{"id":478852,"date":"2023-08-09T09:39:10","date_gmt":"2023-08-09T09:39:10","guid":{"rendered":""},"modified":"2023-09-05T11:17:41","modified_gmt":"2023-09-05T11:17:41","slug":"seasonal-decomposition-of-a-time-series-stl","status":"publish","type":"wiki","link":"https:\/\/oneproxy.pro\/vn\/wiki\/seasonal-decomposition-of-a-time-series-stl\/","title":{"rendered":"S\u1ef1 ph\u00e2n r\u00e3 theo m\u00f9a c\u1ee7a chu\u1ed7i th\u1eddi gian (STL)"},"content":{"rendered":"<h2>Gi\u1edbi thi\u1ec7u<\/h2>\n<p>Ph\u00e2n r\u00e3 theo m\u00f9a c\u1ee7a chu\u1ed7i th\u1eddi gian (STL) l\u00e0 m\u1ed9t k\u1ef9 thu\u1eadt th\u1ed1ng k\u00ea m\u1ea1nh m\u1ebd \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng \u0111\u1ec3 chia nh\u1ecf chu\u1ed7i th\u1eddi gian th\u00e0nh c\u00e1c th\u00e0nh ph\u1ea7n c\u01a1 b\u1ea3n c\u1ee7a n\u00f3: xu h\u01b0\u1edbng, m\u00f9a v\u1ee5 v\u00e0 ph\u1ea7n c\u00f2n l\u1ea1i. Ph\u01b0\u01a1ng ph\u00e1p n\u00e0y cung c\u1ea5p nh\u1eefng hi\u1ec3u bi\u1ebft c\u00f3 gi\u00e1 tr\u1ecb v\u1ec1 c\u00e1c m\u00f4 h\u00ecnh th\u1eddi gian kh\u00e1c nhau c\u00f3 trong d\u1eef li\u1ec7u, gi\u00fap hi\u1ec3u v\u00e0 ph\u00e2n t\u00edch t\u1ed1t h\u01a1n c\u00e1c xu h\u01b0\u1edbng, s\u1ef1 bi\u1ebfn \u0111\u1ed5i theo chu k\u1ef3 v\u00e0 bi\u1ebfn \u0111\u1ed9ng b\u1ea5t th\u01b0\u1eddng trong chu\u1ed7i th\u1eddi gian. Trong b\u00e0i vi\u1ebft n\u00e0y, ch\u00fang t\u00f4i \u0111i s\u00e2u v\u00e0o l\u1ecbch s\u1eed, c\u01a1 ch\u1ebf, lo\u1ea1i, \u1ee9ng d\u1ee5ng v\u00e0 tri\u1ec3n v\u1ecdng trong t\u01b0\u01a1ng lai c\u1ee7a Ph\u00e2n r\u00e3 theo m\u00f9a c\u1ee7a chu\u1ed7i th\u1eddi gian (STL), kh\u00e1m ph\u00e1 m\u1ee9c \u0111\u1ed9 li\u00ean quan c\u1ee7a n\u00f3 v\u1edbi l\u0129nh v\u1ef1c m\u00e1y ch\u1ee7 proxy.<\/p>\n<h2>Ngu\u1ed3n g\u1ed1c v\u00e0 \u0111\u1ec1 c\u1eadp s\u1edbm<\/h2>\n<p>Kh\u00e1i ni\u1ec7m ph\u00e2n t\u00e1ch chu\u1ed7i th\u1eddi gian \u0111\u1ec3 kh\u00e1m ph\u00e1 c\u00e1c th\u00e0nh ph\u1ea7n v\u1ed1n c\u00f3 c\u1ee7a n\u00f3 \u0111\u00e3 c\u00f3 t\u1eeb v\u00e0i th\u1eadp k\u1ef7 tr\u01b0\u1edbc. C\u00e1c ph\u01b0\u01a1ng ph\u00e1p ban \u0111\u1ea7u, ch\u1eb3ng h\u1ea1n nh\u01b0 \u0111\u01b0\u1eddng trung b\u00ecnh \u0111\u1ed9ng v\u00e0 l\u00e0m m\u1ecbn h\u00e0m m\u0169, \u0111\u00e3 \u0111\u1eb7t n\u1ec1n t\u1ea3ng cho s\u1ef1 ph\u00e1t tri\u1ec3n cu\u1ed1i c\u00f9ng c\u1ee7a c\u00e1c k\u1ef9 thu\u1eadt ph\u1ee9c t\u1ea1p h\u01a1n nh\u01b0 STL. Ngu\u1ed3n g\u1ed1c c\u1ee7a STL c\u00f3 th\u1ec3 b\u1eaft ngu\u1ed3n t\u1eeb m\u1ed9t b\u00e0i b\u00e1o c\u00f3 t\u1ef1a \u0111\u1ec1 \u201cPh\u00e2n t\u00edch chu\u1ed7i th\u1eddi gian: Khung Bayesian\u201d c\u1ee7a Cleveland, Cleveland, McRae v\u00e0 Terpenning, xu\u1ea5t b\u1ea3n n\u0103m 1990. C\u00f4ng tr\u00ecnh n\u00e0y \u0111\u00e3 gi\u1edbi thi\u1ec7u quy tr\u00ecnh ph\u00e2n r\u00e3 theo xu h\u01b0\u1edbng theo m\u00f9a d\u1ef1a tr\u00ean Ho\u00e0ng th\u1ed5 (STL) nh\u01b0 m\u1ed9t ph\u01b0\u01a1ng ph\u00e1p m\u1ea1nh m\u1ebd v\u00e0 linh ho\u1ea1t \u0111\u1ec3 ph\u00e2n t\u00edch d\u1eef li\u1ec7u chu\u1ed7i th\u1eddi gian.<\/p>\n<h2>Ra m\u1eaft c\u01a1 h\u1ecdc<\/h2>\n<h3>C\u1ea5u tr\u00fac v\u00e0 ch\u1ee9c n\u0103ng b\u00ean trong<\/h3>\n<p>C\u1ea5u tr\u00fac b\u00ean trong c\u1ee7a S\u1ef1 ph\u00e2n r\u00e3 theo m\u00f9a c\u1ee7a chu\u1ed7i th\u1eddi gian (STL) bao g\u1ed3m ba th\u00e0nh ph\u1ea7n ch\u00ednh:<\/p>\n<ol>\n<li>\n<p><strong>Th\u00e0nh ph\u1ea7n xu h\u01b0\u1edbng<\/strong>: \u0110i\u1ec1u n\u00e0y ghi l\u1ea1i nh\u1eefng thay \u0111\u1ed5i ho\u1eb7c chuy\u1ec3n \u0111\u1ed9ng d\u00e0i h\u1ea1n trong d\u1eef li\u1ec7u chu\u1ed7i th\u1eddi gian. N\u00f3 c\u00f3 \u0111\u01b0\u1ee3c b\u1eb1ng c\u00e1ch \u00e1p d\u1ee5ng k\u1ef9 thu\u1eadt h\u1ed3i quy c\u1ee5c b\u1ed9 m\u1ea1nh m\u1ebd (Loess) \u0111\u1ec3 l\u00e0m d\u1ecbu c\u00e1c bi\u1ebfn \u0111\u1ed9ng v\u00e0 x\u00e1c \u0111\u1ecbnh xu h\u01b0\u1edbng c\u01a1 b\u1ea3n.<\/p>\n<\/li>\n<li>\n<p><strong>Th\u00e0nh ph\u1ea7n theo m\u00f9a<\/strong>: Th\u00e0nh ph\u1ea7n theo m\u00f9a cho th\u1ea5y c\u00e1c m\u00f4 h\u00ecnh \u0111\u1ecbnh k\u1ef3 x\u1ea3y ra \u0111\u1ec1u \u0111\u1eb7n trong chu\u1ed7i th\u1eddi gian. N\u00f3 c\u00f3 \u0111\u01b0\u1ee3c b\u1eb1ng c\u00e1ch l\u1ea5y trung b\u00ecnh \u0111\u1ed9 l\u1ec7ch so v\u1edbi xu h\u01b0\u1edbng cho t\u1eebng th\u1eddi \u0111i\u1ec3m t\u01b0\u01a1ng \u1ee9ng trong c\u00e1c chu k\u1ef3 m\u00f9a kh\u00e1c nhau.<\/p>\n<\/li>\n<li>\n<p><strong>Th\u00e0nh ph\u1ea7n d\u01b0 (c\u00f2n l\u1ea1i)<\/strong>: Th\u00e0nh ph\u1ea7n c\u00f2n l\u1ea1i chi\u1ebfm nh\u1eefng bi\u1ebfn \u0111\u1ed9ng kh\u00f4ng \u0111\u1ec1u v\u00e0 kh\u00f4ng th\u1ec3 d\u1ef1 \u0111o\u00e1n \u0111\u01b0\u1ee3c m\u00e0 kh\u00f4ng th\u1ec3 quy cho xu h\u01b0\u1edbng ho\u1eb7c t\u00ednh th\u1eddi v\u1ee5. N\u00f3 \u0111\u01b0\u1ee3c t\u00ednh b\u1eb1ng c\u00e1ch tr\u1eeb \u0111i c\u00e1c th\u00e0nh ph\u1ea7n xu h\u01b0\u1edbng v\u00e0 m\u00f9a v\u1ee5 kh\u1ecfi chu\u1ed7i th\u1eddi gian ban \u0111\u1ea7u.<\/p>\n<\/li>\n<\/ol>\n<h3>C\u00e1c t\u00ednh n\u0103ng v\u00e0 \u01b0u \u0111i\u1ec3m ch\u00ednh<\/h3>\n<ul>\n<li><strong>Uy\u1ec3n chuy\u1ec3n<\/strong>: STL c\u00f3 th\u1ec3 th\u00edch \u1ee9ng v\u1edbi nhi\u1ec1u lo\u1ea1i d\u1eef li\u1ec7u chu\u1ed7i th\u1eddi gian kh\u00e1c nhau, h\u1ed7 tr\u1ee3 c\u00e1c quan s\u00e1t c\u00f3 kho\u1ea3ng c\u00e1ch kh\u00f4ng \u0111\u1ec1u nhau v\u00e0 x\u1eed l\u00fd c\u00e1c \u0111i\u1ec3m d\u1eef li\u1ec7u b\u1ecb thi\u1ebfu.<\/li>\n<li><strong>\u0110\u1ed9 b\u1ec1n<\/strong>: K\u1ef9 thu\u1eadt l\u00e0m m\u1ecbn ho\u00e0ng th\u1ed5 m\u1ea1nh m\u1ebd \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng trong STL gi\u00fap gi\u1ea3m t\u00e1c \u0111\u1ed9ng c\u1ee7a c\u00e1c d\u1eef li\u1ec7u ngo\u1ea1i l\u1ec7 v\u00e0 nhi\u1ec5u trong qu\u00e1 tr\u00ecnh ph\u00e2n h\u1ee7y.<\/li>\n<li><strong>Kh\u1ea3 n\u0103ng gi\u1ea3i th\u00edch<\/strong>: Vi\u1ec7c ph\u00e2n t\u00e1ch chu\u1ed7i th\u1eddi gian th\u00e0nh c\u00e1c th\u00e0nh ph\u1ea7n ri\u00eang bi\u1ec7t s\u1ebd h\u1ed7 tr\u1ee3 vi\u1ec7c di\u1ec5n gi\u1ea3i v\u00e0 hi\u1ec3u c\u00e1c m\u1eabu kh\u00e1c nhau \u0111i\u1ec1u khi\u1ec3n d\u1eef li\u1ec7u.<\/li>\n<li><strong>Ph\u00e1t hi\u1ec7n t\u00ednh th\u1eddi v\u1ee5<\/strong>: STL \u0111\u1eb7c bi\u1ec7t hi\u1ec7u qu\u1ea3 trong vi\u1ec7c tr\u00edch xu\u1ea5t c\u00e1c m\u1eabu th\u1eddi v\u1ee5 ngay c\u1ea3 khi ch\u00fang kh\u00f4ng nguy\u00ean v\u00e0 li\u00ean quan \u0111\u1ebfn nhi\u1ec1u t\u1ea7n s\u1ed1.<\/li>\n<\/ul>\n<h2>C\u00e1c lo\u1ea1i STL<\/h2>\n<p>STL c\u00f3 th\u1ec3 \u0111\u01b0\u1ee3c ph\u00e2n lo\u1ea1i d\u1ef1a tr\u00ean c\u00e1c bi\u1ebfn th\u1ec3 v\u00e0 \u1ee9ng d\u1ee5ng c\u1ee7a n\u00f3. D\u01b0\u1edbi \u0111\u00e2y l\u00e0 danh s\u00e1ch ph\u00e1c th\u1ea3o m\u1ed9t s\u1ed1 lo\u1ea1i ph\u1ed5 bi\u1ebfn:<\/p>\n<ul>\n<li><strong>STL ti\u00eau chu\u1ea9n<\/strong>: D\u1ea1ng c\u01a1 b\u1ea3n c\u1ee7a STL, nh\u01b0 \u0111\u01b0\u1ee3c m\u00f4 t\u1ea3 tr\u01b0\u1edbc \u0111\u00f3, ph\u00e2n t\u00e1ch chu\u1ed7i th\u1eddi gian th\u00e0nh c\u00e1c th\u00e0nh ph\u1ea7n xu h\u01b0\u1edbng, m\u00f9a v\u1ee5 v\u00e0 ph\u1ea7n d\u01b0.<\/li>\n<li><strong>STL \u0111\u00e3 s\u1eeda \u0111\u1ed5i<\/strong>: C\u00e1c bi\u1ebfn th\u1ec3 c\u1ee7a STL k\u1ebft h\u1ee3p c\u00e1c k\u1ef9 thu\u1eadt l\u00e0m m\u1ecbn ho\u1eb7c \u0111i\u1ec1u ch\u1ec9nh b\u1ed5 sung \u0111\u1ec3 \u0111\u00e1p \u1ee9ng c\u00e1c \u0111\u1eb7c \u0111i\u1ec3m c\u1ee5 th\u1ec3 c\u1ee7a d\u1eef li\u1ec7u.<\/li>\n<\/ul>\n<h2>\u1ee8ng d\u1ee5ng v\u00e0 th\u00e1ch th\u1ee9c<\/h2>\n<h3>S\u1eed d\u1ee5ng STL<\/h3>\n<p>STL t\u00ecm th\u1ea5y c\u00e1c \u1ee9ng d\u1ee5ng trong nhi\u1ec1u l\u0129nh v\u1ef1c kh\u00e1c nhau:<\/p>\n<ul>\n<li><strong>Kinh t\u1ebf v\u00e0 t\u00e0i ch\u00ednh<\/strong>: Ph\u00e2n t\u00edch c\u00e1c ch\u1ec9 s\u1ed1 kinh t\u1ebf, gi\u00e1 c\u1ed5 phi\u1ebfu v\u00e0 xu h\u01b0\u1edbng th\u1ecb tr\u01b0\u1eddng t\u00e0i ch\u00ednh.<\/li>\n<li><strong>Khoa h\u1ecdc m\u00f4i tr\u01b0\u1eddng<\/strong>: Nghi\u00ean c\u1ee9u c\u00e1c m\u00f4 h\u00ecnh kh\u00ed h\u1eadu, m\u1ee9c \u0111\u1ed9 \u00f4 nhi\u1ec5m v\u00e0 bi\u1ebfn \u0111\u1ed9ng sinh th\u00e1i.<\/li>\n<li><strong>B\u00e1n l\u1ebb v\u00e0 b\u00e1n h\u00e0ng<\/strong>: Hi\u1ec3u h\u00e0nh vi c\u1ee7a ng\u01b0\u1eddi ti\u00eau d\u00f9ng, xu h\u01b0\u1edbng b\u00e1n h\u00e0ng v\u00e0 m\u00f4 h\u00ecnh mua s\u1eafm theo m\u00f9a.<\/li>\n<\/ul>\n<h3>Nh\u1eefng th\u00e1ch th\u1ee9c v\u00e0 gi\u1ea3i ph\u00e1p<\/h3>\n<ul>\n<li><strong>D\u1eef li\u1ec7u b\u1ecb m\u1ea5t<\/strong>: STL x\u1eed l\u00fd t\u1ed1t d\u1eef li\u1ec7u b\u1ecb thi\u1ebfu do kh\u1ea3 n\u0103ng th\u00edch \u1ee9ng c\u1ee7a n\u00f3, nh\u01b0ng vi\u1ec7c \u0111\u01b0a ra c\u00e1c gi\u00e1 tr\u1ecb b\u1ecb thi\u1ebfu tr\u01b0\u1edbc khi ph\u00e2n t\u00e1ch c\u00f3 th\u1ec3 mang l\u1ea1i k\u1ebft qu\u1ea3 t\u1ed1t h\u01a1n.<\/li>\n<li><strong>Trang b\u1ecb qu\u00e1 m\u1ee9c<\/strong>: L\u00e0m m\u1ecbn m\u1ea1nh m\u1ebd c\u00f3 th\u1ec3 d\u1eabn \u0111\u1ebfn vi\u1ec7c \u0111i\u1ec1u ch\u1ec9nh qu\u00e1 m\u1ee9c xu h\u01b0\u1edbng v\u00e0 c\u00e1c th\u00e0nh ph\u1ea7n theo m\u00f9a. K\u1ef9 thu\u1eadt x\u00e1c th\u1ef1c ch\u00e9o c\u00f3 th\u1ec3 gi\u1ea3m thi\u1ec3u v\u1ea5n \u0111\u1ec1 n\u00e0y.<\/li>\n<li><strong>T\u00ednh th\u1eddi v\u1ee5 ph\u1ee9c t\u1ea1p<\/strong>: \u0110\u1ed1i v\u1edbi c\u00e1c m\u1eabu h\u00ecnh th\u1eddi v\u1ee5 ph\u1ee9c t\u1ea1p, c\u00f3 th\u1ec3 c\u1ea7n ph\u1ea3i c\u00f3 c\u00e1c bi\u1ebfn th\u1ec3 n\u00e2ng cao c\u1ee7a STL ho\u1eb7c c\u00e1c ph\u01b0\u01a1ng ph\u00e1p thay th\u1ebf.<\/li>\n<\/ul>\n<h2>Ph\u00e2n t\u00edch so s\u00e1nh<\/h2>\n<p>Trong ph\u1ea7n n\u00e0y, ch\u00fang t\u00f4i tr\u00ecnh b\u00e0y so s\u00e1nh Ph\u00e2n r\u00e3 theo m\u00f9a c\u1ee7a chu\u1ed7i th\u1eddi gian (STL) v\u1edbi c\u00e1c thu\u1eadt ng\u1eef t\u01b0\u01a1ng t\u1ef1:<\/p>\n<table>\n<thead>\n<tr>\n<th>Thu\u1eadt ng\u1eef<\/th>\n<th>Thu\u1eadn l\u1ee3i<\/th>\n<th>H\u1ea1n ch\u1ebf<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>\u0110\u01b0\u1eddng trung b\u00ecnh \u0111\u1ed9ng<\/td>\n<td>\u0110\u01a1n gi\u1ea3n, d\u1ec5 th\u1ef1c hi\u1ec7n<\/td>\n<td>L\u00e0m m\u1ecbn c\u00f3 th\u1ec3 b\u1ecf qua c\u00e1c s\u1eafc th\u00e1i<\/td>\n<\/tr>\n<tr>\n<td>L\u00e0m m\u1ecbn theo c\u1ea5p s\u1ed1 nh\u00e2n<\/td>\n<td>T\u00e0i kho\u1ea3n cho d\u1eef li\u1ec7u g\u1ea7n \u0111\u00e2y, \u0111\u01a1n gi\u1ea3n<\/td>\n<td>B\u1ecf qua c\u00e1c th\u00e0nh ph\u1ea7n theo m\u00f9a v\u00e0 xu h\u01b0\u1edbng<\/td>\n<\/tr>\n<tr>\n<td>ARIMA<\/td>\n<td>X\u1eed l\u00fd c\u00e1c th\u00e0nh ph\u1ea7n chu\u1ed7i th\u1eddi gian kh\u00e1c nhau<\/td>\n<td>\u0110i\u1ec1u ch\u1ec9nh tham s\u1ed1 ph\u1ee9c t\u1ea1p<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<h2>Tri\u1ec3n v\u1ecdng t\u1edbi t\u01b0\u01a1ng lai<\/h2>\n<p>Khi c\u00f4ng ngh\u1ec7 ti\u1ebfn b\u1ed9, ti\u1ec1m n\u0103ng ph\u00e2n h\u1ee7y theo m\u00f9a c\u1ee7a chu\u1ed7i th\u1eddi gian (STL) c\u0169ng t\u0103ng theo. Vi\u1ec7c k\u1ebft h\u1ee3p c\u00e1c k\u1ef9 thu\u1eadt h\u1ecdc m\u00e1y, \u0111i\u1ec1u ch\u1ec9nh tham s\u1ed1 t\u1ef1 \u0111\u1ed9ng v\u00e0 x\u1eed l\u00fd c\u00e1c lo\u1ea1i d\u1eef li\u1ec7u \u0111a d\u1ea1ng h\u01a1n c\u00f3 th\u1ec3 s\u1ebd n\u00e2ng cao kh\u1ea3 n\u0103ng c\u1ee7a n\u00f3.<\/p>\n<h2>M\u00e1y ch\u1ee7 proxy v\u00e0 STL<\/h2>\n<p>M\u1ed1i quan h\u1ec7 gi\u1eefa m\u00e1y ch\u1ee7 proxy v\u00e0 S\u1ef1 ph\u00e2n t\u00e1ch theo m\u00f9a c\u1ee7a chu\u1ed7i th\u1eddi gian n\u1eb1m \u1edf vi\u1ec7c thu th\u1eadp v\u00e0 ph\u00e2n t\u00edch d\u1eef li\u1ec7u. C\u00e1c m\u00e1y ch\u1ee7 proxy t\u1ea1o \u0111i\u1ec1u ki\u1ec7n thu\u1eadn l\u1ee3i cho vi\u1ec7c thu th\u1eadp d\u1eef li\u1ec7u chu\u1ed7i th\u1eddi gian t\u1eeb nhi\u1ec1u ngu\u1ed3n kh\u00e1c nhau, sau \u0111\u00f3 c\u00f3 th\u1ec3 s\u1eed d\u1ee5ng STL \u0111\u1ec3 ph\u00e1t hi\u1ec7n c\u00e1c m\u00f4 h\u00ecnh, xu h\u01b0\u1edbng v\u00e0 h\u00e0nh vi theo chu k\u1ef3 \u1ea9n. B\u1eb1ng c\u00e1ch x\u00e1c \u0111\u1ecbnh c\u00e1c ki\u1ec3u s\u1eed d\u1ee5ng m\u1ea1ng, c\u00e1c nh\u00e0 cung c\u1ea5p m\u00e1y ch\u1ee7 proxy nh\u01b0 OneProxy c\u00f3 th\u1ec3 t\u1ed1i \u01b0u h\u00f3a d\u1ecbch v\u1ee5 c\u1ee7a h\u1ecd, d\u1ef1 \u0111o\u00e1n th\u1eddi gian s\u1eed d\u1ee5ng cao \u0111i\u1ec3m v\u00e0 c\u1ea3i thi\u1ec7n hi\u1ec7u su\u1ea5t t\u1ed5ng th\u1ec3.<\/p>\n<h2>Li\u00ean k\u1ebft li\u00ean quan<\/h2>\n<p>\u0110\u1ec3 bi\u1ebft th\u00eam th\u00f4ng tin v\u1ec1 S\u1ef1 ph\u00e2n r\u00e3 theo m\u00f9a c\u1ee7a chu\u1ed7i th\u1eddi gian (STL), h\u00e3y xem x\u00e9t kh\u00e1m ph\u00e1 c\u00e1c t\u00e0i nguy\u00ean sau:<\/p>\n<ul>\n<li><a href=\"https:\/\/www.jstor.org\/stable\/2686915\" target=\"_new\" rel=\"noopener nofollow\">B\u00e0i b\u00e1o n\u0103m 1990 c\u1ee7a Cleveland v\u00e0 c\u1ed9ng s\u1ef1 v\u1ec1 STL<\/a><\/li>\n<li><a href=\"https:\/\/otexts.com\/fpp3\/stl.html\" target=\"_new\" rel=\"noopener nofollow\">T\u00e0i li\u1ec7u STL c\u1ee7a Hyndman<\/a><\/li>\n<li><a href=\"https:\/\/www.itl.nist.gov\/div898\/handbook\/pmc\/section4\/pmc4.htm\" target=\"_new\" rel=\"noopener nofollow\">Gi\u1edbi thi\u1ec7u v\u1ec1 Ph\u00e2n t\u00edch chu\u1ed7i th\u1eddi gian<\/a><\/li>\n<\/ul>\n<p>T\u00f3m l\u1ea1i, Ph\u00e2n t\u00edch theo m\u00f9a c\u1ee7a chu\u1ed7i th\u1eddi gian (STL) l\u00e0 m\u1ed9t ph\u01b0\u01a1ng ph\u00e1p linh ho\u1ea1t gi\u00fap ti\u1ebft l\u1ed9 c\u00e1c th\u00e0nh ph\u1ea7n \u1ea9n trong d\u1eef li\u1ec7u chu\u1ed7i th\u1eddi gian, g\u00f3p ph\u1ea7n n\u00e2ng cao hi\u1ec3u bi\u1ebft v\u00e0 ph\u00e2n t\u00edch tr\u00ean nhi\u1ec1u l\u0129nh v\u1ef1c kh\u00e1c nhau. Kh\u1ea3 n\u0103ng th\u00edch \u1ee9ng, m\u1ea1nh m\u1ebd v\u00e0 kh\u1ea3 n\u0103ng di\u1ec5n gi\u1ea3i c\u1ee7a n\u00f3 l\u00e0m cho n\u00f3 tr\u1edf th\u00e0nh m\u1ed9t c\u00f4ng c\u1ee5 c\u00f3 gi\u00e1 tr\u1ecb \u0111\u1ec3 l\u00e0m s\u00e1ng t\u1ecf c\u00e1c m\u00f4 h\u00ecnh th\u1eddi gian v\u00e0 h\u1ed7 tr\u1ee3 c\u00e1c qu\u00e1 tr\u00ecnh ra quy\u1ebft \u0111\u1ecbnh d\u1ef1a tr\u00ean d\u1eef li\u1ec7u.<\/p>","protected":false},"featured_media":470433,"menu_order":0,"template":"","meta":{"_acf_changed":false,"content-type":"","inline_featured_image":false,"footnotes":""},"class_list":["post-478852","wiki","type-wiki","status-publish","has-post-thumbnail","hentry"],"acf":{"faq_title":"Frequently Asked Questions about <mark>Seasonal Decomposition of a Time Series (STL) - Unveiling Temporal Patterns<\/mark>","faq_items":[{"question":"What is Seasonal Decomposition of a Time Series (STL)?","answer":"<p>Seasonal Decomposition of a Time Series (STL) is a statistical technique that breaks down time series data into its fundamental components: trend, seasonal variations, and irregular fluctuations. This process offers insights into the underlying patterns within the data, aiding in better analysis and understanding.<\/p>"},{"question":"How does STL work internally?","answer":"<p>STL utilizes three main components:<\/p><ol><li><strong>Trend Component<\/strong>: Captures long-term changes by smoothing the data using Loess regression.<\/li><li><strong>Seasonal Component<\/strong>: Reveals recurring patterns by averaging deviations from the trend within seasonal cycles.<\/li><li><strong>Residual Component<\/strong>: Represents unpredictable variations by subtracting the trend and seasonal components from the original data.<\/li><\/ol>"},{"question":"What are the advantages of using STL?","answer":"<p>STL boasts several benefits:<\/p><ul><li><strong>Flexibility<\/strong>: Accommodates various data types and irregular observations.<\/li><li><strong>Robustness<\/strong>: Robust Loess smoothing mitigates the impact of noisy data.<\/li><li><strong>Interpretability<\/strong>: Breaks down data into understandable components.<\/li><li><strong>Seasonality Detection<\/strong>: Effectively extracts complex seasonality patterns.<\/li><\/ul>"},{"question":"What are the applications of STL?","answer":"<p>STL finds applications in multiple fields:<\/p><ul><li><strong>Economics and Finance<\/strong>: Analyzing market trends and economic indicators.<\/li><li><strong>Environmental Science<\/strong>: Studying climate and ecological fluctuations.<\/li><li><strong>Retail and Sales<\/strong>: Understanding consumer behavior and sales patterns.<\/li><\/ul>"},{"question":"How does STL compare with similar methods?","answer":"<p>In comparison to moving averages, exponential smoothing, and ARIMA models, STL offers more comprehensive insights into different components of time series data, including trend, seasonality, and residuals.<\/p>"},{"question":"How can STL be improved in the future?","answer":"<p>Advancements in machine learning and automated parameter tuning could enhance STL's capabilities, making it even more adaptable to diverse data types and patterns.<\/p>"},{"question":"What's the connection between proxy servers and STL?","answer":"<p>Proxy servers assist in gathering time series data, which can be analyzed using STL to uncover hidden patterns. For instance, OneProxy utilizes STL to optimize its services, predict usage patterns, and improve overall performance.<\/p>"},{"question":"Where can I find more information about STL?","answer":"<p>For additional resources on STL, you can refer to the following links:<\/p><ul><li><a href=\"https:\/\/www.jstor.org\/stable\/2686915\" target=\"_new\">Cleveland et al.'s 1990 paper on STL<\/a><\/li><li><a href=\"https:\/\/otexts.com\/fpp3\/stl.html\" target=\"_new\">Hyndman's STL Documentation<\/a><\/li><li><a href=\"https:\/\/www.itl.nist.gov\/div898\/handbook\/pmc\/section4\/pmc4.htm\" target=\"_new\">Introduction to Time Series Analysis<\/a><\/li><\/ul>"}]},"_links":{"self":[{"href":"https:\/\/oneproxy.pro\/vn\/wp-json\/wp\/v2\/wiki\/478852","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/oneproxy.pro\/vn\/wp-json\/wp\/v2\/wiki"}],"about":[{"href":"https:\/\/oneproxy.pro\/vn\/wp-json\/wp\/v2\/types\/wiki"}],"version-history":[{"count":0,"href":"https:\/\/oneproxy.pro\/vn\/wp-json\/wp\/v2\/wiki\/478852\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/oneproxy.pro\/vn\/wp-json\/wp\/v2\/media\/470433"}],"wp:attachment":[{"href":"https:\/\/oneproxy.pro\/vn\/wp-json\/wp\/v2\/media?parent=478852"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}