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Ex. 12: (1) Decomposing Seasonal Time-Series Data Script

The document provides a script for decomposing seasonal and non-seasonal time series data using the AirPassengers dataset in R. It demonstrates how to perform Seasonal-Trend decomposition using Loess and visualize the trend, seasonal, and residual components. Additionally, it includes a method to forecast the next 12 months based on the STL decomposition results.

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Shenbaga Kumar
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9 views4 pages

Ex. 12: (1) Decomposing Seasonal Time-Series Data Script

The document provides a script for decomposing seasonal and non-seasonal time series data using the AirPassengers dataset in R. It demonstrates how to perform Seasonal-Trend decomposition using Loess and visualize the trend, seasonal, and residual components. Additionally, it includes a method to forecast the next 12 months based on the STL decomposition results.

Uploaded by

Shenbaga Kumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Ex. 12: Program to decompose seasonal and non-seasonal time series data.

(1) Decomposing seasonal time-series data


Script
install.packages("forecast") # if not installed earlier

# Load necessary libraries


library(forecast) # For time series forecasting

# Load the built-in AirPassengers dataset


data("AirPassengers")
head(AirPassengers)

# Convert the dataset into a time series object


# Monthly data from 1949 to 1960
ts_data <- ts(AirPassengers, start = c(1949,1), frequency = 12)

# Perform Seasonal-Trend decomposition using Loess


stl_decomposed <- stl(ts_data, s.window = "periodic")

# Plot the decomposed components


plot(stl_decomposed)

trend <- stl_decomposed$time.series[, "trend"]


head(trend)

seasonal <- stl_decomposed$time.series[, "seasonal"]


head(seasonal)

residuals <- stl_decomposed$time.series[, "remainder"]


head(residuals)

# Plot the trend component


plot(trend, main = "Trend Component", col = "red", lwd = 2)

# Plot the seasonal component


plot(seasonal, main = "Seasonal Component", col = "blue", lwd = 2)

# Plot the residual component


plot(residuals, main = "Residual Component", col = "green", lwd = 2)

# Forecast the next 12 months based on STL decomposition


forecast_data <- forecast(stl_decomposed, h = 12)

# Plot the forecast


plot(forecast_data)
Output

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