Periodicity

How to determine multiple Periodicities present in Timeseries data?

How to determine multiple Periodicities present in Timeseries data?
  1. How do you find the periodicity of a time series?
  2. How do you know if data is periodic?

How do you find the periodicity of a time series?

The most commonly used methods for finding periodicity in time series are autocorrelation and spectral analyses (Box and Jenkins 1976, Chatfield 1989). Both of these meth- ods require the data being at least second-order station- ary, i.e., having time-invariant mean and variance.

How do you know if data is periodic?

In order to determine periodicity and period of a function, we can follow the algorithm as : Put f(x+T) = f(x). If there exists a positive number “T” satisfying equation in “1” and it is independent of “x”, then f(x) is periodic. Otherwise, function, “f(x)” is aperiodic.

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