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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How to detect variable seasonality pattern

We have predicted and actual (daily) data for past 3 years. We use 90 days of data for prediction. Generally our predictions are very accurate, but we receive unusual traffic for few days/weeks ( like ...
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21 views

linear regression with autoregressive errors ~ARMA(1,0)(2,1)[12]

I am fitting monthly data that are expected to be auto-regressive (streamflow), but I want to include other independent variables (in my case it is a multivariate regression, with about 4 variables). ...
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6 views

X11 deseasoning: too few datapoint for S3x3 moving average?

Do I have too few data points to use a $S_{3\times3}$ moving average? I have the following dataset for January months, ...
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0answers
10 views

EWMA or Moving Average when Estimating Trend in Seasonal Data

What is generally the best practice when estimating trend (non-seasonal component) in seasonal data? Centred Moving Average as suggested by MatLab docs Averaged EWMA (backwards & forwards) as ...
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14 views

Making a Time-series Stationary: Order of Operations

Following various sources including this post, which is the correct approach to making a time-series stationary? Remove trend Remove seasonality or Remove seasonality with estimated trend ...
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22 views

why nsdiffs() returns this time series is not seasonal while it looks seasonal?

nsdiffs() returns this data is not seasonal and hence no seasonal differencing is required. nsdiffs(TrainTs, m=frequency(TrainTs), test=c("ocsb","ch"), max.D=8) Error in nsdiffs(TrainTs, m ...
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33 views

Seasonality in residuals [closed]

I'm running a simple OLS with two seasonally adjusted independent variables and the dependent variable is also seasonally adjusted. I'm seeing distinct seasonality in the residuals of the estimation. ...
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1answer
36 views

Removing Seasonality

Excuse me for the basic question; however I am having trouble removing seasonality from this data. I have been using Win X-13 with no luck so far (it doesn't appear to do much to remove the ...
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2answers
42 views

Suggested software to compute seasonal arima model

My issue is really simple: I need to compute a seasonal arima model on traffic data (5 min frequency). The data exhibits daily seasonality (288 observations). This is causing me issues in computing ...
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23 views

Seasonal adjustment question, why do days matter?

I have a simple ols equation where the independent variable is total production in a month. I seasonally adjust the data with an x12 and run the ols and get my estimates. The strange thing is, if I ...
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2answers
58 views

How to interpret decomposition plot and check for seasonality

I'm new to this and I have a question about the results that I get from checking whether my data contains seasonality or not. I have a csv file which contains date, period and year. However, R reads ...
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1answer
50 views

Interpreting the result of decomposing time series

I don't have a lot of experience working with time series data. Now I have a 3 year, monthly data for several entities (you can think about them as different stores), that I would like to do some ...
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1answer
28 views

Seasonal component in irregular time series

Is it possible to identify seasonality in a Time Series that is irregular? I am currently working with a time series that is being periodically constructed (via crawling), but these crawled ...
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1answer
50 views

How do I remove the seasonality of a time series?

I want to know which is the procedure to remove the seasonality (anual cycle, monthly cycle, daily cycle) of a time serie. I plotted the Autocorrelogram of my time series and I extracted from there ...
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1answer
22 views

Cointegration between a variable of significant seasonality and one with no significant seasonality

After running programs of deseasonalization, I had an output in which one variable held significant seasonality, for which I corrected, and another that did not have. My main objective was to ...
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0answers
8 views

Alogrithmic way to incorporate Seasonality with only PARTIAL data

I currently am trying to include seasonality in a predictive model (regression) on a partial data set. I know for a fact that seasonality exists for what I am trying to predict (e.g. Jan - Feb are ...
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1answer
123 views

Simple algorithm for online outlier detection of a generic time series II: Daily cycle within annual

I have several years of sensor data (temperature and relative humidity) that records every 1/2 hour. When the sensor dies, it often starts throwing bad data mixed in with good data before it dies ...
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1answer
91 views

Interpretation differences between deterministic seasonality and deseasonalized data with X-13 SEATS

I am running X-13 SEATS on r for monthly data in six years of observations and I think I got a (sufficiently) reasonable fit for the ARIMA model, but the output also shows me that my original series ...
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1answer
53 views

Examine historical demand data

I have to examine historical sales data in order to figure out which calendar events have an influence. I would like to ask for some feedback if it makes sense or what I could do better. What I have: ...
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88 views

Forecasting quarterly seasonal time series

I have to build a forecasting model to predict one very seasonal time series. I want to predict it with external variables. My first approach was to de-seasonalize the data (time series frequency is ...
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0answers
42 views

Dealing with seasonality in time series with no trend

I'm working with quarterly time series data. The series does not have a trend but fluctuates around more or less a constant mean. I observe weak seasonality such that the values are somewhat lower on ...
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1answer
39 views

The results and specifics from the 'qs' function in R

I'm not entirely familiar with the results of the qs() function in R's package seasonal. But, by what I understand roughly, the ...
2
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1answer
37 views

Exponential smoothing method that can be used in seasonal forecasting without trend

I'm working on the task of forecasting. The data I have is seasonal. I use exponential smoothing methods, but my references (e.g. for the Holt-Winters method) are for using such methods for seasonal ...
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23 views

Do Difference-In-Differences Estimators Inherently Remove Seasonality?

I have crime data which are known to be seasonal, and I want to determine the effect of a treatment on the crime. I have a treated group and a control group which share similar characteristics. The ...
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131 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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1answer
53 views

How to analyze time series with multiple readings per unit time

I have data as follows: ...
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128 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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47 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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53 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
58 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
140 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
115 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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36 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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575 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 ...
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50 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
230 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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548 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
64 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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47 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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90 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
65 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
105 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
138 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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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. ...
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1answer
52 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 ...
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1answer
40 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
37 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
31 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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68 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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80 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 ...