The paper proposes two resistant methods for time series decomposition, i. e., methods that are insensitive to a few aberrant observations. One is based on running medians instead of the usual moving averages and is designed along the lines of SABL, a package developed shortly after Tukey's ideas were published. The other method uses structural time series models and adapts smoothing splines which are suitably robustified. The resistance of the two methods are studied by employing the concept of the breakdown point. Also resistance and efficiency are investigated by the means of a suitably chosen model.