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 the same data, I use
stl() function to observe seasonality, trend, etc. I have following doubts:
- What should be the frequency value while creating the
ts(timeSeries) object? Is it 1440 (no. of observations per day) or it is 30 (no. of days for which observations are recorded)
- In the
stlfunction, I need to provide values for
t.window. Should I use the value of frequency for
s.window? I am clueless about trend window.
I am following this page to understand these concepts.
- My Ist doubt got cleared while reading this page, where Dr. Rob mentions that frequency is the number of observations per season. Thus, the answer to my first doubt is 1440 as season is represented by each day in my data.