The seasonality tag has no wiki summary.
4
votes
1answer
27 views
How to model month to month effects in daily time series data?
I have two time series of daily data. One is sign-ups and the other terminations of subscriptions. I'd like to predict the ...
0
votes
0answers
44 views
ARIMA forecasting with external regressors
I am trying to build ARMAX models using auto.arima. I have a time series to forecast (weekly and monthly seasonality, I've put the ts() frequency=7), another two time series as external regressors, ...
2
votes
0answers
49 views
Best practices for dealing with shifting, inconsistent seasonality
This question is related to a previous post I've looked at (Calculation of seasonality indexes for complex seasonality), but deals with more granular data (daily instead of weekly), and transforming ...
1
vote
1answer
39 views
ARIMA and external regressors in SAS and R
So I remember reading somewhere that when we have external regressors, auto.arima cannot make correct predictions for the order of difference for either ...
1
vote
0answers
23 views
Harmonic or dummy seasonal model
Within the BFAST package in R, one of the parameters that it gives is the choice of seasonal model parameter (harmonic, dummy, or none). I understand what none does; However, I didn't really ...
0
votes
1answer
48 views
Time series deseasonalization
How do you know when deseasonalization is not necessary? That is, from what I understand, if you want to just look at the trend and irregular components of a time series, then you just need to remove ...
0
votes
3answers
108 views
Identify seasonality in time series data [duplicate]
I want to detect presence of seasonality in time series data. I know one can achieve that by plotting the autocorrelation function but I need an automatic process if the series is seasonal or not, ...
0
votes
1answer
43 views
using stl (seasonal decomposition with loess) for weekly data
I am trying to decompose a weekly time series using the R function 'stl'.
One of the important argument of this function is the number of data per cycle. Naturally in this case one would choose 52.
...
0
votes
0answers
42 views
Seasonality Period in ARIMA function in R - How to Interpret
I've used the ARIMA function in R to fit my data to the best possible model. My data consists of daily information and there ...
1
vote
1answer
64 views
What to do about Seasonality Patterns in ACF, Time Series Data
I'm dealing with a time series data and I'm trying to construct a time series model for this particular dataset. I'm new to R and tried using the the auto.arima ...
2
votes
1answer
99 views
ARIMA forecast with seasonality and trend, strange result
as I am stepping into forecasting with ARIMA models, I am trying to understand how I can improve a forecast based on ARIMA fit with seasonality and drift.
My data is the following time series ( over ...
1
vote
1answer
71 views
ARIMA modeling: can seasonal data be seasonally stationary?
I am new to ARIMA modeling and currently encountering a weird situation with time series of count data. The time plot shows clear seasonal patterns.ACF also hints on presence of seasonality. However, ...
2
votes
0answers
71 views
Seasonal component for a series that is only one and a half years
I have a times series for temperature and I am trying to decompose it into a
seasonal + trend + stochastic process
to look at what model would fit for the stochastic process.
However, I only have ...
1
vote
2answers
133 views
What is the best way to strip weekly and seasonal noise from a time series data set?
What is the best way to strip weekly and seasonal noise from a time series data set?
Any recommendations on different approaches and there relative benefits?
1
vote
0answers
39 views
R packages for ONLINE seasonality analysis
First please note that this question is NOT a duplicate of R packages for seasonality analysis.
What is the best way to remove seasonality on a edge? The usual methods have all huge edge effects. It ...
2
votes
2answers
213 views
Treating non-stationarity of time series in seasonal adjusted data with R
I'm currently trying to use a variable x (and others) to explain a dependent variable y in a distributed lag model (with the long term goal of predicting variable y). The plot of variable x shows an ...
3
votes
2answers
228 views
Two seasonal periods in ARIMA using R
I'm currently using R to predict a time series with these instructions:
...
0
votes
1answer
168 views
Predict sales levels with decision trees
I need to build a model using climate variables (temperature, rainfall) to predict
monthly sales (horizon of 6 months) for certain product. The data has strong seasonality and a standard regression ...
2
votes
2answers
225 views
Handling forecast mean with complex seasonality
I'm using a time-series model to do weekly forecasts on the number of incoming calls to a company. This variable has a weekly 'in-month' pattern and a monthly 'in year' pattern, and i have data from ...
3
votes
1answer
131 views
Criteria to set STL s.window width
Using R to perform STL decomposition, s.window controls how rapidly the seasonal component can change. Small values allow ...
0
votes
1answer
128 views
What's the best model to analyze inflation seasonal adjustment with R?
Please, put in R the following structure:
...
4
votes
1answer
105 views
Contraindication for STL decompostion
Trying to "understand" a time series' patterns it is intuitively tempting to use STL decomposition as the concept of distinguishing between trend, season and the rest makes sense.
But my experience ...
0
votes
1answer
303 views
Calculate trend slope after STL decomposition
I have a time-series of daily measurements of some quantity for 1995-2011. There's about one measurement every three days.
The data show a strong seasonality (annual cycle).
What I ultimately want ...
2
votes
1answer
191 views
I can't tell whether my data are seasonal or just affected by calendar effects
I used to think my time-serie was seasonal, but then I realized it simply needed some calendar-effect adjustment. I tried that and I'm now in doubt there might still be some seasonality left. I tried ...
5
votes
1answer
221 views
Seasonally adjusted month-to-month growth with underlying weekly seasonality
As a side hobby, I have been exploring forecasting time series (in particular, using R).
For my data, I have the number of visits per day, for every day going back almost 4 years. In this data there ...
-8
votes
1answer
155 views
Business forecasting [closed]
Data can have trends, cycles, seasonal pattern repeats and irregular components. How do these components impact on the ordinary multiple regression with dummy variables?
2
votes
2answers
170 views
Seasonality of treatment and Average Treatment Effect
I have panel data of sales for many stores in two comparable cities. One of the cities holds a special event once a month (the treatment) which is expected to boost sales across the board on that day. ...
1
vote
1answer
439 views
Characteristics of gold prices in an ARIMA model analysis
I'm forecasting gold prices using an ARIMA model. An ARIMA model requires a stationary, non-seasonal, linear series. However, after reading a few books, it seems that gold price data is ...
1
vote
0answers
96 views
Seasonal Unit Root
I would like to ask a question about the Dickey, Hasza and Fuller seasonal unit root test. Is there any material on the web or maybe the paper of the three (DHF) that describes the test calcualtions ...
0
votes
1answer
105 views
How to set the seasonality length to 7 using the ets function in R?
I am new to R and am hoping to use ets from the forecast package to forecast daily data which has a weekly pattern.
Is there ...
5
votes
2answers
372 views
What are ways to deal with circular covariates (e.g. with a GAM)?
I'm building a model in which several of my covariates live on a "circle", in the sense that they take values in the interval [0,1), and 0=1. I'm wondering about techniques for dealing with this ...
4
votes
5answers
4k views
What method can be used to detect seasonality in data?
I want to detect seasonality in data that I receive. There are some methods that I have found like the seasonal subseries plot and the autocorrelation plot but the thing is I don't understand how to ...
2
votes
1answer
192 views
Outlier detection in short time series with two seasonalities
I have short daily time series (less than 4 years) representing sales and exhibiting two seasonalities (weekly and yearly) and I am seeking to identify outliers (not only data reporting errors but ...
4
votes
2answers
4k views
Auto.arima with daily data: how to capture seasonality/periodicity?
I am fitting an ARIMA model on a daily time series.
Data are collected daily from 02-01-2010 to 30-07-2011 and are about newspaper sales.
Since a weekly pattern in sales can be found (the daily ...
3
votes
2answers
1k views
Is there a difference between seasonality / cyclicality / periodicity
This is a question of definition, does the stats community differentiate these terms?
6
votes
2answers
162 views
Estimating event probability from historical time series with clear seasonality
I would like to predict the average number of days in a year for which two conditions are true:
daily average temperature is below zero celsius
the day was preceded by at least four days with daily ...
14
votes
2answers
669 views
Choosing seasonal decomposition method
Seasonal adjustment is a crucial step preprocessing the data for further research. Researcher however has a number of options for trend-cycle-seasonal decomposition. The most common (judging by the ...
8
votes
2answers
902 views
Calculation of seasonality indexes for complex seasonality
I want to forecast retail items (by week) using exponential smoothing. I'm stuck right now in how to calculate, store, and apply the sesonality indexes.
The problem is that all examples I've found ...
5
votes
3answers
1k views
