Harmonic Regression: Unraveling Seasonal Patterns in Time Series

On The Deep Dive, we tackle harmonic regression—the art of decomposing time-series seasonality with sine and cosine terms. We’ll walk through the linear regression setup, how to add trends or adapt to count data via GLMs, and how the method can capture annual, quarterly, or daily cycles. Finally, we discuss its limits—namely the symmetric shape—and look at practical fixes like two-step extensions to model sharp peaks, with examples from epidemiology, finance, and environmental science.

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