Seasonality refers to the recurring fluctuation around the mean of a time-series for a given period of time, usually a calendar year.

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18 views

Why is stl function giving significant seasonal variation with random data

I plotted with following code with stl (Seasonal Decomposition of Time Series by Loess) function: plot(stl(ts(rnorm(144), frequency=12), s.window="periodic")) ...
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19 views

How to analyze time series with multiple readings per unit time

I have data as follows: ...
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26 views

Forecasting and decomposition of hourly time series with 2 seasonal periods

I have hourly temperature data over a 5 year period with a lot of missing values. They have 2 seasonal periods: daily (24) and annual (365*24). I am very interested in the diurnal cycles of the ...
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19 views

Forecasting one dataset using data and correlation from another using R: commercial centers entrances and restaurant sales figures

Please, be kind, as I'm totally noob in stats and R... I'm the owner of a small restaurant in a commercial center, and I managedd to collect two main dataset, commercial-center (cc) and restaurant ...
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0answers
39 views

Fitting a time series model to potentially seasonal data

I'm analyzing a data set that appears to be seasonal but I can't figure out the appropriate model. I made ACF/PACF plots of weekly data of data over 5 years, but I just don't know where to go from ...
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1answer
31 views

How to fit an ARIMA model with seasonality in R? [closed]

I have a set of monthly data and detected seasonality. The ACF and PACF is shown below. How can I set c=(p,d,q) for non-seasonal part and c=(P,D,Q) for seasonal part based on the figures.
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1answer
68 views

What is the best filter/way for deseasonalizing quarterly data?

There are many deseasonalization techniques for deseasonalizing quarterly time series data: 1. Filter: Centered moving averages 2. Filter/way: automatic ARIMA selection using X-11-Auto , X-11 based ...
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2answers
58 views

How can I produce a de-seasonalized time series in R?

I have a time series of hourly activity levels for a period of about 2 months (1704 observations). There is obviously a strong "seasonal" component (freq=24) to this time series, with activity showing ...
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17 views

non negative seasonal forecast using R

I am performing forecast of time series using the forecast package (ver. 5.9) of R. The characteristics of my time series are have hourly data (without holes) for about three months have daily, ...
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4answers
441 views

Is this an appropriate method to test for seasonal effects in suicide count data?

I have 17 years (1995 to 2011) of death certificate data related to suicide deaths for a state in the U.S. There is a lot of mythology out there about suicides and the months/seasons, much of it ...
3
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0answers
35 views

Census X-11 ARIMA seasonal component identification using R [closed]

I have been trying to wrap my head around conducting seasonal component identification analysis using Census X-11 ARIMA process using R. The procedure is fairly straight forward in SAS(proc x11) but ...
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2answers
78 views

Forecast daily data with weekly and monthly seasonality using exponential smoothing

I have to forecast data that exhibits dual seasonality. For example, the first day of the week can show seasonality and also the first week of the month can show seasonality. I am planning to use ...
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2answers
147 views

Daily Time Series Analysis

I am trying to do time series analysis and am new to this field. I have daily count of an event from 2006-2009 and I want to fit a time series model to it. Here is the progress that I have made: ...
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1answer
41 views

deseasonalizing multiple series (more than 200 variables)

I'm trying to produce deseasonalization for multiple series using x-12 ARIMA (as an alternative, if you can manage, you also could provide an idea with other methods, such as x-13 ARIMA). The thing is ...
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0answers
40 views

How do I check for seasonality at different time scales with Excel?

I have a table of e-commerce transactions. Sample data follows: ...
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0answers
57 views

What do you think is the right tooling to separate sub-time series from a single big time series?

I would like to separate a big time series into its components to improve forecasting. To clarify: I would like to find the different components - maybe it is better to say frequencies which ...
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2answers
52 views

Hypothesis testing for seasonality

i want to make hypothesis test for a data for pH values measured for each month of a year. I want to test whether there is any correlation ie: are the values for month of summer having similar values ...
2
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1answer
62 views

Finding cycles in data using a periodogram and Fast Fourier Transform

Problem: Detecting cyclical patterns in daily data using periodogram and FFT. The issue is how to code in R the periodogram to detect monthly, quarterly, semi-annual, annual..etc cyclical patterns in ...
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1answer
74 views

What does “identifiable seasonality” mean in X11 documentation?

Specifically, I found the reference in the SAS PROC X11 documentation pages, and am curious what the modifier "identifiable" means in this context. Thanks! Additional context from the link based on ...
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0answers
15 views

Time series analysis for discontinous years

i have a data of measured values of pH in river water for two years 2004 and 2009 for each month. I want to see seasonal trend ie: are there similarity in summer , winter and monsoon for both year. ...
0
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1answer
38 views

daily data series that exist seasonal component

I've a daily dataset(n=76), i try to find the best ARIMA model for forecasting purposes. When i check the correlogram (ACF), i found that there is a wave like pattern and this told me my data presence ...
0
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1answer
34 views

Seasonal Indexes adding to zero

In the textbook Forecasting: principles and practice by Hyndman and Athana­sopou­los, in the Classical Decomposition (Sec 6.3), in step 3 of the additive decomposition algorithm, the authors state ...
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1answer
31 views

Stationarity and seasonality of residuals

Why is it necessary to evaluate stationarity and seasonality of model residuals? Or is it? The model in question is an OLS model that represents a relationship between Y and a bunch of economic ...
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0answers
23 views

How to remedy seasonality in a multiple regression model

I am trying to build an economic model using multiple regression, and I am not sure how to remedy seasonal effects. I am collecting data across several different variables, and building three models ...
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0answers
44 views

Seasonal Kendall test and the Mann-Kendall test

I am trying to detect trends using non-parametric methods but I'm a little confused as to when you should apply the Seasonal Kendall test. Don't get me wrong I know you apply it when you have ...
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0answers
58 views

Automatic periodicity detection in noisy multi-variate time series data

What techniques can i use for automatic periodicity detection specifically in noisy "multi-variate" time series data? By multi-variate time series, i mean that i have multiple (>1000) variables ...
2
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1answer
83 views

markov chain with probability trends

I have clients with debts that can pass from states own 1 bill, own 2 bills, own 3 bills, leave the service, new debtors and owe nothing. So I could calculate the probabilities of being in state ...
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0answers
34 views

Using seasonality in a model

Suppose you are modeling sales of a prepackaged good and suppose there are seasonal periods in the time series. Also suppose that the brand of the prepackaged good you are modeling comprises the ...
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0answers
15 views

Dealing with seasonality when doing dimensionality reduction

I want to perform dimensionality reduction (in particular, PCA) on a data set that is highly seasonal. One approach that I came across when researching this is "seasonal PCA", where you split your ...
3
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2answers
128 views

test of seasonality

I want to test if my series is seasonal, here pacf and the series I'm working on monthly data. is there a test under R seasonality?
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1answer
39 views

Seasonal adjustment, any major organisation uses STL?

X12 is used by the US government and TRAMO-SEATS by EU governments. Is there any major organisation that uses STL? Since X12 is more widely known than STL, I would like some supporting arguments ...
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1answer
29 views

How to remove level shifts and pulses from time series?

I am interested in describing seasonal patterns in several time series and then seeing if they are related. My approach is to fit regression models with an indicator variable for each season which ...
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2answers
66 views

Does a seasonal time series imply a stationary or a non stationary time series

If I have a time series that has got seasonality, does that automatically make the series non stationary? My intuition (probably off) is that it does not. Seasonality means that the series goes up ...
3
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0answers
49 views

Seasonal ARIMA Forecast

I'm studying ARIMA at the moment with application to seasonal data sets. R lets you forecast using selected models but I'm just wondering what formula is used to compute these forecasts. For example, ...
4
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1answer
133 views

Why should we remove seasonality from a time series?

While working with time series, we sometimes detect and remove seasonality using spectral analysis. I am a real beginner in time series, and I am confused why one would want to remove seasonality from ...
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1answer
126 views

Choosing the right ARIMA model in MATLAB

I have a problem regarding choosing the right model for historical data that I need to forecast. when drawing the ACF and PACf, a clear seasonality appears at lag 24 as you can see in the figure: I ...
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0answers
21 views

Correlation parameter with small nonlinear sample like hour / day of week?

I have a dataset of magnitudes Y which gives the scale / magnitude of some event. Each event is also timestamped: Y = [(time1,mag1), (time2,mag2),...] I want to ...
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2answers
109 views

SARIMA model equation

Can someone please tell me in the book here how is this SARIMA equation obtained? I know that AR(1)=$Y_t=\alpha_1Y_{t-1}+e_t$ Non Seasonal AR(1)=> $Y_t(1-\alpha_1B)=e_t$. My question is what ...
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26 views

How to analyze the effects of air pollution separately for the warm season and the cool season

In the model for main effect, we used the R code: ...
4
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2answers
155 views

raw data stationary but still can see trend and seaonality is stl

So I am looking at unit sales data. I am doing a univariate time series analysis. My data is weekly sales numbers figures, spanning 2012- 2014 (obviously no till end 2014). I first ploted my response ...
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0answers
9 views

Stationarity & seasonality in R [duplicate]

I have a weekly number of items sold from 2012 to 2014. 2014 not being complete. So bassically two periods. I am looking at seasonality and stationarity of the response variable (# of items sold) I ...
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0answers
24 views

What should I be wary of when dealing with daily estimates from monthly data (linear regression)?

I am performing a regression where I have data from a multitude of sources that are time stamped differently (either monthly or daily). My dependent variable, Y, is on a monthly time series. My goal ...
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0answers
25 views

Multiple regression for curvilinear seasonal data

This question is related to How to analyze curvilinear seasonal data I have data like following: ...
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2answers
92 views

How to analyze curvilinear seasonal data

I have monthly values of a continuous variable from many subjects, the mean of which on plotting show curvilinear pattern with lower values in summer months. How can I analyze and report the ...
3
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1answer
58 views

Using quadratic programming to fit a piecewise linear model plus seasonality

I am reading this paper on fitting an L1TF model to data using quadratic programming. Section 7.4 states how one could add seasonality to the model however it doesn't go very far into it. I am trying ...
0
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1answer
21 views

Compute frequency of time series

I would like to understand how is the period or frequency of time series calculated. Shouldn't a weekly repeating pattern be of the frequency 7, and the yearly pattern be 365? I ask because the paper ...
2
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1answer
235 views

Weekly seasonality model by ARIMA+Fourier terms+dummies

This is a long post but it is not conceptually difficult. Please bear with me. I am trying to model the seasonality of production volume of an agricultural commodity. I do not care about the ...
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0answers
16 views

modeling a proportion with seasonality removed

I have a time series of proportions that typically fall in the 0.01-0.05 range. I had intended to use GLM to model these proportions, but I ran into trouble when I needed to first remove a strong ...
0
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0answers
96 views

STL-decomposition of a time series with deterministic trend and seasonality

what is the relationship between STL-decomposition and deterministic components of time series like trend or seasonality? I have a time series with deterministic trend and deterministic seasonality, ...
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0answers
85 views

Can I remove seasonality from a cross-correlation using LOESS?

I’m attempting to determine if relationships between two abiotic variables: river discharge (flow; $m^3/s^{-1}$) , temperature ($^oC$) and a response: juvenile fish biomass ($g/m^2$) have any ...