Timeline for Determine seasonal frequency from the values of the time series alone
Current License: CC BY-SA 4.0
9 events
| when toggle format | what | by | license | comment | |
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| Mar 16, 2023 at 9:31 | comment | added | Richard Hardy | @SextusEmpiricus, that is exactly the thread that motivated my question. We can eyeball things, and we may get good at it with experience. However, do we have any sensible algorithms to yield answers in a principled way? (I bet we do, perhaps in the signal processing literature.) | |
| Mar 16, 2023 at 9:25 | comment | added | Sextus Empiricus | In this question the computation of a power spectrum worked well to extract components that indicate a seasonal period of 24 hrs. But other situations might be less clear so it may not always work. | |
| Mar 16, 2023 at 9:04 | comment | added | Richard Hardy | @SextusEmpiricus, a time series is a sequence of pairs (time, value). Let us say we do not see the time but we see the value. Additionally, we know the subsequent times have equal time intervals between them. I did not mean anything more complicated than that. | |
| Mar 16, 2023 at 9:01 | comment | added | Sextus Empiricus | "but the time stamps are missing" in what way is this relevant? Are we supposed to recover the time steps by figuring out daily, weekly, yearly patterns which have ratio's 1:7:365? Or is it relevant in the sense that we are not simply using the time stamps to figure out the patterns, like using default dayly/weekly/yearly patterns without observing the values and without figuring out whether it makes sense. | |
| Mar 2, 2023 at 15:10 | answer | added | Stephan Kolassa | timeline score: 2 | |
| Mar 2, 2023 at 15:06 | comment | added | Stephan Kolassa | I see your point, and I agree. I will post that answer here, because that paper does address the question, and I will also hope for a better and more comprehensive answer. | |
| Mar 2, 2023 at 14:39 | comment | added | Richard Hardy | @StephanKolassa, I read the other thread before posting my question, so I do not think it is a duplicate; otherwise I would not have posted it. Johanna seems to be interested in testing for presence of seasonality, while I am interested in determining the seasonal period. These are two distinct problems. The paper you reference in your answer is relevant, but it does not go into any depth of the matter; I hope I can solicit better references. | |
| Mar 2, 2023 at 12:12 | comment | added | Stephan Kolassa | I reopened this thread and am kind of wondering whether this one is not simply a duplicate of that one. I would VTC, but then my gold-plated dupe hammer would be single-vote-enough. What do you think? | |
| Mar 2, 2023 at 11:51 | history | asked | Richard Hardy | CC BY-SA 4.0 |