seasonality variable
Time & Seasonality Features in Time Series
Time and seasonality features are often assumed in time series analysis, ignoring their crucial role as an input in model calibration. More recently cyclic seasonality variables have become highly popular in data science. Finding the optimal form of seasonality effects however should be part of the model-building process, and not simply taken for granted. Cyclic seasonality features through trigonometric sine and cosine transformations have long been used in biomedical and ecology research. The intuition behind them is that time is cyclical. A plot of the trigonometric transformation of hours is shown below.