Linked Questions

3
votes
2answers
40k views

Identify seasonality in time series data [duplicate]

I want to detect presence of seasonality in time series data. I know one can achieve that by plotting the autocorrelation function but I need an automatic process if the series is seasonal or not, ...
1
vote
2answers
388 views

Trend & Seasonality Determination in Time Series without looking at Graph [duplicate]

Most of the articles I have read describe determining Trends and Seasonal (TS) effects through rolling your eyes on Graphs. Graph is a nice visual representation, but I am looking a way in either ...
4
votes
0answers
124 views

How to find out seasonality in Time Series Data without looking at the graph? [duplicate]

I've a data which has multiple time series. I want to find the seasonality in the data based on a number as it won't be feasible to check the seasonality by checking the plot. There are around 2505 ...
3
votes
0answers
104 views

How can we detect seasonality in a time series without looking at its plot? [duplicate]

I am wondering if is there a way that we can mathematically or statistically identify seasonality in time series without the need to look at its plot?
2
votes
0answers
88 views

Optimal seasonality (frequency) value for Holt-Winters in time series prediction [duplicate]

I am trying to use Holt-Winters method in order to do time-series prediction on some datasets. The problem that I'm dealing with is the fact that each dataset has different seasonality value (or ...
3
votes
0answers
63 views

Testing discrete data for periodicity [duplicate]

I have some data which looks roughly periodic - is there a nice way to measure this? This is an example I'm working on and I'd like a metric that I will be able to just threshold to give a decision ...
1
vote
0answers
25 views

Seasonality estimation without knowing the number of observations per seasonal cycle [duplicate]

I'm trying to detect if there's any pattern (seasonality) between login attempts on a machine using python. After researching a little bit i stumbled upon the library pmdarima, providing statistical ...
100
votes
13answers
77k views

Simple algorithm for online outlier detection of a generic time series

I am working with a large amount of time series. These time series are basically network measurements coming every 10 minutes, and some of them are periodic (i.e. the bandwidth), while some other aren'...
73
votes
5answers
118k views

What method can be used to detect seasonality in data?

I want to detect seasonality in data that I receive. There are some methods that I have found like the seasonal subseries plot and the autocorrelation plot but the thing is I don't understand how to ...
7
votes
2answers
2k views

Outlier detection for generic time series

In this case, "generic" being the entire gauntlet of macroeconomic time-series that private and government statistical offices put out. Some background - I recently started working at a data provider ...
2
votes
1answer
4k views

spec.pgram in R: how to check for seasonality with longer phase?

I am using spec.pgram(tsobj,spans=6, plot=TRUE) to obtain a periodogram for my univariate time series of monthly observations which were sampled over 86 years (so I have 1032 observations in ...
5
votes
0answers
3k views

Forecasting and decomposition of hourly time series with 2 seasonal periods

I have hourly temperature data over a 5 year period with a lot of missing values. They have 2 seasonal periods: daily (24) and annual (365*24). I am very interested in the diurnal cycles of the ...
2
votes
0answers
721 views

Automatic periodicity detection in noisy multi-variate time series data

What techniques can i use for automatic periodicity detection specifically in noisy "multi-variate" time series data? By multi-variate time series, i mean that i have multiple (>1000) variables ...
0
votes
0answers
43 views

Frequency of timeseries greater than half the number of datapoints in timeseries

as suggested in the following thread: Period detection of a generic time series I'm testing the function findfrequency() to automatize the estimation of the period ...
0
votes
0answers
27 views

What are the possible problems with using ACF to detect frequency in timeseries?

Looking for a way to detect frequency without knowing anything about the timeseries beforehand. I ended up as suggested by another user in this thread: Period detection of a generic time series Here ...