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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.

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How to interpret these ACF values and understanding concept - Very confused please help?

I am relatively new to statistical forecasting, I understand how to analyse the ACF plot to identify certain components such as seasonality, trend etc. However I am having trouble understanding the ...
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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 ...
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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 ...
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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 ...
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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 ...
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1answer
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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 ...
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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 ...
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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 ...
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1answer
25 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 ...
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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 ...
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1answer
81 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 ...
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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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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 ...
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1answer
21 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
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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?
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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: ...
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26 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 ...
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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 ...
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37 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 ...
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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 ...
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37 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 ...
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1answer
64 views

Some questions about quarterly and monthly timeseries

I need some help in my forecasting analysis. In my company, for the most part, if we take a look at monthly sales time series we will find a lot of noise, a large standard deviation and variance, ...
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Help interpreting OCSB test results

Have a univariate time-series "qtrain" - which is quarterly stock "opening" values. Plotting the outputs of decompose() as well as stl() showed seasonality in the data. Am trying to confirm ...
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How to use seasonal features in time series regression with models such as xgboost?

I have a hard time understanding how one can create seasonal indices such as a yearly mean or (x - yearly mean(x)) and use them as predictors for monthly n horizon forecast. For example: I want to ...
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1answer
51 views

Anomaly detection with complex seasonality

I am working on a anomaly detection for a batches of daily time series (non-hierarchical) that exhibit both yearly and weekly seasonality. I tested a few algorithms and it appears that tbats() from ...
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20 views

Data Normalization for Time Series Forecasting using Nonparametric Model

What are the specialities of applying locally weighted learning for time series forecasting? I am trying to apply a nonparametric model ($K$-NN Regression) to forecast daily load curve (entire time ...
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classical decomposition method(without seasonal component)

I understand the following points: When decomposing, the trend is obtained from the data by a regression line.=> T A cyclic component containing irregular variations is obtained(series/linear ...
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Using GARCH to model seasonal variance clustering

Question: is it a good idea to model variance clustering in a time series with GARCH when the clusters are seasonal? Details: Imagine that we are given a time series $(x_t)_{t\in \mathbb{N}}$ that ...
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52 views

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

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 ...
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63 views

what is the reason for this kind of ACF and PACF?? What is wrong with my program? [closed]

[![enter image description here][1]][1][![enter image description here][2]][2][![enter image description here][3]][3]I have temperature data of 4 years. I am working on temperature forecasting using ...
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23 views

Expected differences in charts when plotting additive vs multiplicative seasonal decomposition charts?

I've started studying time series analysis and I'm looking at additive vs multiplicative models. I've taken a sample dataset of flights and I've used python statsmodels to plot the seasonal ...
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89 views

pca for multivariate time series - interpretation

I have a multivariate dataset where I did a PCA transformation and plotted the scores for my four principal components as a time-series in hope to observe some time-dependent trends for the data. I ...
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88 views

Daily Time Series Anomaly Detection with Seasonality Control - Python

I have data tracking occupancy over time in a pandas dataframe in the following format: The entire data set looks like this: I have data like this for hundreds of properties, and I'd like to set up ...
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1answer
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How to remove seasonality?

I'm trying to do a VECM with these two monthly variables. I applied the Johansen test and they are cointegrated. As you see, they have a hard seasonality component. Should I apply a filter to remove ...
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How to choose between additive and multiplicative decomposition in time series

I have a time series which is the number of weekly flu cases from 2010 to early 2018 in one county. I want to remove seasonality from my data so I can have a clearer data to infer the relationship ...
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2answers
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Forecasting the number of visitors in each hotel in a city

I am looking for some suggestion on what a good approach would be for the following forecasting problem. Problem statement: There are 100 hotels in a city and I have the monthly data on the total ...
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30 views

Seasonality detection based on ACF

Browsing the M4 time series competition repository I saw the following piece of code to determine whether a time series is seasonal or not using the ACF, where "ppy" is the frequency of the time ...
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2answers
64 views

How do I forecast time series for which the range of residuals is increasing over time?

I have gathered 25 years worth of monthly timeseries data. The value of Y (dependent variable) has seasonality of 10 months. I have used polynomial equation to model seasonality cycle. The trend ...
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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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Choosing daily seasonal ARIMA model order vs. auto.arima

I have the following output_ts that looks like this: When I run unit root tests, I receive the following output seeming to indicate that my series is trend ...
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How can we detect seasonality in a time series without looking at its plot?

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?
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2answers
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Does R's arima() fit / use multiplicative or additive seasonality?

I have searched Cross Validated and read the documentation of the stats package in R, but I cannot figure out, whether the arima() implementation uses additive or ...
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60 views

An alternative to seasonal analysis in ARIMA models (SARIMA)?

I recently became aware of a property of time series with which I was previously unfamiliar: that a finite-dimensional autocovariance function is equivalent to an infinite-dimensional power spectrum, ...
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2answers
121 views

Timeseries with multiplicative noise in Stan

Say we have a monthly time series $y_t \geq 0$ dominated by seasonality, where the absolute differences from year to year are much smaller during low season. To avoid negative values and capture the ...
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22 views

How to Add Trend to a First Differenced Model for More Accurate Predictions

I've developed a reasonable time-series model on first differenced data. The end goal is to be able to forecast an actual value, not a differenced value. From reading other posts I learned that the ...
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2answers
21 views

Converting nonstationary process

I am looking at the hourly load demand profile for an entire year. See image below. However, from my understanding of stationarity, this process is non stationary as it has seasonality as well as a ...
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1answer
35 views

Time series seasonality: mismatch between season length and data collection frequency

I'm working with vegetation data (NDVI collected from MODIS) that is collected at 16-day intervals. I'm doing a time series analysis on a particular site to see how it changes over time. I've already ...
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2answers
216 views

No autocorrelation in time series

I am trying to predict a time-series data set, using python. I have a timestamp and number of calls in a network for this particular timestamp. I have to predict number of calls in the future. ...
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29 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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1answer
140 views

Advice on correcting for seasonality in data

I am a little new to time series in general, however, I have 5 years of weekly sales data and another variable of interest. I am trying to see if there is a trend in the sales data and the second ...