Alibaba Group Holding Limited
PERIODICITY DETECTION AND PERIOD LENGTH ESTIMATION IN TIME SERIES

Abstract:

Input time series data of a particular time length may be received, and pre-processed to obtain processed time series data. The processed time series data may then be decomposed into a plurality of pieces of time series data of the particular time length at different levels, and a detection of whether a piece of time series data at a particular level includes a periodic component candidate in a frequency domain may be performed. In response to detecting that the piece of time series data at the particular level includes the periodic component candidate in the frequency domain, a validation may be performed to determine whether the periodic component candidate in the piece of time series data at the particular level is a true periodic component of the input time series data in a time domain.