From the course: Data Science Foundations: Data Mining in R

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Time-series decomposition

Time-series decomposition

From the course: Data Science Foundations: Data Mining in R

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Time-series decomposition

- [Instructor] Sometimes when you're presented with complex data, it's nice to break things down. And the analytical term here is decomposition where we're going to decompose or separate into its elements a time series data set. To do this, we're going to import the dataset we use as well as a special package called change point. That's not necessary for decomposition but it's something else I want to show you. So we'll load those packages, and we'll use the air passenger's dataset I presented previously, and we'll save the data to DF. Here you can see the time series data. If you want to see the entire data set, we can just call DF. And there's the years, and the months, and the number of air passengers in thousands. We'll plot the time series. And you can see we've got an upward pattern and it's jagged where it goes up each summer and comes down during the winter. Now to decompose the times here is to break it…

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