I have a question about the component Decompose Signal.
As far as I know the component decomposes time-series into trend, seasonality and the remaining Residual. (Signal = T + S1 + S2 + R)
But can I use this component also when I have a time series with multiplicative seasonality (where seasonality increase with an increasing trend). Because then the formula would be Signal = T x S1 x S2 x R.
Unfortunately I have no data to give an example.
Thank you in advance and best Regards,
I’m not in front of my computer and hence I cannot check or simulate but I would say that if your different signals are multiplicatively combined, you could apply the time series additive analysis after applying a log function to it, since log(A×B) = log(A)+ log(B). Then once the signals are separated, you may apply the exp() (log inverse function) to every one separately to recover your original primitive signal.
Maybe this helps.
this solutions sounds quite good! Thank you for your help.
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