ETS:
You disaggregate a time series into three components -- trend, seasonal and residual.
The trend component is supposed to capture the slowly-moving overall level of the series.
The seasonal component captures patterns that repeat every season.
The residual is what is left. It may or may not be autocorrelated. For example, there can be some autocorrelated pattern evolving quickly around the slowly moving trend plus the seasonal fluctuations. This kind of pattern cannot be ascribed to the trend component (the former moves too fast) or the seasonal component (the former does not obey seasonal timing). So it is left in the remainder.
ETS 使用statsmodels.tsa.seasonal library
ETS可以把一段Time Series 分解成Trend, Seasonal , 以及Residual
