Construct a clean time series
Ensure stable timestamps, impute or handle missing values and build a chronological DataFrame before any feature engineering.
Decompose seasonal patterns. Assess contribution of seasonality.
Seasonality decomposition separates trend, seasonal and residual components in a univariate time series so each can be modelled or monitored independently. Typical issues include irregular timestamps, varying seasonal period, missing values and leakage during feature construction.
Learning concept · Not a validated service
Seasonality decomposition separates trend, seasonal and residual components in a univariate time series so each can be modelled or monitored independently. Typical issues include irregular timestamps, varying seasonal period, missing values and leakage during feature construction.
A proposed use: detect recurring patterns in sales or sensor streams so forecasts can treat seasonal effects separately from trend and anomalies. The supplied starter does not produce decomposed component series and would need extension for production monitoring.
Ensure stable timestamps, impute or handle missing values and build a chronological DataFrame before any feature engineering.
Plot aggregates and seasonal subseries (e.g. monthly or weekly) to verify the dominant period before choosing a decomposition method.
Apply a decomposition algorithm (STL, seasonal_decompose) to extract trend, seasonal and residual components, then quantify their variance contribution.
Use walk-forward validation and metrics such as MAE/RMSE and prediction-interval coverage; monitor component drift and missing-input alerts.
The supplied starter constructs a synthetic daily series (trend + sinusoidal seasonality + noise), creates lag and rolling features, splits the last 30 days for test, fits a RandomForestRegressor on lag features and reports MAE and a few forecast rows. It does not perform an explicit mathematical decomposition (for example STL or seasonal_decompose) or return separate seasonal/trend/residual series.
series = pd.DataFrame({"date": dates, "value": trend + seasonality + noise})
for lag in [1, 7, 14]:
series[f"lag_{lag}"] = series["value"].shift(lag)
series["rolling_7"] = series["value"].shift(1).rolling(7).mean()
series = series.dropna()
feature_cols = ["lag_1", "lag_7", "lag_14", "rolling_7"]
train = series.iloc[:-30]
test = series.iloc[-30:]
model = RandomForestRegressor(n_estimators=300, random_state=42)
model.fit(train[feature_cols], train["value"])
forecast = model.predict(test[feature_cols])The code does not compute or return decomposed components (trend, seasonal, residual). It uses a synthetic sinusoidal seasonal signal rather than a real dataset and only trains a lag-feature regression—no STL, seasonal_decompose, Fourier terms or explicit seasonality extraction is present.
A proposed extension: add an STL or classical decomposition step to extract seasonal and trend components, compare their variance contribution, and feed residuals to a separate anomaly detector or model.
This is a potential application pathway, not a delivered product. The supplied starter does not implement this service or validate it with real users.
Networkers Home runs this topic inside its AI Engineer Course, with placement support and hands-on labs.