Tool to explore regularly sampled time series

Time Series Explorer ( tseda )

An application for time series exploration.

Overview

tseda lets you explore regularly sampled time series with a sampling frequency of one hour or greater. It is currently limited to 2,000 samples (this is configurable).

Three-Step Exploration Workflow

(a) Initial Assessment

Explore the distribution and spread of values using a kernel density estimate and box plot. You get to see the raw distribution of the values. The PACF and ACF provide clues about seasonality and autoregressive components.

(b) Decomposition Using Singular Spectral Analysis

On the basis of the sampling frequency, a window for SSA is determined. This is a heuristic assignment. For example:

Sampling Frequency Window Size Hourly 24 Monthly 12 Quarterly 4

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