Thread Subject:

Time series

Hello,
I have a time series of hourly production of a PV.The time series has a 24-hour seasonality.
How can i remove the seasonality so as to transform my Time series to a stationary TS??

On Thursday, November 22, 2012 8:37:15 PM UTC+13, vaggelis wrote:
> Hello,
>
> I have a time series of hourly production of a PV.The time series has a 24-hour seasonality.
>
> How can i remove the seasonality so as to transform my Time series to a stationary TS??

Is the "seasonality" roughly constant from day to day?
If so, you can take the average over each hour to obtain the mean 24-hour cycle, then subtract it.
Assuming y is a column vector of data for an integer number of days:
y1=reshape(y,24,[]);
ycyc=mean(y1,2); % This is the mean daily cycle
ndays=size(y1,2);
ycycall=repmat(ycyc,ndays,1); % Set up column vector of daily cycle
ystat=y - ycycall;