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Questions tagged [multiple-seasonalities]

Time series may exhibit multiple seasonalities, e.g., retail sales have intra-weekly and yearly seasonality, and electricity load (and price) has intra-daily, intra-weekly and yearly seasonality.

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Time series forecasting with hour data, prediction for next 24 hours

i'm a newbie in Time Series Analysis. I have a 2 year pandas dataframe about water consumptions in hour granularity (24 records for day, 365 days). Water_consumptions Data ...
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1answer
25 views

How to fit an ARIMA model with multiple/complex seasonality in R

My dataset contains the following information aggregated into 5-minute intervals over one month: average vehicle speed in km/h time of the observations the day of the week Thus having 288 (12*24) ...
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2answers
44 views

Forecasting data with multiple seasonality

I'm attempting to forecast the number of taxi rides per hour that occur in NYC. I've turned the data into a time series using 24*7 as the frequency: ...
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1answer
23 views

TBATS decompostion and how to distinguish “real” sesonality

I am doing exploratory data analisis with TBATS decomposition, to get understand better seasonal patterns behind number of booking. One of my coworkers proposed that there is two weekly seasonality, ...
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3answers
143 views

Forecasting hourly time series [closed]

I have the following time series: Data is aviable here data The time series represent an hourly eletricity load. It starts at 2018-09-13 19:00:00 and end at 2018-12-23 15:00:00. I want to predict ...
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1answer
56 views

Maximum number of Fourier terms in forecast package

I am using the forecast package in R to get some Fourier components - namely, function fourier(ts, K, ..). For a time series <...
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1answer
59 views

Modeling academic seasonality with hierarchical GAMs

I am trying to model the seasonality of daily pageviews to calculus-related Wikipedia articles using a hierarchical GAM, assuming that there is a shared 'academic calendar' seasonality and that each ...
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0answers
30 views

Find multiple frequency in a time series

In a time series model, my data contain two or more seasonal pattern such as week and annual. But I don't know it's frequency initially, Is there is any method that will figure out all the frequency ...
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0answers
159 views

Detecting seasonality from periodogram and seasonplots

I want to determine whether a time series contains seasonality, and if so, what the periodicity is so I can include this as Fourier terms in my model. Because I have to do this for approximately 100 ...
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0answers
81 views

Interpreting the output of periodogram

I have an hourly time series ranging from Jan 2017 to Sep 2018 ( i.e, a total of 15312 rows). I wanted to understand the seasonality in the data and thus used the ...
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1answer
46 views

Will VECM handle multiple seasons?

I have two questions: Since VAR (vector autoregression) will not handle seasonality and trend. VECM comes into play which can handle season as well as trend. I had a doubt whether it will handle ...
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0answers
54 views

Multivariate Multiple TIme series

In Bats, we can handle multiple seasonalities In ARIMA, we can handle multivariate problems. Is there is any method/package to handle both Multivariate Multiple Seasonalities?
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1answer
126 views

ARIMA Time series analysis forecasting [closed]

I am having a small project on Time series analysis for that I have hourly sales data for that I need to forecast hourly sales for the next 1 month, i.e around next 720 hours I am exploring ARIMA for ...
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1answer
171 views

What is ARMA error in time series?

I heard a term "ARMA ERROR" in BATS and TBATS. How it helps in time series forecasting.
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2answers
480 views

Time Series Forecasting - Hourly Data

I have data from a call center morning 8 am to evening 8 pm with half an hour intervals. I am trying to perform time series forecasting to predict expected number of calls during the same time frame ...
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1answer
53 views

Which model to use when dual-seasonality is present?

I have an hourly time series that contains 2 forms of seasonality: hourly and weekly. In other words, the hour of the day and the day of the week both have a large impact on the time series values. ...
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2answers
427 views

Multiseasonal models for multivariate time series

Does there exist model (ideally implemented in R) which take into account multiseasonality for multivariate time series as BATS does in the univariate case?
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0answers
148 views

What method should I use to forecast discrete data?

I have data which can take discrete values (between 0 and 5). I have 2 values per day during 2 years which contain a lot of 0 and 5. I know that my data are correlated with end of week, end of month, ...
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0answers
902 views

No suitable ARIMA model found error

I am trying to forecast the sales for next 48 days from the data given by modelling for multiple seasonality and day of week , promotional effects. R could not come up with a suitable model. I need ...
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0answers
197 views

ARIMA forecast - more than one seasonal trend?

I am using a Kaggle dataset on noise complaints in NYC (https://www.kaggle.com/somesnm/partynyc/version/4) as a teaching example. The time series has exact time and date of the noise complaint but ...
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0answers
19 views

Stationarity between measurements of categorical variables when testing a hypothesis

Please bear with me on this question, it's a follow on from my other question on a similar topic but in this question I wish to understand how to handle periodicity when testing a hypothesis with ...
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1answer
1k views

LSTM NN produces “shifted” forecast (low quality result)

I am trying to see the power of recurrent neural calculations. I give the NN just one feature, a timeseries datum one step in the past, and predict a current datum. The timeseries is however double-...
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1answer
418 views

Deseasonalizing a time series with multiple seasonalities based on a linear model

I have 3 seasonal components in my data. I wanted to estimate each of them. The result is the following: ...
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0answers
1k views

choose seasonal parameters for sarimax model

I have a year of hourly Nox concentration data that looks like this: I am trying to fit a SARIMAX model to the data what i did is loop over the parameters and ...
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0answers
56 views

how to detect complex seasonality in a time series [closed]

if we have a time series to forecast. how to detect multiple seasonality in a time series.which model is most suitable for it.
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0answers
87 views

How to decompose seasonality of a time series with a limited time span?

I am working on a time series that contains daily sales data over 2 and a half years. The aim of the project is to estimate the impact of marketing expenditure on the sales, while accounting for ...
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2answers
1k views

Dealing with multi seasonality in time series

I am new in R and time series analysis and need some help. I am currently trying to create a tool to forecast the demand of power for a company. On my data set I have 17550 observations that ...
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1answer
3k views

Is stl a good technique for forecasting, instead of Arima?

I have a long time series(data at hourly level, for 6 years). The data is showing an hourly, a weekly, a monthly as well as a yearly trend. For this data, should I try ...
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1answer
140 views

Removing seasonality from multiple time series

I'm building a model involving a few times series, let's call them A and B. I removed seasonality from A using a function with a linear trend, days of the week and statistically significant months. ...
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0answers
63 views

forecast daily data for not near future

I am trying to get a forecast for the rest of 2017 based on 5 years of daily historical data. Im having issues with the weekly seasonality I am trying to use the ...
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0answers
207 views

Why is TBATS smoothing out the forecast when given data with multiple seasonality?

We use the TBATS model for the multiple seasonal data that we have. The data has a weekday season and an hour season, that is, Monday 7 PM is different from Sunday ...
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1answer
408 views

Efficient forecasting of daily and weekly seasonality in minute data

If I naively apply STL, Holt-Winters or Kalman-Filter approaches to the problem of extracting the seasonality and trend components of a one-minute data stream, I will end up with about 10K cyclic sub-...
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1answer
48 views

What is a value that can be used to indicate the seasonality of data?

I am looking at different airports and have data on the amount of passengers per month for years 2012-2016. I need to be able to compare the extent to which traffic fluctuates from month to month, ...
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1answer
416 views

Multiple seasonal time-series : interpret tbats.components() function results in R

I'm using the TBATS model of the forecast package with Google Analytics data, to forecast web trafic containing multiseasonal effects (...
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0answers
45 views

Literature on identifiability of multiple seasonality

A straightforward interpretation of identifiability of seasonal patterns as an ability of a method to extract seasonal pattern or patterns correctly from an artificially created signal does not appear ...
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1answer
221 views

How to model auto-correlation with a sinusoidal decay pattern in time series data?

I have ambient temperature data recorded at 90-minute intervals (16 readings per day) over approximately one year. I’m using GAMs to characterise the daily temperature profile in different seasons but ...
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1answer
2k views

Capture yearly and daily cyclicality using sine - cosine function

I have an hourly time series of temperature: (can be downloaded here: http://workupload.com/file/eFFPWvL) plot(my_data$time, my_data$temperature, type = "l") ...
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2answers
1k views

Forecast time-series with two seasonal patterns

I am working on this problem for my research. The attached time-series represents the disk usage sampled every 5 mins. The series is a saw-tooth pattern since the disk usage keeps increasing and part ...
3
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1answer
327 views

Selecting Box-Cox parameter in TBATS function in R

I am struggling to manually select the Box-Cox transformation in my TBATS function. I have a time series with multiple seasonality called belpex. I have tried the ...
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2answers
2k views

How to model timeseries with unequally-spaced seasonality interval

I have a timeseries that has an irregular seasonality interval, and two seasonalities. The data is basically daily data, with one weekly regular seasonality, and ...
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0answers
446 views

How to remove the seasonality of a time series

I have got hourly data, which may have daily and annually seasonality. The ACF plot of the data are shown as follows, which is plotted up to 44 lags (upper left), 100 lags (upper right), and plot of <...
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0answers
280 views

Double Sesonal Holt-Winters methods for data containing zeros or negative numbers

I am trying to fit dshw for the double seasonal times series, and compare the results with tbats() , I used: ...
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1answer
656 views

Time series decomposition results interpretation

I have a long multi-seasonal time series, and the stl() decomposition got me this: The remainder is definitely not white noise. Then what should be the next step ...
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1answer
331 views

What is the difference between ARMA+Fourier and TBATS model?

I am just wondering that, in terms of the multi-seasonal time series forecast, what is the difference between using auto.arima find the ARMA order, then fit ...
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1answer
3k views

Seasonal plot for time series with multiple seasonalities

My data is like the following, half hourly multi-seasonal time series from 2011 to 2016. ...
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1answer
10k views

How to interpret TBATS model results and model diagnostics

I have got a half hourly demand data, which is a multi-seasonal time series. I used tbats in forecast package in R, and got ...
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1answer
1k views

How to deal with hourly non-stationary time series data with multi-seasonality?

I currently have hourly electricity demand data last for 5 years, where I used: demand <- msts(mydata$DEMAND,seasonal.period=c(24,182.5*24,365*24),start=2012) ...
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1answer
566 views

Making a time series prediction for events per second based on past data

I have data values for events per second (EPS) present in log files pertaining to various devices. The idea is that these values should help us observe a trend and create thresholds for specific times ...
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1answer
108 views

Hourly electricity demand data finding AR and MA terms [duplicate]

I am new to time series analysis. I have hourly electricity demand data for five years (having multiple seasonalities at intra-daily, intra-weekly, and annual periodicities) and I want to guess the ...
5
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1answer
477 views

Time series analysis of electricity load questions

I have hourly data of electricity load (MW) that span 8 months (that is, 5760 data points). I also have predictions from a regression model for the same period. My goal is: to examine some properties ...