STL decomposition of time series with missing values for anomaly detection

Question

I am trying to detect anomalous values in a time series of climatic data with some missing observations. Searching the web I found many available approaches. Of those, stl d

Answer 1

Realize this is an old question, but thought I'd update since there is a newer stl package available in R called stlplus. Here is its homepage on github. You can install it from CRAN with install.packages("stlplus") or directly from github with devtools::install_github("hafen/stlplus").