Non-stationarity refers to the evolving nature of the information distribution after a while. A lot more specifically, it could be characterized to be a violation on the Stringent-Perception Stationarity issue, defined by the subsequent equation:

We will likely explicitly set the windows, seasonal_deg, and iterate parameter explicitly. We can get a worse in shape but This really is just an illustration of how you can move these parameters into the MSTL class.

We make a time sequence with hourly frequency which has a daily and weekly seasonality which follow a sine wave. We display a more real environment illustration later from the notebook.

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