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I am currently working with my own dataset consisting of traffic volumes recorded at 5 minute intervals. I have data from 2018 to 2020.

I am working on some analysis of the data and I was looking through the Darts documentation here: https://unit8co.github.io/darts/generated_api/darts.utils.statistics.html

I am trying to check for seasonality utilizing the built in check_seasonality function they have however after reading through the documentation I am still somewhat confused on what my input for m needs to be? Would an integer input of m=1 mean it is checking for seasonality within 1 day? 1 month? 1 year?

Oscy
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1 Answers1

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As mentioned in the documentation,

Checks whether the TimeSeries ts is seasonal with period m or not.

If m is None, we work under the assumption that there is a unique seasonality period, which is inferred from the Auto-correlation Function (ACF).

So, 'm=1' is the smallest unit time period according to your data set. It can be a day, month, or year.

Prasad Darshana
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    That's correct - the unit is the frequency of the time series, so 5 minutes in your case. m=288 would check for daily seasonality. – Julien Herzen Oct 05 '22 at 18:22