Converting nonstationary process to stationary [on hold]
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I am looking at the hourly load demand profile for an entire year. See image below. However, from my understanding of stationarity, this process is non stationary as it has seasonality as well as a non linear trend.
Hourly Load Demand
Now I have used seasonal differencing (for both 24 hr and 24 * 7 = 168hr periodicity) in MATLAB to remove the trend and seasonality. Image below used 24 hr periodicity. But some of the values are now negative. Is this differenced signal the stationary process or do I need to use this to obtain the stationary process. If so, how?
Differenced Load Demand
random-walk stationary-processes
asked Dec 1 at 12:57
Micah Mungal
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put on hold as off-topic by amWhy, Did, José Carlos Santos, Rebellos, Leucippus Dec 2 at 0:01
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." – amWhy, Did, José Carlos Santos, Rebellos, Leucippus
If this question can be reworded to fit the rules in the help center, please edit the question.
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I am looking at the hourly load demand profile for an entire year. See image below. However, from my understanding of stationarity, this process is non stationary as it has seasonality as well as a non linear trend.
Hourly Load Demand
Now I have used seasonal differencing (for both 24 hr and 24 * 7 = 168hr periodicity) in MATLAB to remove the trend and seasonality. Image below used 24 hr periodicity. But some of the values are now negative. Is this differenced signal the stationary process or do I need to use this to obtain the stationary process. If so, how?
Differenced Load Demand
random-walk stationary-processes
asked Dec 1 at 12:57
Micah Mungal
11
New contributor
Micah Mungal is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
put on hold as off-topic by amWhy, Did, José Carlos Santos, Rebellos, Leucippus Dec 2 at 0:01
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." – amWhy, Did, José Carlos Santos, Rebellos, Leucippus
If this question can be reworded to fit the rules in the help center, please edit the question.
add a comment |
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I am looking at the hourly load demand profile for an entire year. See image below. However, from my understanding of stationarity, this process is non stationary as it has seasonality as well as a non linear trend.
Hourly Load Demand
Now I have used seasonal differencing (for both 24 hr and 24 * 7 = 168hr periodicity) in MATLAB to remove the trend and seasonality. Image below used 24 hr periodicity. But some of the values are now negative. Is this differenced signal the stationary process or do I need to use this to obtain the stationary process. If so, how?
Differenced Load Demand
random-walk stationary-processes
asked Dec 1 at 12:57
Micah Mungal
11
New contributor
Micah Mungal is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
I am looking at the hourly load demand profile for an entire year. See image below. However, from my understanding of stationarity, this process is non stationary as it has seasonality as well as a non linear trend.
Hourly Load Demand
Now I have used seasonal differencing (for both 24 hr and 24 * 7 = 168hr periodicity) in MATLAB to remove the trend and seasonality. Image below used 24 hr periodicity. But some of the values are now negative. Is this differenced signal the stationary process or do I need to use this to obtain the stationary process. If so, how?
Differenced Load Demand
random-walk stationary-processes
random-walk stationary-processes
asked Dec 1 at 12:57
Micah Mungal
11
New contributor
Micah Mungal is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked Dec 1 at 12:57
Micah Mungal
11
New contributor
Micah Mungal is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked Dec 1 at 12:57
Micah Mungal
11
New contributor
Micah Mungal is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked Dec 1 at 12:57
Micah Mungal
11
asked Dec 1 at 12:57
Micah Mungal
11
11
New contributor
Micah Mungal is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
New contributor
Micah Mungal is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
Micah Mungal is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
put on hold as off-topic by amWhy, Did, José Carlos Santos, Rebellos, Leucippus Dec 2 at 0:01
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." – amWhy, Did, José Carlos Santos, Rebellos, Leucippus
If this question can be reworded to fit the rules in the help center, please edit the question.
put on hold as off-topic by amWhy, Did, José Carlos Santos, Rebellos, Leucippus Dec 2 at 0:01
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please improve the question by providing additional context, which ideally includes your thoughts on the problem and any attempts you have made to solve it. This information helps others identify where you have difficulties and helps them write answers appropriate to your experience level." – amWhy, Did, José Carlos Santos, Rebellos, Leucippus
If this question can be reworded to fit the rules in the help center, please edit the question.
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