[R] Time series data decomposition from by minute data

roslinazairimah zakaria ro@||n@ump @end|ng |rom gm@||@com
Thu Oct 3 15:24:53 CEST 2024


Dear all,

My data is by minutes and I can see it has seasonal trend by daily and
weekly. How do I decompose the minute data into daily and weekly

some data:

> dput(tail(dt_train,100))structure(c(11L, 11L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L,
10L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L,
10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L,
10L, 11L, 11L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L,
10L, 10L, 10L, 10L, 10L, 10L, 10L, 9L, 9L, 9L, 8L, 8L, 8L, 8L,
8L, 8L, 8L, 8L, 8L, 7L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L,
8L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L,
9L, 9L, 9L), class = c("xts", "zoo"), index = structure(c(1412622480,
1412622540, 1412622600, 1412622660, 1412622720, 1412622780, 1412622840,
1412622900, 1412622960, 1412623020, 1412623080, 1412623140, 1412623200,
1412623260, 1412623320, 1412623380, 1412623440, 1412623500, 1412623560,
1412623620, 1412623680, 1412623740, 1412623800, 1412623860, 1412623920,
1412623980, 1412624040, 1412624100, 1412624160, 1412624220, 1412624280,
1412624340, 1412624400, 1412624460, 1412624520, 1412624580, 1412624640,
1412624700, 1412624760, 1412624820, 1412624880, 1412624940, 1412625000,
1412625060, 1412625120, 1412625180, 1412625240, 1412625300, 1412625360,
1412625420, 1412625480, 1412625540, 1412625600, 1412625660, 1412625720,
1412625780, 1412625840, 1412625900, 1412625960, 1412626020, 1412626080,
1412626140, 1412626200, 1412626260, 1412626320, 1412626380, 1412626440,
1412626500, 1412626560, 1412626620, 1412626680, 1412626740, 1412626800,
1412626860, 1412626920, 1412626980, 1412627040, 1412627100, 1412627160,
1412627220, 1412627280, 1412627340, 1412627400, 1412627460, 1412627520,
1412627580, 1412627640, 1412627700, 1412627760, 1412627820, 1412627880,
1412627940, 1412628000, 1412628060, 1412628120, 1412628180, 1412628240,
1412628300, 1412628360, 1412628420), tzone = "", tclass = c("POSIXct",
"POSIXt")), dim = c(100L, 1L))


I also attached the plot of training data.


I tried :

decompose(dt_train, type = "multiplicative", filter = NULL)Error in
decompose(dt_train, type = "multiplicative", filter = NULL) :
  time series has no or less than 2 periods


> stl(dt_train, s.window = "periodic")Error in stl(dt_train, s.window = "periodic") :
  series is not periodic or has less than two


-- 
*Roslinazairimah Zakaria*
*Tel: +609-5492370; Fax. No.+609-5492766*

*Email: roslinazairimah using ump.edu.my <roslinazairimah using ump.edu.my>;
roslinaump using gmail.com <roslinaump using gmail.com>*
Faculty of Industrial Sciences & Technology
University Malaysia Pahang
Lebuhraya Tun Razak, 26300 Gambang, Pahang, Malaysia

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