I'm following the procedure in this post (Adjusting daily time series data for the seasonal component) on R 3.2.3 (linux).

The de-seasoning process in the above post works fine. But with my data, a weather time series with 32,000+ observations, the same process leaves behind a noticeable seasonal trend, as shown below.

> ZI_Index <- ts(ZI_FINAL$ZI, start = c(1926,1,1), frequency = 365.25)
> ZI_Trends <- stl(ZI_Index, s.window = "periodic")
> plot(ZI_Trends)

Trends in original time series

> ZI_Detrend <- ZI_Trends$time.series[,"remainder"]
> monthplot(ZI_Detrend)

Monthplot of residuals

> ZI_Detrend_Trends <- stl(ZI_Detrend, s.window = "periodic")
> plot(ZI_Detrend_Trends)

Trends in remainder of the original time series


1 Answer 1


Perhaps you need some sort of hybrid model incorporating memory as well as dummy variables. You might want to look at R Time Series Forecasting: Questions regarding my output although weather data is not impacted by holidays/day-of-the week etc.. Previous day's weather is often a good forecaster for today's weather.


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