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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Adjusting a multivariate predictive model for drifting seasonalities
This question is a repost of a question originally asked in Quantitative Finance. I was alerted that this would be a more appropriate place for it.
I have a time series of daily observations that get ...
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How to simulate a time-series based on other time-series that have different seasonality (and other effects)?
I have a list of solar production data time-series for a set of houses in a given area, and I need to simulate the solar production vs time curve of a new house in the area. The sum of the total ...
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How to remove non-constant seasonality in panel data?
I have a panel data with daily crime rates over seven years. In my regression I control for year, month-of-year, and day-of-week fixed effects (as well as county fixed effects). However, the residuals ...
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mstl for multiple-frequency time-series where the frequencies are unknown
I create 2 data, the 1st repeats in 5 terms, the 2nd repeats in 15 terms. Then they are summed up and converted to ts using default setting.
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How to remove seasonality from time series?
I want to model time series in Python for air quality prediction. My dataset has two columns: date_time and aqi, and contains hourly measurements of AQI. Data is seasonal but not perfectly seasonal ...
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How to fit a GAM with double seasonality to a daily time series? (mgcv package)
I'm trying to adjust a Generalized Additive Model to a daily time series. My goal is to do a short-term forecast for the gas demand of my city. I have data since 2015, including information about the ...
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Time-series prediction of 15 min interval data
I have 5 years 15 min interval of electricity demand time series with a datetime index and a target variable. Don't have any other data to use. I'm curious about your experiences. In general how far ...
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Short-term gas demand forecasting
I'm a 22 year old Statistics student with a big problem to solve. English isn't my first language, so I apologize in advance for any mistakes in my grammar.
I'm trying to make a short-term gas ...
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Fourier feature for multi seasonality
I am trying to forecast a univariate time series with multiple seasonality
Something like this:
library(forecast)
fit <- auto.arima(y, seasonal=FALSE, xreg=fourier(y, K=8))
Based on visualization ...
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How to forecast a series (daily power consumption) with multiple seasonalities?
I wish to forecast electricity power demand at a mall. Data is collected daily, but, the data has multiple seasonality :
data/power consumption is generally similar from monday to thursday but see a ...
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How to account for shifting seasonality arising due to differences between gregorian and Islamic calendars?
I am trying to predict time series through decomposition, my time series is as follows,
As islamic calendars lag the gregorian calendar by 10 days after each year, so my seasonality is also changing, ...
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Sinusoidal unit-specific time trends
Suppose I have a panel dataset with monthly observations over 10 years. I have a simple dummy intervention, where some policy is put in place around the Spring in every year and only affects some ...
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Times series forecasting , why predictions are the same over time
This is my first time posting here , I am doing an energy consumption forecast , my data contains the energy every hours I have two seasonality ,every 24 hours and every 7 days (daily and weekly).
I ...
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Understanding the period/cycle of time series data
I'm trying to understand the meaning of period/cycle length in time series forecasting. Some functions, such as seasonal_decompose and ...
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Fitting a distribution to historical prices data per month/day of week/hour
I am trying to fit statistical distributions to electricy prices, more precisely EPEX Day-Ahead market prices, per month / day-of-week and hour. Indeed, the prices exhibit very strong seasonnalities ...
