Periodic variation

Periodic variation

In statistics, the periodic variation of a time series is its cyclic variation, either regular or semiregular. See also periodic function.

A completely regular cyclic variation in a time series might be dealt with in time series analysis by using a model including one or more sinusoids, where the period-lengths of the sinusoids may be known or unknown depending on the context. A less completely regular cyclic variation might be dealt with by using a special form of an ARIMA model which can be structured so as to treat cyclic variations semi-explicitly. Semiregular cyclic variations might be dealt with by spectral density estimation.


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