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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7
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1answer
6k views

Time series modeling with high-frequency data

I'm looking for some forecasting advice when dealing with seasonal time series data that has a large number of observations. By "large" I only mean a few thousand --- I'm used to such sizes in Data ...
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1answer
3k views

Calculate trend slope after STL decomposition

I have a time-series of daily measurements of some quantity for 1995-2011. There's about one measurement every three days. The data show a strong seasonality (annual cycle). What I ultimately want ...
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1answer
866 views

I can't tell whether my data are seasonal or just affected by calendar effects

I used to think my time-serie was seasonal, but then I realized it simply needed some calendar-effect adjustment. I tried that and I'm now in doubt there might still be some seasonality left. I tried ...
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1answer
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Seasonally adjusted month-to-month growth with underlying weekly seasonality

As a side hobby, I have been exploring forecasting time series (in particular, using R). For my data, I have the number of visits per day, for every day going back almost 4 years. In this data there ...
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1answer
308 views

Business forecasting [closed]

Data can have trends, cycles, seasonal pattern repeats and irregular components. How do these components impact on the ordinary multiple regression with dummy variables?
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2answers
800 views

Seasonality of treatment and Average Treatment Effect

I have panel data of sales for many stores in two comparable cities. One of the cities holds a special event once a month (the treatment) which is expected to boost sales across the board on that day. ...
2
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1answer
1k views

Characteristics of gold prices in an ARIMA model analysis

I'm forecasting gold prices using an ARIMA model. An ARIMA model requires a stationary, non-seasonal, linear series. However, after reading a few books, it seems that gold price data is nonstationary,...
2
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0answers
309 views

Predicting outlier series in Kalman filter

I have built a Kalman Filter model for flu forecasting as shown below. Y - Target Variable X1 - Predictor1 X2 - Predictor2 While forecasting into the future, I will NOT have data for all three ...
0
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1answer
563 views

How to set the seasonality length to 7 using the ets function in R?

I am new to R and am hoping to use ets from the forecast package to forecast daily data which has a weekly pattern. Is there ...
8
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2answers
3k views

What are ways to deal with circular covariates (e.g. with a GAM)?

I'm building a model in which several of my covariates live on a "circle", in the sense that they take values in the interval [0,1), and 0=1. I'm wondering about techniques for dealing with this ...
68
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5answers
111k 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 ...
2
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1answer
435 views

Outlier detection in short time series with two seasonalities

I have short daily time series (less than 4 years) representing sales and exhibiting two seasonalities (weekly and yearly) and I am seeking to identify outliers (not only data reporting errors but ...
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2answers
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Auto.arima with daily data: how to capture seasonality/periodicity?

I am fitting an ARIMA model on a daily time series. Data are collected daily from 02-01-2010 to 30-07-2011 and are about newspaper sales. Since a weekly pattern in sales can be found (the daily ...
8
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2answers
16k views

Is there a difference between seasonality / cyclicality / periodicity

This is a question of definition, does the stats community differentiate these terms?
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2answers
284 views

Estimating event probability from historical time series with clear seasonality

I would like to predict the average number of days in a year for which two conditions are true: daily average temperature is below zero celsius the day was preceded by at least four days with daily ...
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2answers
3k views

Choosing seasonal decomposition method

Seasonal adjustment is a crucial step preprocessing the data for further research. Researcher however has a number of options for trend-cycle-seasonal decomposition. The most common (judging by the ...
11
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2answers
3k views

Calculation of seasonality indexes for complex seasonality

I want to forecast retail items (by week) using exponential smoothing. I'm stuck right now in how to calculate, store, and apply the sesonality indexes. The problem is that all examples I've found ...
5
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3answers
3k views

R packages for seasonality analysis [closed]

What R packages should I install for seasonality analysis?

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