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.

Filter by
Sorted by
Tagged with
0
votes
0answers
176 views

Identifying outliers in time series with decompose in R

I have time series data, from a period in which it is reasonable to assume the seasonality is the. I used decompose in R to get a multiplicative decomposition. I ...
0
votes
0answers
619 views

More effective seasonal adjustment to time series data?

I am trying to predict surface temperature using solar energy. I have 3650 daily averages for both variables. The plots of both are below: I attempt to seasonally adjust with a periodic regression ...
1
vote
1answer
358 views

Historical data appears seasonal, but forecasts from auto.arima are linear

I am surprised how often the auto.arima function from the "forecast" package in R returns straight linear forecasts when there appears to be fairly strong ...
1
vote
0answers
135 views

Adjusting for seasonality doesn't seem to work?

I am trying to adjust my data (stored as ts object in R) for seasonality. I have followed the instructions here [missing link]. ...
1
vote
0answers
181 views

Regression of outcome variable with sinusoidal periodicity?

In linear regression of an outcome variable with sinusoidal periodicity (eg seasonal temperature variation), is it sufficient to adjust for this variation by adding a cosine function [1] as a ...
2
votes
0answers
162 views

How to model timeseries temperature data?

I would like to model a timeseries consisting of internal temperature data of a greenhouse, collected at 15 min interval and then use it to make predictions in the future. This is how my data looks ...
1
vote
0answers
60 views

Holt-Winters vs. comparison to history

I have a timeseries with daily and weekly seasonality that I want to check for anomalies (on data as it comes in live). I could use Holt-Winters forecasting, or I could just compare the data with the ...
1
vote
0answers
842 views

Procedure of clustering seasonality in several time series in R

I want to do cluster analysis of a product monthly sales during 5 years in 30 stores (my data are time series). I want to cluster the stores according to its seasonality. This is an example of my data:...
2
votes
0answers
412 views

paired t-test with a seasonality

I'm trying to test the hypothesis of whether a certain improvement of the product will affect the consumption of the products. I have a group of test subjects and I measured each test subject's ...
0
votes
1answer
26 views

Given a biological dataset with measurements over a year, how can I identify seasonal variation, if any?

I have a biological dataset and I am interested in answering the following question: Are the measurements dependent on time-of-year/season? I use R for my analyses
2
votes
2answers
502 views

Time Series Seasonality

how to identify whether seasonality is additive or multiplicative in a time series? Using Plots or any statistical tests?
1
vote
1answer
3k views

Detecting seasonality with only one full period of data

I have data of the sales of one article in the 53 weeks of 2015 (just 2015) in one shop. I want to study the seasonality of this article. I am having problems with my code in R when I try to use <...
2
votes
1answer
469 views

How to build an adequate SARIMA model?

I'd appreciate some help with my data. I have to find (S)ARIMA models to fit some exportations data, but for some of them, I can't find an easy model by just looking ACF and PACF plots. So I change ...
1
vote
0answers
408 views

Seasonality tests

I have data which I need to check for seasonality. Now I found two methods to do this, the autocorrelation plot and the rank Von Neumann ratio. Now I found the autocorrelation has some requirements: ...
0
votes
0answers
512 views

Seasonality and trend window in the Forecast functions of R

I have time-series power consumption data for one month. The data is sampled at minutes frequency. Thus, for each day I have 1440 observations and for the month (30 days) I have 4320 observations. On ...
0
votes
0answers
188 views

Irregular seasonality defined as white noise?

I've got data of which I think it has a seasonality. My data has a peak in july/august and one in december. I have only data of 2014 and 2015, but in both of the cases this is happening. (See my graph)...
1
vote
2answers
2k views

ARIMAX model interpretation of coefficient

I am using SAS to run an ARIMAX model on two time series where the response series= asthma hospitalizations and the explanatory/input series= influenza hospitalizations. I have gone through and ...
2
votes
0answers
149 views

Seasonality and residuals in not decreasing data

I am analyzing european real estate mutual fund and decided to use simple plot(decompose) command in R to find out about the trend anseasonality effects plus to see residuals. I got this picture: The ...
5
votes
0answers
780 views

Seasonally adjusted data used in time series forecasting

I am looking at two time series, from 01/01/2000 to the present: The ISM Manufacturing: New Orders Index, only available seasonally adjusted The manufacturing industry unemployment rate, only ...
1
vote
2answers
1k views

Assessing seasonality. When to use seasonal ARIMA instead of non-seasonal ARIMA?

I need to test the effect of some predictors over the oil price. I'm fitting ARIMA models to my data. Could you help me determine whether using a seasonal or a non-seasonal ARIMA model? Is oil price ...
0
votes
1answer
443 views

Model selection for and forecasting of arctic oscillation (a seasonal time series)

I'm having a doubt with a time series. I have to find the best model for it and use it to do some forecast. The data are about the arctic oscillation (AO) from 1950 to 2015. The series is clearly ...
0
votes
2answers
129 views

Modelling effect of advertisement on sales with ARMAX

I am trying to model the effect of advertisement on sales in Stata. The data is weekly and there are around 150 observations. I started by applying an ARMAX(1,0,1) model with the following exogenous ...
0
votes
0answers
41 views

finding seasonality in data

I have a dataset that looks to have some periodicity to it (given the nature of this data, the pattern was not expected): Visual inspection of a small part of the graph tell me that the frequency is ...
7
votes
2answers
16k views

Why do we deseasonalize data?

I am reading an article in which the author claims the means and standard deviations for the annual weather data she's studying vary along the years; i.e., every year has different mean and standard ...
8
votes
3answers
3k views

Cross-correlation between two seasonal series

To determine cross-correlation between Sales and Variable cost, both having monthly seasonality, do I need to de-seasonalize ...
2
votes
2answers
2k views

How to assess seasonality effect influence on time series

Suppose I collected a time-series data (e.g. drug prescription on every month for 12 years). I have no reason to believe that my data is influenced by a seasonal factor (e.g. drug consumption is not ...
5
votes
2answers
4k views

Periodicity and seasonality of a time series

I have a time series and I have done some spectral analysis on it. When doing an autocorrelation and periodogram it shows that the time series is periodic. However when I do a Dickey-Fuller test it ...
0
votes
0answers
243 views

How can I test for seasonality when the trend is not supposed to be monotonic but sinusoidal?

My knowledge of time-series analysis is limited. So far I have only assessed whether there was a seasonality in my time series data with the assumption of monotonic trend. To test that I would have ...
1
vote
1answer
74 views

Time series of variance

If the mean or total of a variable studied over time displays seasonality, should I expect that the variance of that variable should display seasonality similar to the mean? Why or why not? The data ...
2
votes
0answers
298 views

Variance on Extreme Seasonal Time Series

I'm trying to come up with a decent method for forecasting a unique seasonal time series that is involving multiple periods of seasonality: Weekly, Monthly, Quarterly and I am stuck because I have ...
1
vote
1answer
436 views

How do I model seasonal patterns for underprediction?

I want to predict sales in food-vending machines (to ultimately prevent food waste). I work with scikit learn. My current models are not too bad, but they show ...
0
votes
1answer
41 views

Test if Google searches differ by week of year

I'm looking into resuscitation related search queries using Google Trends. I see that the rate of resuscitation relevant searching falls dramatically each December. I'm not sure how to test for the ...
2
votes
1answer
1k views

ARMAX model and validation

I am new to time series and am trying to fit some time series data. I understand the general concept of ARIMA model. However, as I read more textbooks and articles from Rob Hyndman, I realized I ...
0
votes
1answer
919 views

SARIMA with dummy variables for double seasonality

I have a series with double seasonality, one daily and one weekly. I modelled the daily seasonality with SARIMA, and I want to include weekly dummy variables. I only included weekday variables for ...
0
votes
0answers
175 views

Given sales data for a product, what is the best way to calculate the trend period for it?

I am looking for a statistical way to calculate an approximate in-trend period for a product from its sales data over a time period. Of course, in the 'in-trend' period, the sales of the product ...
1
vote
1answer
4k views

Adjusting daily time series data for the seasonal component

I have a time series data containing roughly 13 000 daily observations, and the initial plan is to fit them to an ARMA model. I have adjusted the data for deterministic trend with a regression model, ...
4
votes
0answers
882 views

Irregular Seasonality in time series

I understand seasonality of a time series normally means a cyclic component with constant frequency. For example, the frequency is 24 for daily cyclic trend of hourly data. One of the basic models ...
1
vote
1answer
94 views

How could I seasonally adjust data series and constrain produced data only to 0 or positive values?

I would like to seasonally adjust data series that cannot be negative. How I could do this? Currently I am using seas in R. Is it possible to constrain the output series to 0 or positive values?
3
votes
0answers
326 views

Computing Seasonality Index and application to shorter time series

Background: I have an overall time series of close to 3 years of data. I need to forecast for different slices of data. When I slice the data, some slices results in a shorter time series. We go with ...
2
votes
1answer
81 views

Different seasonality patterns

I'm currently trying out several ARIMA models for time series data with seasonality. The data consists of daily demand for two years. The data has strong weekly seasonality since Fridays and ...
2
votes
0answers
185 views

I have two time series recorded on a weekly basis that have a quadratic trend. Should I difference the series twice with lag 1?

I have two time series on google Trends weekly data for the search of the terms 'machine learning' and 'data science'. The data can be found here http://www.filehosting.org/file/details/524910/...
2
votes
1answer
1k views

fourier terms for double seasonality in R [closed]

I am performing a time series analysis on a daily time series. I know that there is a weekly period (7 days) and also a montly seasonality. For now, i set the time series object in R using a ...
0
votes
1answer
259 views

remove seasonal in tourists arrivals data

How to remove/identify trend and the seasonal component separately from time series data? what are the technique available in MINITAB or R software.Can I use Moving Average filter to decompose ...
3
votes
1answer
691 views

Why after including lags do seasonal dummies become significant?

I am trying to model data that clearly looks like it has seasons. However I only pick up seasonality in very small subsets of the data and only after I add in lagged variables and eliminate trend. I ...
1
vote
1answer
556 views

What are the implications and possible explanations for an AR(7) process model?

I am in the process of constructing a regression for financial data and found that serial autocorrelation is present in the model through the correlogram: It looks like it could be an AR(7) process, ...
2
votes
0answers
933 views

tbats with weekly, monthly and yearly seasonality not working

I am trying to predict values based on a dataset which may contain weekly, monthly and yearly seasonal data. To simplify things I am assuming that all months have four weeks (28 days) and the year has ...
6
votes
1answer
338 views

Seasonal adjustment a la Hyndman

Rob J. Hyndman has two posts here and here on forecasting weekly series. He suggests using a regression with ARIMA errors, $$ y_t = a + \sum_{k=1}^K (\alpha_k \ \text{sin}(2\pi k t/m)+\beta_k \ \...
2
votes
1answer
303 views

Count data time series with multiple seasonality

I am analyzing a time series (hospital admittance) registered by date - time at hourly frequency, collected all days during 2010 - 2014 (5 years). The time series exhibits seasonality at multiple ...
1
vote
1answer
1k views

Daily data regression - setting up dummies

In order do make a regression for daily sales data i need to set up different dummies (e.g. day of the week, monthly, yearly, week of the year, moving holidays...) ...
2
votes
1answer
104 views

Why use detrending methods when studying seasonality of a phenomenon?

I have a basic question, I am trying to study the seasonality of birth in a town, and all the material I am researching use moving average for detrending and these values are eventually used for ...

1
8 9
10
11 12
14