topic Re: forecasting Procedure for multiple seasonality in SAS Forecasting and Econometrics https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/forecasting-Procedure-for-multiple-seasonality/m-p/134610#M803 <HTML><HEAD></HEAD><BODY><P>First I am trying to understand how hourly plotted data on the graph can have multiple seasonality factors. If there is some seasonality in the data it should be hourly not daily, montly or daily unless there is some method which can sum up 24 hours to one day, 7 days to one week etc. on the graph which does not seem to be a possibility. May be other experts can suggest some solution for this sort of problem.</P></BODY></HTML> Mon, 09 Jun 2014 16:19:55 GMT stat_sas 2014-06-09T16:19:55Z forecasting Procedure for multiple seasonality https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/forecasting-Procedure-for-multiple-seasonality/m-p/134605#M798 <HTML><HEAD></HEAD><BODY><P>I have a forecasting task at hand that has multiple seasonality. As an example, hour of the day, day of the week, week of the month, and month of the year. Is there a SAS forecast procedure that can handle multiple seasonality, I have access to SAS forecast server, SAS /ETS. I tries using Proc UCM but it is <SPAN style="text-decoration: underline;">very</SPAN> slow. </P><P></P><P>Thanks for your help, much appreciated</P></BODY></HTML> Mon, 09 Jun 2014 14:32:33 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/forecasting-Procedure-for-multiple-seasonality/m-p/134605#M798 Forecaster 2014-06-09T14:32:33Z Re: forecasting Procedure for multiple seasonality https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/forecasting-Procedure-for-multiple-seasonality/m-p/134606#M799 <HTML><HEAD></HEAD><BODY><P>What is the time interval for your data like daily,monthly, yearly?</P></BODY></HTML> Mon, 09 Jun 2014 15:55:18 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/forecasting-Procedure-for-multiple-seasonality/m-p/134606#M799 stat_sas 2014-06-09T15:55:18Z Re: forecasting Procedure for multiple seasonality https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/forecasting-Procedure-for-multiple-seasonality/m-p/134607#M800 <HTML><HEAD></HEAD><BODY><P>hourly.</P></BODY></HTML> Mon, 09 Jun 2014 15:57:23 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/forecasting-Procedure-for-multiple-seasonality/m-p/134607#M800 Forecaster 2014-06-09T15:57:23Z Re: forecasting Procedure for multiple seasonality https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/forecasting-Procedure-for-multiple-seasonality/m-p/134608#M801 <HTML><HEAD></HEAD><BODY><P>After plotting your hourly data, how do you determine daily, monthly, yearly seasonality? </P></BODY></HTML> Mon, 09 Jun 2014 16:03:57 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/forecasting-Procedure-for-multiple-seasonality/m-p/134608#M801 stat_sas 2014-06-09T16:03:57Z Re: forecasting Procedure for multiple seasonality https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/forecasting-Procedure-for-multiple-seasonality/m-p/134609#M802 <HTML><HEAD></HEAD><BODY><P>Visual inspection and business domain knowledge.</P><P></P><P>This is common in Call center activity data and electricity demand data. @stat@sas do you know of a procedure in SAS that would address multiple seasonality.</P></BODY></HTML> Mon, 09 Jun 2014 16:09:00 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/forecasting-Procedure-for-multiple-seasonality/m-p/134609#M802 Forecaster 2014-06-09T16:09:00Z Re: forecasting Procedure for multiple seasonality https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/forecasting-Procedure-for-multiple-seasonality/m-p/134610#M803 <HTML><HEAD></HEAD><BODY><P>First I am trying to understand how hourly plotted data on the graph can have multiple seasonality factors. If there is some seasonality in the data it should be hourly not daily, montly or daily unless there is some method which can sum up 24 hours to one day, 7 days to one week etc. on the graph which does not seem to be a possibility. May be other experts can suggest some solution for this sort of problem.</P></BODY></HTML> Mon, 09 Jun 2014 16:19:55 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/forecasting-Procedure-for-multiple-seasonality/m-p/134610#M803 stat_sas 2014-06-09T16:19:55Z Re: forecasting Procedure for multiple seasonality https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/forecasting-Procedure-for-multiple-seasonality/m-p/134611#M804 <HTML><HEAD></HEAD><BODY><P>Hello -</P><P>UCM can be slow with hourly data due to the size of the state vector.</P><P>Alternatively you may want to break up the problem into several modeling runs - one for each seasonality pattern which you have in mind - and then reconcile these different forecasts of different frequencies using the HPFRECONCILE procedure (assuming you have access to SAS Forecast Server).</P><P>Thanks,</P><P>Udo</P><P></P></BODY></HTML> Mon, 09 Jun 2014 21:21:58 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/forecasting-Procedure-for-multiple-seasonality/m-p/134611#M804 udo_sas 2014-06-09T21:21:58Z