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.
What is periodicity detection?
Abstract—Periodicity mining is used for predicting trends in time series data. Discovering the rate at which the time series is periodic has always been an obstacle for fully automated periodicity mining. Existing periodicity mining algorithms assume that the periodicity rate (or simply the period) is user-specified.