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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More effective seasonal adjustment to time series data?

I am trying to predict surface temperature using solar energy. I have 3650 daily averages for both variables. The plots of both are below: I attempt to seasonally adjust with a periodic ...
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28 views

Historical data appears seasonal, but forecasts from auto.arima are linear

I am surprised how often the auto.arima function from the "forecast" package in R returns straight linear forecasts when there appears to be fairly strong ...
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22 views

Adjusting for seasonality doesn't seem to work?

I am trying to adjust my data (stored as ts object in R) for seasonality. I have followed the instructions here [missing link]. ...
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14 views

Regression of outcome variable with sinusoidal periodicity?

In linear regression of an outcome variable with sinusoidal periodicity (eg seasonal temperature variation), is it sufficient to adjust for this variation by adding a cosine function [1] as a ...
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20 views

How to model timeseries temperature data?

I would like to model a timeseries consisting of internal temperature data of a greenhouse, collected at 15 min interval and then use it to make predictions in the future. This is how my data looks ...
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24 views

Holt-Winters vs. comparison to history

I have a timeseries with daily and weekly seasonality that I want to check for anomalies (on data as it comes in live). I could use Holt-Winters forecasting, or I could just compare the data with the ...
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54 views

Procedure of clustering seasonality in several time series in R

I want to do cluster analysis of a product monthly sales during 5 years in 30 stores (my data are time series). I want to cluster the stores according to its seasonality. This is an example of my ...
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23 views

Error msts object with fourier

When I try fitting a Fourier series to the msts object using the code below, I'm getting the error message below. Is it because my data has multiple has multiple ...
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18 views

paired t-test with a seasonality

I'm trying to test the hypothesis of whether a certain improvement of the product will affect the consumption of the products. I have a group of test subjects and I measured each test subject's ...
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1answer
20 views

Given a biological dataset with measurements over a year, how can I identify seasonal variation, if any?

I have a biological dataset and I am interested in answering the following question: Are the measurements dependent on time-of-year/season? I use R for my analyses
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26 views

Is detrending the same as seasonal adjustment?

I have a time series of Twitter tweet counts against time. Inevitably, Tweet count goes up during the morning and lunch time. I am exploring the topic of seasonal adjustment. This would remove this ...
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49 views

Time Series Seasonality

how to identify whether seasonality is additive or multiplicative in a time series? Using Plots or any statistical tests?
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6 views

Amplitude and confidence intervals using log transformed dependent variable

I have two questions: - I am fitting a cosinor model to estimate the seasonality of vitamin D levels, which is natural-log transformed. Now, I will estimate the amplitude = sqrt((beta1^2)+(beta2^2)), ...
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24 views

Best method to study seasonality with 53 weekly data of JUST one year? [duplicate]

If you have the data of one year sales of one article, what is the best way to study its seasonality? Note that my data is weekly. So I have 53 weekly data of JUST one year. Is a good way to ...
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97 views

Detecting seasonality with only one full period of data

I have data of the sales of one article in the 53 weeks of 2015 (just 2015) in one shop. I want to study the seasonality of this article. I am having problems with my code in R when I try to use ...
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47 views

How to build an adequate SARIMA model?

I'd appreciate some help with my data. I have to find (S)ARIMA models to fit some exportations data, but for some of them, I can't find an easy model by just looking ACF and PACF plots. So I change ...
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25 views

What's the best strategy for testing 100+ Poisson distributions on seasonality and trend in Excel?

I have pooled data which can be divided into 4 categories, and those can be divided in 6-50 groups each. I tested the pooled data and the categories with time series plots. Now I'd like to test all of ...
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12 views

What is the difference between the d10 an d16 outputs in X13-Arima

In the X13-Arima reference manual, it reads: seasonal (d10) : final seasonal factors [...] adjustfac (d16) : combined seasonal and trading day factors In my experience, d10 and d16 always have the ...
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54 views

Seasonality tests

I have data which I need to check for seasonality. Now I found two methods to do this, the autocorrelation plot and the rank Von Neumann ratio. Now I found the autocorrelation has some requirements: ...
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45 views

Seasonality and trend window in the Forecast functions of R

I have time-series power consumption data for one month. The data is sampled at minutes frequency. Thus, for each day I have 1440 observations and for the month (30 days) I have 4320 observations. On ...
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22 views

Using the moving average on business cycles

I'm new to statistics, and I'm not sure if I'm able to calculate the moving average when I have a time series that have no seasonality but there seems to be a business cycle. In the book that I'm ...
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26 views

TBATS forecast returns no values

I'm trying to forecast some hourly data using tbats using the code below, and I've included some sample data from the mts ...
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11 views

msts vs ts when one season defined

I was looking into msts and noticed the two examples given: ...
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18 views

Forecasting: Which methods (stlf, ets, tbats) allow msts rather than ts

I believe TBATS allows for msts and this is not possible in ETS? Am I correct and is it possible to use msts for STLF? I have looked on http://www.inside-r.org/packages/cran/forecast/docs/ - however ...
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17 views

Variability of Seasonal Products

I am trying to do a forecast of a handful of products. I want to focus my attention on products with high demand variability based on their actual sales. Grouping the products with trend component ...
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44 views

ARIMAX model interpretation of coefficient

I am using SAS to run an ARIMAX model on two time series where the response series= asthma hospitalizations and the explanatory/input series= influenza hospitalizations. I have gone through and ...
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36 views

Seasonality and residuals in not decreasing data

I am analyzing european real estate mutual fund and decided to use simple plot(decompose) command in R to find out about the trend anseasonality effects plus to see residuals. I got this picture: ...
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63 views

Seasonally adjusted data used in time series forecasting

I am looking at two time series, from 01/01/2000 to the present: The ISM Manufacturing: New Orders Index, only available seasonally adjusted The manufacturing industry unemployment rate, only ...
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What is the difference between Bayesian seasonal adjustment and other types?

I need to learn this for a new task I have been allocated but it has been a few years since I studied maths! I have some books on time series and have read a few papers on it and I understand time ...
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2answers
41 views

Assessing seasonality. When to use seasonal ARIMA instead of non-seasonal ARIMA?

I need to test the effect of some predictors over the oil price. I'm fitting ARIMA models to my data. Could you help me determine whether using a seasonal or a non-seasonal ARIMA model? Is oil price ...
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1answer
74 views

Model selection for and forecasting of arctic oscillation (a seasonal time series)

I'm having a doubt with a time series. I have to find the best model for it and use it to do some forecast. The data are about the arctic oscillation (AO) from 1950 to 2015. The series is clearly ...
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41 views

X-13 Seasonal Adjustment trading day peak in regarima residual

I have a time series of air passengers with a total of 143 monthly observations. Having done the seasonal adjustment using X-13-ARIMA-SEATS, the final diagnostics seem to suggest that the seasonal ...
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10 views

References for Combine Seasonal Period in Seasonal Time Series

I'm in a middle writing my thesis. I got confused for find the references which said period of seasonal could be chosen from the small period which already containing another periods. Here is my ...
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2answers
52 views

Modelling effect of advertisement on sales with ARMAX

I am trying to model the effect of advertisement on sales in Stata. The data is weekly and there are around 150 observations. I started by applying an ARMAX(1,0,1) model with the following exogenous ...
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20 views

Residual Not Normal for Model Seasonal Time Series in R

I got a problem when choose the model for forecasting with time series. I'm in a middle writing my Thesis. My data have a seasonal pattern so, i tried use this model ...
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34 views

Fitting a model with time of day, day of week adjustment

I have one year's worth of clickstream data (like Minute, Numvisitors). I'm trying to see whether external events (commercials) affect ...
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27 views

finding seasonality in data

I have a dataset that looks to have some periodicity to it (given the nature of this data, the pattern was not expected): Visual inspection of a small part of the graph tell me that the frequency ...
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81 views

Why do we deseasonalize data?

I am reading an article in which the author claims the means and standard deviations for the annual weather data she's studying vary along the years; i.e., every year has different mean and standard ...
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89 views

Cross-correlation between two seasonal series

To determine cross-correlation between Sales and Variable cost, both having monthly seasonality, do I need to de-seasonalize ...
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96 views

How to assess seasonality effect influence on time series

Suppose I collected a time-series data (e.g. drug prescription on every month for 12 years). I have no reason to believe that my data is influenced by a seasonal factor (e.g. drug consumption is not ...
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39 views

Multiple Seasons msts R fpp

I am trying to use the fpp package to do some forecasting in R My figures are daily and the seasonal trends include week, month and year. Week and year seem easy: y <- msts(x, ...
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131 views

Periodicity and seasonality of a time series

I have a time series and I have done some spectral analysis on it. When doing an autocorrelation and periodogram it shows that the time series is periodic. However when I do a Dickey-Fuller test it ...
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26 views

How can I test for seasonality when the trend is not supposed to be monotonic but sinusoidal?

My knowledge of time-series analysis is limited. So far I have only assessed whether there was a seasonality in my time series data with the assumption of monotonic trend. To test that I would have ...
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94 views

How to forecast weekly sales data using R and `auto.arima`?

I have weekly sales data with for thousands of products which I want to forecast in an automated manner. What I clearly observe in my data is that there is a weekly skew within a month (wk1 sales < ...
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11 views

Correlation but with magnitude included - best fit line?

I want to analyze which industry forecast best predicts my business. I have 2 to choose from. I have found that they are all highly correlated, but I suspect one may be also closely related by the ...
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19 views

How to write this ARIMA model mathematically? [duplicate]

I am trying to analyze a time series: I see a strong seasonal pattern, so from every value, I subtract the value from the same month the previous year (12 periods prior). Also, I am using 1 AR term ...
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78 views

SARIMA models: Good fit and stationarity

I'm doing a study where I try to fit two different data series to two different SARIMA models. Both series includes trends and seasonality (daily and quartely, I think) and I'm having problems to make ...
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51 views

Time series of variance

If the mean or total of a variable studied over time displays seasonality, should I expect that the variance of that variable should display seasonality similar to the mean? Why or why not? The data ...
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27 views

Variance on Extreme Seasonal Time Series

I'm trying to come up with a decent method for forecasting a unique seasonal time series that is involving multiple periods of seasonality: Weekly, Monthly, Quarterly and I am stuck because I have ...
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1answer
49 views

How do I model seasonal patterns for underprediction?

I want to predict sales in food-vending machines (to ultimately prevent food waste). I work with scikit learn. My current models are not too bad, but they show ...