0
$\begingroup$

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 http://robjhyndman.com/papers/complex-seasonality/ suggests that the data: http://robjhyndman.com/data/callcenter.txt (Fig 1b from the paper)

has the period of 169 days (and another of 169*5).

I do not understand why?

$\endgroup$
1
$\begingroup$

I think I found the answer to my question:

Frequency basically means the number of time units with one period of a time series. So for instance, for the call center data, the period is 169 because the measurements are taken every 5 mins between 7am and 9:05pm, which means 169 samples within one day.

Similarly, for the pattern that repeats weekly, the frequency becomes 169*5, because the data repeats every 169*5 time units.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.