Stack Exchange Network

Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

Questions tagged [seasonality]

Seasonality refers to the recurring fluctuation around the mean of a time-series for a given period of time, usually a calendar year.

0
votes
0answers
6 views

Hypothesis Testing : To Test the presence of Seasonality Given the Seasonal Indices

I was just looking at this tool by Professor Hossein Arsham to check for the presence of seasonality in the data using seasonal indices. https://home.ubalt.edu/ntsbarsh/Business-stat/otherapplets/...
0
votes
0answers
13 views

Using Decomposition to Extrapolate seasonality, cycle and trends of predictors

I'm creating a dynamic regression model in which macroeconomic indicators are predictors/features in the model. I need to forecast these features n-steps into the future. I am planning to decompose ...
0
votes
1answer
26 views

SARIMA vs deseasonalizing with ARIMA

I am trying to check what is the differnce between modeling a time series with: SARIMA Deseasonalizing it first and then using ARIMA Is there a preferable method over the other? If yes, why ?
1
vote
1answer
26 views

ARIMA vs SARIMA

I am a self learner, and I am studying time series analysis. I came through the fact that ARIMA can be used to model a time series which is not stationary (Integrated ARMA model). The non ...
0
votes
0answers
14 views

How can I remove seasonal trend from a dataset without clear periodicity?

Preface: I asked this on Stack Overflow and was told I might have better luck here. I am working on removing seasonal trends from some data in Matlab. I have five years of observations, and each ...
1
vote
1answer
27 views

Removing multiple seasonalities from time series

I'm using statsmodels.tsa.seasonal.seasonal_decompose to remove seasonality from a time series. I can remove a seasonal component in this way: ...
0
votes
1answer
28 views

How do you deal with time series with long seasonality period?

I have a few time series (20+) to be jointly forecasted. They are minute-level data with an obvious weekly seasonality. Therefore the seasonality is 7*24*60=10080. Typical time series model can not ...
3
votes
2answers
84 views

Seasonality after 1st differencing

I am working with a financial time series (monthly frequency) and the raw data is not stationary according to ADF, KPSS. I then apply deflation (accounting for inflation), log transformation (to make ...
3
votes
1answer
124 views

Decomposing U.S. Imports of Goods by Customs Basis from China

I'm working on a project which aims at analyzing the dataset U.S. Imports of Goods by Customs Basis from China (IMPCH). The main point is to make some prediction but we also want to do a little ...
1
vote
1answer
20 views

Difference between differencing data and removing trend line for stationarity

In reference to making data stationary for Arima: Is there a difference between subtracting a best fit line from data, and a first order difference? Or, subtracting an exponential fit from data, ...
0
votes
1answer
24 views

Questions on making data stationary for ARIMA

When doing a time series analysis I have read these instructions : ...
1
vote
0answers
32 views

What values of ARIMA(p,d,q)(P,D,Q)[7] should I use?

I am working on a data consisting of number of customers visiting a clinic for an X-ray scan on the daily basis. I have the data for the last 4 years. I am building a time series model to predict the ...
0
votes
1answer
18 views

seasonal vs non seasonal data regression

It may seem a stupid question but, in a multiple regression, is it correct to regress seasonal data with non seasonal data? If it is not, how can I adjust the series in order to make forecasts?
0
votes
0answers
28 views

R - How can we simulate a time series data that have local trend and cycle seasonality

I want to simulate a time series in R, consisting a local trend and cycle seasonality. The cycle seasonality component is: I am using datagen.stsm to simulate a ...
0
votes
1answer
24 views

Modelling relationsip between time series variables - R

I have the below time series data. I want to model the relationship between the variables using R. ...
0
votes
0answers
11 views

What would Xt and delta Xt equation look like? [duplicate]

I have this SARIMA model, but I need to make final equations out of it. Can you help me out with this one? I am lost for 4 days. This is not DUPLICATE! I know there are a few "explanations" how to ...
0
votes
0answers
34 views

What is the use of xreg in auto.arima function?

I am working on predicting the number of customer attending an hospital to perform MR scan per day. I have the daily count of the customers attending the hospital for the last 4 years. But I am not ...
0
votes
0answers
25 views

Predicting a seasonal signal

Consider a noisy signal $X$ and a time variable $T$ as seen in Fig. 1. This is a simulated generalization of data I am currently facing with the goal of making predictions for future time points $t_f$....
1
vote
0answers
18 views

Understanding Seasonal ARIMA

I'm a bit struggling understanding the concept of Seasonal ARIMA. Because from what I've understood: when we modelize an ARIMA model, we want to transform the time series into a stationary series (...
2
votes
1answer
29 views

How do I interpret ARIMA(2,1,0) with drift

The code that Î used to generate ARIMA summary is arimafore = forecast(auto.arima(sales), h = 12) summary(arimafore) For forecasting 12 months I got the summary ...
0
votes
0answers
20 views

What is the residual, seasonal component in time-series decomposition represents?

I am doing time series analysis on the below dataset- Here's link This is what I got on the decomposition of the dataset in python- Well, I know the meaning of every word i.e- The trend represents ...
1
vote
1answer
56 views

SARIMA modelling results. Choosing the right lag for seasonal data

After differentiating a monthly climatic data with a lag of 12, and being sure that, at least, one more differentiation will turn my series into white noise (ndiffs ...
1
vote
2answers
65 views

Fitting an ARIMA Model to Seasonal Data [duplicate]

I am trying to attain an ARIMA model for the following Time Series Data: There is quite obviously a seasonal component - as the plot seems to oscillate between smaller and larger peaks, its seems to ...
1
vote
1answer
35 views

Irregular time series with multiple sampling sites

I have a dataset of marine debris items (number of items standardized per effort: Items/(number of volunteers * Hours * Length)) taken from 2 main locations (WA and Queensland) in Australia (8 Sub ...
1
vote
1answer
102 views

Transform a non-stationary time series to perform ARIMA

I have a time series (TS) of daily Particulate Matter (PM) data for 6 years. My PM data are not normally distributed. The result of the KPSS test returns p-value of 0.01 and t-statistic of 1.53 ...
1
vote
2answers
57 views

What model to fit given ACF and PACF (seasonal data)

I have highly seasonal data, (it's energy consumption) with mostly 24 hour and 168 hour (=1 week) periods and I have applied differencing by 168 hours (...
1
vote
1answer
72 views

AR and MA signatures in these autocorrelation and partial autocorrelation plots?

These are the ACF and PACF plots of a time series (daily aggregates/counts). The first plot is un-differenced and the second plot is after a seasonal difference of 7 days. My take looking at the ...
1
vote
1answer
142 views

Error while fitting data in auto.arima - R

I am running auto.arima for forecasting time series data and getting the following error: ...
0
votes
1answer
20 views

What is the corresponding model when I include drift in an SARIMA model with seasonal differences?

I fitted the following model, but I am not sure if the drift term is an intercept term or the mean of $y_t-y_{t-4}$ (as it seems in a blog post by Rob Hyndman). ...
0
votes
1answer
12 views

Interpreting Results of Time Series Decomposition

Suppose, after ACF and PCF investigation, I see my data has strong seasonality. I do both additive and multiplicative time series decomposition, just to check it results. I am not interested in ...
3
votes
1answer
154 views

Forecasting daily data with annual seasonality

i have been trying to do the forecasting model. My data has daily value and there is annual seasonality and probably weekly. My question is which model will be the best. I have tried with SARiMA but i ...
2
votes
3answers
317 views

Does lack of seasonality imply random time series?

Some techniques for time series analysis (prediction) require that the time series not have seasonality. It seems that without seasonality, a time series is essentially random, in which case ...
0
votes
0answers
51 views

Test for white noise in time series: Bartlett vs Ljung Box test

I am modeling a time series data using ARIMA with regressors for monthly and weekly seasonality (Fourier term approach is very slow). I am using Hyndman's forecast package for modeling the data. My ...
0
votes
0answers
6 views

Panel data analysis with low sample and high seasonality

I have a panel data sample with 40 companies from 5 different countries. My client collected data from the companies for a period of approx. 17 months. At month 3 or 4 from the start of the data ...
1
vote
1answer
16 views

Spikes impact on time series stationarity

I have a demand time series that are highly impacted by promotion (spikes). Do spikes violate the assumptions of stationarity? Can we apply the KPSS test or ADF to test whether the series is ...
0
votes
0answers
19 views

ACF and PACF Interpretation 12 month difference/seasonality

Looking for help interpreting the following ACF and PACF plots, for a time series SARIMAX model analysis (p,d,q) and (P,D,Q,12). I have searched online and have not found an example that explains it ...
1
vote
0answers
46 views

Seasonal Mann Kendall vs Mann Kendall test [closed]

Does anyone have any thoughts on the use of these methods and when both might be used to explore trends in the data. I think most people who sample monthly, quarterly or biannually would jump ...
0
votes
1answer
32 views

How to choose the frequency value without know the seasonality of the data in R ts() package

I am trying to analyze the S$P 500 data on Kaggle. I have a daily values of the opening stock prices. As frequency is the number of observations taken in a cycle, I am guessing I need to know the ...
0
votes
0answers
13 views

How to combine trend component and seasonality component from time series model?

I saw some solutions for people who wanted to jump straight into an R package to do the work, but I am trying to do some of the process piece-by-piece. The model that I refer to is $$Y_t = m_t + s_t ...
2
votes
2answers
311 views

Removing seasonality from a dataset where each 24 hour period of a day is normally or bimodally distributed

I'm trying to understand how best to approach the hypothetical example below. If have a data series which represents the load time of an web application and the load time increases as more people use ...
0
votes
1answer
29 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) ...
0
votes
0answers
21 views

Problematic ACF Graph in ARIMA modelling

Hi I am working on a data representing daily sales of a product. I have five years of data and I need to forecast daily sales for next 30 days. As I have daily data I created my ts series as noted ...
1
vote
1answer
33 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, ...
2
votes
3answers
83 views

Can I guess which time series model (ARIMA, SARIMA) I should use just by looking at the time series plot?

I have the time series plot shown above. Is is possible to know which model I should use solely by looking at this plot?
4
votes
2answers
88 views

Why is the ACF diagram showing seasonal patterns when they should have been removed by `decompose`?

I'm reading the book Introductory Time Series with R where the following code is given: ...
0
votes
0answers
40 views

Long fitting times for SARIMAX. Fine tuning required for hourly data with weekly seasinality

I have developed a SARIMAX model for hourly data of two months aprox 1700 records and predecting a week data around 170 records. As the seasonality observed is for a week so m=168. Initially used GRID ...
1
vote
0answers
21 views

Detecting seasonality in timestamped events

Cross Validated! I have a program that detects events in a large amount of measurement data. When it detects an event, it writes a timestamp. I have thousands of event timestamps. What I wish to do ...
0
votes
0answers
38 views

How do I model count data (Poisson regression) that has a seasonal pattern?

I'm rather new to R and poisson regression and have a few questions. I have count data of incidents per month, a couple years prior to an intervention and 1 year after. I want to use poisson ...
0
votes
0answers
6 views

Incorporating seasonality into Chaid models

I am trying to predict no. of policies sold by a particular insurance agents in a particular month. The problem with Insurance slaes is the sales peaks up in the jan,Feb, MArch month (due to tax ...
1
vote
0answers
57 views

SARIMA- determine order of difference

I have a question about seasonal ARIMA model to determine when to use seasonal difference only or use difference of seasonal difference. For example, I have some data that have both trend and seasonal ...