This repository contains a comprehensive time-series analysis of hourly
Urban noise exhibits strong intraday seasonality driven by anthropogenic activities. This analysis explores how a parsimonious SARIMA model can capture these 24-hour cycles and the implications of residual seasonal dependence.
- Strong Seasonality: The series shows a pronounced 24-hour cycle.
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Model Fit: A
$\text{SARIMA}(2,1,2) \times (1,1,1)_{24}$ model was selected via AIC as the best-performing candidate. - Residual Insights: While the model captures the primary daily cycle, Ljung-Box tests at lag 24 indicate remaining seasonal correlation, suggesting complex non-linear dynamics or exogenous shocks (e.g., sirens, construction) not fully captured by the linear specification.
The analysis follows a rigorous time-series workflow:
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Data Aggregation: Minute-level measurements were aggregated to hourly means (
$N=8,575$ observations). - Stationarity Testing: ADF and KPSS tests were used to assess stationarity.
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Differencing: To stabilize the series, both regular and seasonal differencing were applied:
$$(1-B)(1-B^{24})x_t$$ - Model Identification: ACF and PACF analysis of the differenced series guided parameter selection.
- Estimation & Diagnostics: SARIMA parameters were estimated, and residuals were evaluated for Gaussianity and autocorrelation.
The raw hourly series shows significant non-stationary behavior and a clear daily pattern.
| Full Year Overview | 7-Day Zoom (Daily Cycle) |
|---|---|
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After applying
| Full Year (Differenced) | 7-Day Window (Differenced) |
|---|---|
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The following plots illustrate the model's performance and residual characteristics.
Residual Analysis:
| Residual ACF | Residual Histogram |
|---|---|
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| Metric | Value |
|---|---|
| Selected Model | |
| AIC | |
| Mean ( |
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| Std Dev ( |
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| Ljung-Box (Lag 24) |
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analysis.ipynb: Core analysis and modeling (R kernel).datasource/: Data preprocessing scripts and raw data.plots/: All generated diagnostic and forecast plots (PDF and PNG).tex/: LaTeX source for the full report and presentation slides.
To reproduce the results:
- Data Preparation: Generate the hourly dataset using the Python preprocessing script:
python datasource/databuilder.py
- Analysis: Execute the
analysis.ipynbnotebook in an R-enabled Jupyter environment. This will perform the statistical tests, model fitting, and regenerate all plots.
Author: Tommi Bimbato
Data Source: Forum Virium Helsinki (mySMARTLife)






