series_seasonal()

Article
03/07/2022
2 minutes to read

Calculates the seasonal component of a series, according to the detected or given seasonal period.

Syntax

series_seasonal(series [, period])

Arguments

series: Input numeric dynamic array
period (optional): Integer number of bins in each seasonal period, possible values:
- -1 (default): Autodetects the period by using series_periods_detect() with a threshold of 0.7. Returns zeroes if seasonality isn't detected
- Positive integer: Used as the period for the seasonal component
- Any other value: Ignores seasonality and returns a series of zeroes

Returns

Dynamic array of the same length as the series input that contains the calculated seasonal component of the series. The seasonal component is calculated as the median of all the values that correspond to the location of the bin, across the periods.

Examples

Auto detect the period

In the following example, the series' period is automatically detected. The first series' period is detected to be six bins and the second five bins. The third series' period is too short to be detected and returns a series of zeroes. See the next example on how to force the period.

print s=dynamic([2,5,3,4,3,2,1,2,3,4,3,2,1,2,3,4,3,2,1,2,3,4,3,2,1])
| union (print s=dynamic([8,12,14,12,10,10,12,14,12,10,10,12,14,12,10,10,12,14,12,10]))
| union (print s=dynamic([1,3,5,2,4,6,1,3,5,2,4,6]))
| extend s_seasonal = series_seasonal(s)

s	s_seasonal
[2,5,3,4,3,2,1,2,3,4,3,2,1,2,3,4,3,2,1,2,3,4,3,2,1]	[1.0,2.0,3.0,4.0,3.0,2.0,1.0,2.0,3.0,4.0,3.0,2.0,1.0,2.0,3.0,4.0,3.0,2.0,1.0,2.0,3.0,4.0,3.0,2.0,1.0]
[8,12,14,12,10,10,12,14,12,10,10,12,14,12,10,10,12,14,12,10]	[10.0,12.0,14.0,12.0,10.0,10.0,12.0,14.0,12.0,10.0,10.0,12.0,14.0,12.0,10.0,10.0,12.0,14.0,12.0,10.0]
[1,3,5,2,4,6,1,3,5,2,4,6]	[0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0]

Force a period

In this example, the series' period is too short to be detected by series_periods_detect(), so we explicitly force the period to get the seasonal pattern.

print s=dynamic([1,3,5,1,3,5,2,4,6]) 
| union (print s=dynamic([1,3,5,2,4,6,1,3,5,2,4,6]))
| extend s_seasonal = series_seasonal(s,3)

s	s_seasonal
[1,3,5,1,3,5,2,4,6]	[1.0,3.0,5.0,1.0,3.0,5.0,1.0,3.0,5.0]
[1,3,5,2,4,6,1,3,5,2,4,6]	[1.5,3.5,5.5,1.5,3.5,5.5,1.5,3.5,5.5,1.5,3.5,5.5]