[ENH] Added method plot_components() to the STLForecaster forecaster #6423
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
STL decomposition is an important and widely used technique in time series analysis. It is supported in sktime via the STLForecaster class. While it can be used as a step in a chain, it is also helpful - and common - to plot the decomposed series - observed, trend, seasonal, residuals. The method plot_components() has been added to the STLforecaster class to support this.
For an example of how to use this see section 2 in the attached pdf.
PullRequestNotes.pdf