecology - ODU, USA
Present address:
Center for Quantitative Fisheries Ecology - ODU
800W 46th Street
Norfolk, VA 23508

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