[scilab-Users] saisonality in time series

[Mike Page]

Hi,

I don't know much about this application, but the Cepstrum can be used to
find hidden periodicity in time series.  Might be worth trying?  I have used
it for finding rotational components in the vibration signatures from
rotating machinery.  There's a simple example here
(http://www.dliengineering.com/downloads/cepstrum%20analysis.pdf).

Mike.


-----Original Message-----
From: Petter Wingren [mailto:petterwr at gmail.com]
Sent: 17 November 2011 17:18
To: users at lists.scilab.org
Subject: Re: [scilab-Users] saisonality in time series


Did a quick search but couldnt find anything obvious. I suppose the
word you are looking for is seasonality - maybe that helps in finding
something useful.

On Thu, Nov 17, 2011 at 3:36 PM, Schreckenbach Stephan
<s.schreckenbach at truma.com> wrote:
>
> Hi,
>
> I look for a test of saisonality in time series.
> The time series might be instationary and nonlinear and the saisonality
> / oscillation might have a changing amplitude. Furthermore the
> distribution
> might be unknown as well.
> I need something to test for significant saisonality without knowing /
> estimating a (linear) model of the time series.
>
> ideas I got so far: Chi Square Test for independency:
> I could test for independence of saison and mean value of the data
>
> Chi Square Test to test for different means of two data groups.
> I could test for a difference of the mean between several seasons.
>
> Any more or better ideas?
>
> Thanks in advance, Stephan
>
>