Time Series Talk : What is Seasonality ?

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Intro to seasonality in time series analysis

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Thanks for these videos; they're helpful. But I think one big thing is missing which is what we're actually trying to model. We've seen what's bad (trend and seasonality) but I think it would be good to have an example of what's good. What would an ideal stationary time series look like? And how would the model come out?

nickkoprowicz

Note to self: Seasonality is when a pattern repeats in a given week or year. Seasonal data is not stationary but can be made so. This is through taking z_t = y_t - y_(t-365). Similar process to de-trending data. Note that seasonality is not the same as cycles. Cycles are usually over the course of multiple years!

fpodunedin

i think Z(t) = Y(t) - Y(t-365). This would also track with the example of 2015 that we can't use. cuz if we use Z(t) = Y(t+365) - Y(t), we can totally replace it with 2015. Also the differenciation to remove seasonality (I in ARIMA) is given by : Y'(t) = Y(t) - Y(t-1).

safaa

Good introductory/reference explanation. Thank you!

charliemyer

hi, can you sort the videos according to series. Ironically, i cant figure out which time series video i should watch first.

akyuvar

Amazing, simple explanation. Thank you.

BraIncNet

This series is so good. Thank you so much!

cicidu

Is it so that ADF & KPSS tests check only for trend-stationarity & therefore, it is possible for ADF & KPSS tests to show that the time series is trend-stationary but still has seasonality in it?

If yes, then what are tests to check seasonality-stationary?

siddhantkhare

Could you make a video explaining a vector autoregression model?

nambuihoai

Can we use ARIMA model for seasonality predictions like electricity consumption predictions, or we should remove seasonality before applying ARIMA

md

where there is the start of 2015/2016/2017.. and so on, the curve should be lower and not higher because of the winter period.the start of the year, 2015, is the 1/01/yyyy and not the summer

elenadelonge

Sir please a video on Johnsens cointegration.. Please.. Detailed one.. You are amazing sir ❤️❤️❤️❤️

drmearajuddin

Very easy to understand. Thank you so much

amybae

so in order to know whether a pattern is seasonal, you would need at least two years of data right? If you have one year of data and no matter how smooth sign wavy it looks, you cant call it seasonal?

I mean one cant look at data for a year and say this pattern looks seasonal. correct?

AkshayDhande

From the video it seems seasonality means yearly repeating patterns but what if the patterns repeat every week / month/ 3 moths /6 months etc

ayanbizz

What if there is a fixed length cycle with period greater than a year, a decade for instance?

conorsmyth

How to find seasonality or determine m value if we have 3 or 6 months of data ?

eswararun

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