Package: deseats 1.1.3

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

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 and in more detail in Schulz (2026) <doi:10.32614/RJ-2026-025>. 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.

Authors:Yuanhua Feng [aut], Dominik Schulz [aut, cre]

deseats_1.1.3.tar.gz
deseats_1.1.3.zip(r-4.7-x86_64)deseats_1.1.3.zip(r-4.7-arm64)deseats_1.1.3.zip(r-4.6-x86_64)deseats_1.1.3.zip(r-4.6-arm64)deseats_1.1.3.zip(r-4.5-x86_64)
deseats_1.1.3.tgz(r-4.6-x86_64)deseats_1.1.3.tgz(r-4.6-arm64)deseats_1.1.3.tgz(r-4.5-x86_64)deseats_1.1.3.tgz(r-4.5-arm64)
deseats_1.1.3.tar.gz(r-4.7-arm64)deseats_1.1.3.tar.gz(r-4.7-x86_64)deseats_1.1.3.tar.gz(r-4.6-arm64)deseats_1.1.3.tar.gz(r-4.6-x86_64)
deseats_1.1.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
deseats/json (API)

# Install 'deseats' in R:

install.packages('deseats', repos = c('https://dschulz13.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/dschulz13/deseats/issues

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3
openmp– GCC OpenMP (GOMP) support library

Datasets:

CIVLABOR - Monthly Civilian Labor Force Level in the USA
CONSUMPTION - Quarterly Real Final Consumption Expenditure for Australia
COVID - Daily Confirmed New COVID-19 Cases in Germany
DEATHS - Monthly Deaths in Germany
ENERGY - Monthly Total Production and Distribution of Electricity, Gas, Steam, and Air Conditioning for Germany
EXPENDITURES - Quarterly Personal Consumption Expenditures in the USA
GDP - Quarterly US GDP
HOUSES - Monthly New One Family Houses Sold in the USA
LIVEBIRTHS - Monthly Live Births in Germany
NOLABORFORCE - Monthly Number of US Persons Not in the Labor Force
RAINFALL - Monthly Average Rainfall in Germany
RETAIL - Monthly Total Volume of Retail Trade in Germany
SAVINGS - Quarterly Savings of Private Households in Germany
SUNSHINE - Monthly Hours of Sunshine in Germany
TEMPERATURE - Monthly Average Temperature in Germany

On CRAN:

openblas cpp openmp

4.73 score 1 stars 18 scripts 510 downloads 44 exports 66 dependencies

Last updated from:6c60aa455b. Checks:15 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	191
linux-devel-x86_64	OK	182
source / vignettes	OK	363
linux-release-arm64	OK	201
linux-release-x86_64	OK	207
macos-release-arm64	OK	166
macos-release-x86_64	OK	264
macos-oldrel-arm64	OK	173
macos-oldrel-x86_64	OK	466
windows-devel-arm64	OK	298
windows-devel-x86_64	OK	152
windows-release-arm64	OK	259
windows-release-x86_64	OK	167
windows-oldrel-x86_64	OK	168
wasm-release	OK	167

Exports:animate arma_to_ar arma_to_ma autoplot boundary_method boundary_method<-BV4.1 bwidth bwidth_confint bwidth<-create_gain create.gain deseasonalize deseats detrend expo fitted gain hA_calc hamilton_filter kernel_fun kernel_fun<-llin_decomp lm_decomp ma_decomp measures order_poly order_poly<-plot predict read_ts residuals run_decomposition runDecomposition s_semiarma season season<-seasonplot seasonplot_gg select_bwidth set_options show trend zoo_to_ts

Dependencies:animation base64enc bslib cachem cli codetools commonmark cpp11 curl digest dplyr farver fastmap fontawesome fs furrr future future.apply generics ggplot2 globals glue gtable htmltools httpuv isoband jquerylib jsonlite labeling later lattice lifecycle listenv magick magrittr memoise mime otel parallelly pillar pkgconfig progressr promises purrr R6 rappdirs RColorBrewer Rcpp RcppArmadillo rlang S7 sass scales shiny sourcetools stringi stringr tibble tidyr tidyselect utf8 vctrs viridisLite withr xtable zoo

Introduction to deseats

Rendered fromdeseats-workflow-example.Rmdusingknitr::rmarkdown

Last update: 2026-03-14
Started: 2026-03-08

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Deseasonalize Time Series	deseats-package
Automatic Creation of Animations	animate
Animate Locally Weighted Regression Results	animate,deseats-method
AR Representation of an ARMA Model	arma_to_ar
MA Representation of an ARMA Model	arma_to_ma
Plot Method for Decomposition Results in the Style of ggplot2	autoplot,decomp-method
'ggplot2' Plot Method for Class '"deseats_fc"'	autoplot,deseats_fc-method
'ggplot2' Plot Method for the Results of a Hamilton Filter	autoplot,hfilter-method
Trend and Seasonality Estimation Using the Berlin Procedure 4.1	BV4.1
Bootstrapping Confidence Intervals for Locally Weighted Regression Bandwidths	bwidth_confint
Retrieve the Used Bandwidth from an Estimation Object	bwidth,deseats-method bwidth,s_semiarma-method
Monthly Civilian Labor Force Level in the USA	CIVLABOR
Quarterly Real Final Consumption Expenditure for Australia	CONSUMPTION
Daily Confirmed New COVID-19 Cases in Germany	COVID
Create Gain Function from a Linear Time Series Filter	create_gain
Create Gain Function from a Linear Time Series Filter	create.gain
Monthly Deaths in Germany	DEATHS
Locally Weighted Regression for Trend and Seasonality in Equidistant Time Series under Short Memory	deseats
Monthly Total Production and Distribution of Electricity, Gas, Steam, and Air Conditioning for Germany	ENERGY
Quarterly Personal Consumption Expenditures in the USA	EXPENDITURES
Automatic Creation of Animations	expo
Exponentiate 'deseats' Forecasts	expo,deseats_fc-method
Fitted Components of the Hamilton Filter	fitted,hfilter-method residuals,hfilter-method
Gain Function Generic	gain
Obtain gain function values for DeSeaTS Trend and Detrend Filters	gain,deseats-method
Quarterly US GDP	GDP
Calculation of Theoretically Optimal Bandwidth and Its Components	hA_calc
Time Series Filtering Using the Hamilton Filter	hamilton_filter
Monthly New One Family Houses Sold in the USA	HOUSES
Monthly Live Births in Germany	LIVEBIRTHS
Decomposition of Time Series Using Local Linear Regression	llin_decomp
Decomposition of Time Series Using Linear Regression	lm_decomp
Decomposition of Time Series Using Moving Averages	ma_decomp
Forecasting Accuracy Measure Calculation	measures
Monthly Number of US Persons Not in the Labor Force	NOLABORFORCE
Smoothing Option Generics	boundary_method boundary_method<- bwidth bwidth<- kernel_fun kernel_fun<- order_poly order_poly<- season season<-
Retrieve or Set Smoothing Options	boundary_method,smoothing_options-method boundary_method<-,smoothing_options-method bwidth,smoothing_options-method bwidth<-,smoothing_options-method kernel_fun,smoothing_options-method kernel_fun<-,smoothing_options-method order_poly,smoothing_options-method order_poly<-,smoothing_options-method season,smoothing_options-method season<-,smoothing_options-method
Plot Method for Decomposition Results in the Style of Base R Plots	plot,decomp-method
Plot Method for Class '"deseats_fc"'	plot,deseats_fc-method
Plot Method for the Results of a Hamilton Filter	plot,hfilter-method
Point and Interval Forecasts for Seasonal Semi-ARMA Models	predict,s_semiarma-method
Monthly Average Rainfall in Germany	RAINFALL
Read in a Dataset Directly as an Object of Class '"ts"' or '"mts"'	read_ts
Monthly Total Volume of Retail Trade in Germany	RETAIL
Shiny App for Decomposing Seasonal Time Series	run_decomposition
Shiny App for Decomposing Seasonal Time Series (Deprecated)	runDecomposition
Fitting of a Seasonal Semiparametric ARMA Model	s_semiarma
Quarterly Savings of Private Households in Germany	SAVINGS
Creation of Seasonal Plots	seasonplot
Creation of Seasonal Plots in the Style of ggplot2	seasonplot_gg
Optimal Bandwidth Estimation for Locally Weighted Regression in Equidistant Time Series under Short Memory	select_bwidth
Specification of Smoothing Options	set_options
Printing of 'deseats' Function Results	show,deseats-method
Show Method for Objects of Class '"s_semiarma"'	show,s_semiarma-method
Show Method for Smoothing Options	show,smoothing_options-method
Monthly Hours of Sunshine in Germany	SUNSHINE
Monthly Average Temperature in Germany	TEMPERATURE
Obtain Estimated Components of a Time Series	deseasonalize detrend trend
Obtain Individual Components of a Decomposed Time Series	deseasonalize,decomp-method detrend,decomp-method fitted,decomp-method residuals,decomp-method season,decomp-method trend,decomp-method
Time Series Object Conversion from '"zoo"' to '"ts"'	zoo_to_ts