StructuralDecompose

Published write up, will be coming soon to the R Journal : https://arxiv.org/pdf/2510.04974

StructuralDecompose is an algorithm suited to the decomposition of a time series into its component terms of trend, seasonality, and residuals. It is well suited to decompose a series in the presence of significant level shifts.

The algorithm outputs the decomposed trend, seasonality, residuals, as well as anomalies detected.

Installation

The StructuralDecompose package is now available on CRAN.

You can install it like so:

Type	Source	Command
Release	CRAN	install.packages("StructuralDecompose")
Development	GitHub	devtools::install_github("StructuralDecompose/StructuralDecompose")

Once installed, load the package using:

library(StructuralDecompose)