Suppose a time-serie like this on the left-top corner with weekend and daily fluctuations. This time-series need differencing due to the rising ACF (bottom-left) and portmanteau tests' p -values too small, the weekend must be differenced away. Now I want to differentiate away the weekend-fluctuation in R, how to do that? This puzzle is from the lab here (sorry not in English), data here.
(translation: aika/vrk = time/day, kulutus=consumption)
My ideas (silent discussion here):
A) Friday-Monday -average for the weekend fluctuating values
B) create some sort of PID -controller and differentiate with that info
Possible tools in R
- Load Forecasting -paper by Eugene A. Feinberg: www.almozg.narod.ru/bible/lf.pdf