{"id":40581,"date":"2021-02-08T16:47:34","date_gmt":"2021-02-08T15:47:34","guid":{"rendered":"https:\/\/datascientest.com\/?p=40581"},"modified":"2023-11-09T14:10:06","modified_gmt":"2023-11-09T14:10:06","slug":"series-temporelles","status":"publish","type":"post","link":"https:\/\/datascientest.com\/series-temporelles","title":{"rendered":"S\u00e9ries temporelles : Daniel peux-tu nous en parler ?"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"40581\" class=\"elementor elementor-40581\" data-elementor-post-type=\"post\">\n\t\t\t\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-63a4733 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"63a4733\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-3c9b69c\" data-id=\"3c9b69c\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-a6b41af elementor-widget elementor-widget-heading\" data-id=\"a6b41af\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.15.0 - 02-08-2023 *\/\n.elementor-heading-title{padding:0;margin:0;line-height:1}.elementor-widget-heading .elementor-heading-title[class*=elementor-size-]>a{color:inherit;font-size:inherit;line-height:inherit}.elementor-widget-heading .elementor-heading-title.elementor-size-small{font-size:15px}.elementor-widget-heading .elementor-heading-title.elementor-size-medium{font-size:19px}.elementor-widget-heading .elementor-heading-title.elementor-size-large{font-size:29px}.elementor-widget-heading .elementor-heading-title.elementor-size-xl{font-size:39px}.elementor-widget-heading .elementor-heading-title.elementor-size-xxl{font-size:59px}<\/style><h2 class=\"elementor-heading-title elementor-size-default\">Nouveau rendez-vous avec Daniel, le support technique des formations DataScientest.&nbsp; L\u2019expert en data science qui accompagne les apprenants tout au long de leurs formations. Aujourd\u2019hui, il nous parle des s\u00e9ries temporelles.\nLes s\u00e9ries temporelles constituent l\u2019un des objets d\u2019\u00e9tudes les plus r\u00e9pandus de la science des donn\u00e9es. Dans cet article, vous d\u00e9couvrirez les composantes principales d\u2019une s\u00e9rie temporelle.<\/h2>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-fb47390 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"fb47390\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-769cdf2\" data-id=\"769cdf2\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-d9324bc elementor-widget elementor-widget-heading\" data-id=\"d9324bc\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h3 class=\"elementor-heading-title elementor-size-default\">Qu\u2019est-ce qu\u2019une s\u00e9rie temporelle?\n<\/h3>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-dc0727b elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"dc0727b\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-3f7ae57\" data-id=\"3f7ae57\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-e1cfdac elementor-widget elementor-widget-text-editor\" data-id=\"e1cfdac\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.15.0 - 02-08-2023 *\/\n.elementor-widget-text-editor.elementor-drop-cap-view-stacked .elementor-drop-cap{background-color:#69727d;color:#fff}.elementor-widget-text-editor.elementor-drop-cap-view-framed .elementor-drop-cap{color:#69727d;border:3px solid;background-color:transparent}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap{margin-top:8px}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap-letter{width:1em;height:1em}.elementor-widget-text-editor .elementor-drop-cap{float:left;text-align:center;line-height:1;font-size:50px}.elementor-widget-text-editor .elementor-drop-cap-letter{display:inline-block}<\/style>\t\t\t\t<p><span style=\"font-weight: 400; color: #000000;\">Les s\u00e9ries temporelles recouvrent un large \u00e9ventail de ph\u00e9nom\u00e8nes de la vie r\u00e9elle et se retrouvent dans de nombreux domaines.<\/span><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-0aa584b elementor-widget elementor-widget-text-editor\" data-id=\"0aa584b\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p><span style=\"font-weight: 400; color: #000000;\">Une s\u00e9rie temporelle, cela peut \u00eatre aussi bien l\u2019\u00e9volution de la population ou du PIB d\u2019un pays, qu\u2019un \u00e9lectrocardiogramme ou le dernier son de Dua Lipa.<\/span><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-064817a elementor-widget elementor-widget-text-editor\" data-id=\"064817a\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p><span style=\"font-weight: 400;\">Math\u00e9matiquement une s\u00e9rie temporelle c\u2019est<\/span><b> une<\/b><b> s\u00e9rie de donn\u00e9es index\u00e9e par le temps.<\/b><\/p><p><span style=\"font-weight: 400;\">L\u2019analyse et la pr\u00e9diction de ces s\u00e9ries sont donc d\u2019un int\u00e9r\u00eat primordial pour certaines industries ou secteurs d\u2019activit\u00e9s car concr\u00e8tement pr\u00e9dire une s\u00e9rie temporelle <\/span><b>c\u2019est pr\u00e9dire le futur<\/b><span style=\"font-weight: 400;\">.<\/span><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-f6873b5 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"f6873b5\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-f808c96\" data-id=\"f808c96\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-03cd5b4 elementor-widget elementor-widget-image\" data-id=\"03cd5b4\" data-element_type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.15.0 - 02-08-2023 *\/\n.elementor-widget-image{text-align:center}.elementor-widget-image a{display:inline-block}.elementor-widget-image a img[src$=\".svg\"]{width:48px}.elementor-widget-image img{vertical-align:middle;display:inline-block}<\/style>\t\t\t\t\t\t\t\t\t<figure class=\"wp-caption\">\n\t\t\t\t\t\t\t\t\t\t<img decoding=\"async\" width=\"398\" height=\"260\" src=\"https:\/\/datascientest.com\/wp-content\/uploads\/2021\/02\/unnamed.png\" class=\"attachment-large size-large wp-image-40593\" alt=\"\" srcset=\"https:\/\/datascientest.com\/wp-content\/uploads\/2021\/02\/unnamed.png 398w, https:\/\/datascientest.com\/wp-content\/uploads\/2021\/02\/unnamed-300x196.png 300w\" sizes=\"(max-width: 398px) 100vw, 398px\" \/>\t\t\t\t\t\t\t\t\t\t\t<figcaption class=\"widget-image-caption wp-caption-text\">La population fran\u00e7aise et sa pr\u00e9diction par l\u2019Institut national des sciences d\u00e9mographiques <\/figcaption>\n\t\t\t\t\t\t\t\t\t\t<\/figure>\n\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-c1878d2 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"c1878d2\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-e835c2c\" data-id=\"e835c2c\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-dafa295 elementor-widget elementor-widget-heading\" data-id=\"dafa295\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h3 class=\"elementor-heading-title elementor-size-default\">Comment se d\u00e9compose une s\u00e9rie temporelle ?\n<\/h3>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-2e587c8 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"2e587c8\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-f736029\" data-id=\"f736029\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-b81e01e elementor-widget elementor-widget-text-editor\" data-id=\"b81e01e\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p><span style=\"font-weight: 400;\">Traditionnellement, une s\u00e9rie temporelle est d\u00e9compos\u00e9e selon trois \u00e9l\u00e9ments :<\/span><\/p><ul><li><span style=\"font-weight: 400;\">Une tendance (T<\/span><span style=\"font-weight: 400;\">t<\/span><span style=\"font-weight: 400;\">)<\/span><\/li><li>Une saisonnalit\u00e9 (St)<\/li><li>Un r\u00e9sidu ou erreur (\u03b5t)<\/li><\/ul><p><span style=\"font-weight: 400;\">Math\u00e9matiquement, on peut donc traduire une s\u00e9rie temporelle par\u00a0 X<\/span><span style=\"font-weight: 400;\">t <\/span><span style=\"font-weight: 400;\">= T<\/span><span style=\"font-weight: 400;\">t <\/span><span style=\"font-weight: 400;\">\u00a0+ S<\/span><span style=\"font-weight: 400;\">t <\/span><span style=\"font-weight: 400;\">+ \u03b5<\/span><span style=\"font-weight: 400;\">t<\/span><\/p><p><span style=\"font-weight: 400;\">Avec T la tendance, S la saisonnalit\u00e9,\u00a0 \u03b5 le r\u00e9sidu et t l\u2019indexation temporelle.<\/span><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-0764196 elementor-widget elementor-widget-heading\" data-id=\"0764196\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h4 class=\"elementor-heading-title elementor-size-default\">La tendance<\/h4>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-788e51b elementor-widget elementor-widget-text-editor\" data-id=\"788e51b\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p><span style=\"font-weight: 400;\">La tendance correspond \u00e0 un <\/span><b>comportement croissant ou d\u00e9croissant<\/b><span style=\"font-weight: 400;\"> d\u2019une s\u00e9rie <\/span><b>au cours du temps<\/b><span style=\"font-weight: 400;\">.<\/span><span style=\"font-weight: 400;\">\u00a0 Elle refl\u00e8te souvent u<\/span><span style=\"font-weight: 400;\">n ph\u00e9nom\u00e8ne de croissance ou d\u00e9croissance sur le long terme.<\/span><\/p><p><span style=\"font-weight: 400;\">La tendance d\u2019une s\u00e9rie temporelle peut prendre diff\u00e9rentes formes :<\/span><\/p><ul><li><span style=\"font-weight: 400;\">Lin\u00e9aire <\/span><b>\u00a0\u00a0<\/b><span style=\"font-weight: 400;\">T<\/span><span style=\"font-weight: 400;\">t <\/span><b>= \u03b1<\/b><span style=\"font-weight: 400;\"> + \u03b2t<\/span><\/li><li>Quadratique T<span>t <\/span><b>= \u03b1<\/b><span> + \u03b2t + \u03b3t\u00b2<\/span><\/li><li>Exponentielle T<span>t <\/span><b>= \u03b1<\/b><span> + \u03b2exp(t)<\/span><\/li><\/ul><p><span style=\"font-weight: 400;\">\u2026.<\/span><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-fb0fc94 elementor-widget elementor-widget-heading\" data-id=\"fb0fc94\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h3 class=\"elementor-heading-title elementor-size-default\">La saisonnalit\u00e9<\/h3>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-2f0accd elementor-widget elementor-widget-text-editor\" data-id=\"2f0accd\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p><span style=\"font-weight: 400;\">La saisonnalit\u00e9 refl\u00e8te la<\/span><b> pr\u00e9sence d\u2019un ph\u00e9nom\u00e8ne p\u00e9riodique<\/b><span style=\"font-weight: 400;\"> qui se r\u00e9p\u00e8te au long de la s\u00e9rie temporelle.<\/span><\/p><p><span style=\"font-weight: 400;\">Ainsi, si la composante saisonni\u00e8re se r\u00e9p\u00e8te selon p\u00e9riode k. On aura S<\/span><span style=\"font-weight: 400;\">t+k <\/span><span style=\"font-weight: 400;\">= S<\/span><span style=\"font-weight: 400;\">t<\/span><\/p><p><span style=\"font-weight: 400;\">De nombreuse donn\u00e9es pr\u00e9sentent des saisonnalit\u00e9s, en particulier les donn\u00e9es m\u00e9t\u00e9orologiques (\u00e9volution de la temp\u00e9rature au cours du temps)<\/span><\/p><p><span style=\"font-weight: 400;\">Certaines s\u00e9ries temporelles pr\u00e9sentent <\/span><b>\u00e0 la fois une tendance et une saisonnalit\u00e9<\/b><span style=\"font-weight: 400;\">, c\u2019est le cas du trafic a\u00e9rien mondial. On observe \u00e0 la fois une croissance du trafic a\u00e9rien tout en remarquant une diff\u00e9rence forte entre le trafic hivernal et estival.<\/span><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-ab1a726 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"ab1a726\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-df0639f\" data-id=\"df0639f\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-9ec695c elementor-widget elementor-widget-image\" data-id=\"9ec695c\" data-element_type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t<figure class=\"wp-caption\">\n\t\t\t\t\t\t\t\t\t\t<img decoding=\"async\" width=\"381\" height=\"249\" src=\"https:\/\/datascientest.com\/wp-content\/uploads\/2021\/02\/unnamed-1.png\" class=\"attachment-large size-large wp-image-40595\" alt=\"\" srcset=\"https:\/\/datascientest.com\/wp-content\/uploads\/2021\/02\/unnamed-1.png 381w, https:\/\/datascientest.com\/wp-content\/uploads\/2021\/02\/unnamed-1-300x196.png 300w\" sizes=\"(max-width: 381px) 100vw, 381px\" \/>\t\t\t\t\t\t\t\t\t\t\t<figcaption class=\"widget-image-caption wp-caption-text\">Source: DataScientest <\/figcaption>\n\t\t\t\t\t\t\t\t\t\t<\/figure>\n\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-b50ee71 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"b50ee71\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-2d2ad5b\" data-id=\"2d2ad5b\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-b542db4 elementor-widget elementor-widget-heading\" data-id=\"b542db4\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h4 class=\"elementor-heading-title elementor-size-default\">Le r\u00e9sidu<\/h4>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-a4eafd3 elementor-widget elementor-widget-text-editor\" data-id=\"a4eafd3\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p><span style=\"color: #000000;\"><span style=\"font-weight: 400;\">Le r\u00e9sidu du mod\u00e8le correspond \u00e0 la <\/span><b>partie de la s\u00e9rie temporelle que la d\u00e9composition ne permet pas d\u2019expliquer<\/b><span style=\"font-weight: 400;\">. On ne peut pas d\u00e9composer int\u00e9gralement une s\u00e9rie temporelle uniquement selon une tendance et une saisonnalit\u00e9.<\/span><\/span><\/p><p><span style=\"color: #000000;\"><span style=\"font-weight: 400;\">Id\u00e9alement le r\u00e9sidu du mod\u00e8le est <\/span><b>stationnaire<\/b><span style=\"font-weight: 400;\">, c\u2019est-\u00e0-dire que le processus restant n\u2019\u00e9volue pas avec le temps (moyenne et variance constante) .<\/span><span style=\"font-weight: 400;\"> Si le r\u00e9sidu de notre s\u00e9rie temporelle n\u2019est pas stationnaire, cela signifie que certaines composantes temporelles ne sont pas expliqu\u00e9es dans le mod\u00e8le.<\/span><\/span><\/p><p><span style=\"color: #000000;\"><span style=\"font-weight: 400;\">Une fois, la tendance et la saisonnalit\u00e9 de la s\u00e9rie temporelle expliqu\u00e9es, on peut donc chercher \u00e0 expliquer le r\u00e9sidu de la d\u00e9composition avec des processus d\u2019auto-r\u00e9gression ou de moyennes mobiles qui ont donn\u00e9 naissance au fameux mod\u00e8le <\/span><b>ARMA<\/b><\/span><\/p><p><span style=\"color: #000000;\"><span style=\"font-weight: 400;\">Le graal de la mod\u00e9lisation des s\u00e9ries temporelles est d\u2019obtenir un r\u00e9sidu de type <\/span><b>bruit blanc,<\/b><span style=\"font-weight: 400;\"> c\u2019est-\u00e0-dire un r\u00e9sidu qui ne contient plus aucune information temporelle. En pratique, c\u2019est donc un signal stationnaire al\u00e9atoire et d\u00e9corr\u00e9l\u00e9.<\/span><\/span><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-264b877 elementor-widget elementor-widget-heading\" data-id=\"264b877\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h4 class=\"elementor-heading-title elementor-size-default\">Pour aller plus loin<\/h4>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-a266be1 elementor-widget elementor-widget-text-editor\" data-id=\"a266be1\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p>&#8211; En plus de la saisonnalit\u00e9, on d\u00e9finit quelquefois un cycle qui peut \u00eatre consid\u00e9r\u00e9 comme\u00a0<b>une saisonnalit\u00e9 de p\u00e9riode plus longue<\/b>, on peut alors d\u00e9finir plusieurs cycles diff\u00e9rents.<\/p><p>&#8211; La pr\u00e9sence d\u2019une saisonnalit\u00e9 av\u00e9r\u00e9e entre deux dates peut rendre la comparaison entre ces dates difficiles. Selon les probl\u00e9matiques on peut donc chercher \u00e0<b>\u00a0corriger les variations saisonni\u00e8res des s\u00e9ries temporelles<\/b>. C\u2019est le cas par exemple du taux de ch\u00f4mage ou du taux de croissance publi\u00e9s par l\u2019<a href=\"https:\/\/www.insee.fr\/fr\/accueil\" target=\"_blank\" rel=\"noopener\">INSEE<\/a>.<\/p><p>&#8211; La d\u00e9composition Xt\u00a0= Tt\u00a0\u00a0+ St\u00a0+ \u03b5t\u00a0est dite additive, on peut aussi mod\u00e9liser une s\u00e9rie temporelle selon une<b>\u00a0d\u00e9composition multiplicative<\/b>\u00a0 Xt\u00a0= Tt\u00a0(1 + St\u00a0)(1 + \u03b5t\u00a0)<\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-14727da elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"14727da\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-0f54619\" data-id=\"0f54619\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-079f866 elementor-widget elementor-widget-heading\" data-id=\"079f866\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<h3 class=\"elementor-heading-title elementor-size-default\">Conclusion<\/h3>\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-acae28c elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"acae28c\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-862a8bb\" data-id=\"862a8bb\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-905745e elementor-widget elementor-widget-text-editor\" data-id=\"905745e\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<p><span style=\"font-weight: 400;\">Dans cet article vous venez de d\u00e9couvrir des notions fondamentales sur les s\u00e9ries temporelles : tendance, saisonnalit\u00e9, r\u00e9sidu, bruit blanc et stationnarit\u00e9.<\/span><\/p><p><span style=\"font-weight: 400;\">Cependant par-del\u00e0 les s\u00e9ries temporelles,\u00a0<\/span><a href=\"https:\/\/datascientest.com\/data-science-definition\" target=\"_blank\" rel=\"noopener\">la science des donn\u00e9es<\/a><span style=\"font-weight: 400;\">\u00a0recouvre de nombreux autres probl\u00e8mes (computer vision, natural language processing, data vizualisation, \u2026)\u00a0 que nous vous invitons \u00e0 d\u00e9couvrir en suivant une de nos formations\u00a0<\/span><a href=\"https:\/\/datascientest.com\/formation-data-scientist\" target=\"_blank\" rel=\"noopener\">Data Scientist<\/a><span style=\"font-weight: 400;\">\u00a0ou bien<\/span><a href=\"https:\/\/datascientest.com\/formation-data-engineer\" target=\"_blank\" rel=\"noopener\"> Data Engineer<\/a><span style=\"font-weight: 400;\">.<\/span><\/p>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-667ec61 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"667ec61\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-f1637c1\" data-id=\"f1637c1\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t\t\t<div class=\"elementor-element elementor-element-93d754e elementor-align-center button-principale elementor-widget elementor-widget-button\" data-id=\"93d754e\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm elementor-animation-grow\" href=\"https:\/\/datascientest.com\/formation-data-scientist\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-text\">D\u00e9couvrir notre formation en data science<\/span>\n\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>Nouveau rendez-vous avec Daniel, le support technique des formations DataScientest.&nbsp; L\u2019expert en data science qui accompagne les apprenants tout au long de leurs formations. Aujourd\u2019hui, il nous parle des s\u00e9ries temporelles. Les s\u00e9ries temporelles constituent l\u2019un des objets d\u2019\u00e9tudes les plus r\u00e9pandus de la science des donn\u00e9es. Dans cet article, vous d\u00e9couvrirez les composantes principales [&hellip;]<\/p>\n","protected":false},"author":77,"featured_media":42963,"comment_status":"open","ping_status":"open","sticky":false,"template":"elementor_theme","format":"standard","meta":{"content-type":"","inline_featured_image":false},"categories":[2497],"tags":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v21.7 (Yoast SEO v21.7) - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>S\u00e9ries temporelles : Daniel peux-tu nous en parler ?<\/title>\n<meta name=\"description\" content=\"Gr\u00e2ce \u00e0 notre expert Daniel, d\u00e9couvrez tout ce qu&#039;il faut savoir sur les s\u00e9ries temporelles : d\u00e9finition, utilit\u00e9 et usages ...\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/datascientest.com\/series-temporelles\" \/>\n<meta property=\"og:locale\" content=\"fr_FR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"S\u00e9ries temporelles : Daniel peux-tu nous en parler ?\" \/>\n<meta property=\"og:url\" content=\"https:\/\/datascientest.com\/series-temporelles\" \/>\n<meta property=\"og:site_name\" content=\"Formation Data Science | DataScientest.com\" \/>\n<meta property=\"article:published_time\" content=\"2021-02-08T15:47:34+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2023-11-09T14:10:06+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/datascientest.com\/wp-content\/uploads\/2021\/02\/illu_hellodaniel_blog-46.png\" \/>\n\t<meta property=\"og:image:width\" content=\"4268\" \/>\n\t<meta property=\"og:image:height\" content=\"2343\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/png\" \/>\n<meta name=\"author\" content=\"Raphael Kassel\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"\u00c9crit par\" \/>\n\t<meta name=\"twitter:data1\" content=\"Raphael Kassel\" \/>\n\t<meta name=\"twitter:label2\" content=\"Dur\u00e9e de lecture estim\u00e9e\" \/>\n\t<meta name=\"twitter:data2\" content=\"4 minutes\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/datascientest.com\/series-temporelles\",\"url\":\"https:\/\/datascientest.com\/series-temporelles\",\"name\":\"S\u00e9ries temporelles : Daniel peux-tu nous en parler ?\",\"isPartOf\":{\"@id\":\"https:\/\/datascientest.com\/#website\"},\"datePublished\":\"2021-02-08T15:47:34+00:00\",\"dateModified\":\"2023-11-09T14:10:06+00:00\",\"author\":{\"@id\":\"https:\/\/datascientest.com\/#\/schema\/person\/6eca16f63daaafcbc96e15549b9d4ee1\"},\"description\":\"Gr\u00e2ce \u00e0 notre expert Daniel, d\u00e9couvrez tout ce qu'il faut savoir sur les s\u00e9ries temporelles : d\u00e9finition, utilit\u00e9 et usages ...\",\"inLanguage\":\"fr-FR\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/datascientest.com\/series-temporelles\"]}]},{\"@type\":\"WebSite\",\"@id\":\"https:\/\/datascientest.com\/#website\",\"url\":\"https:\/\/datascientest.com\/\",\"name\":\"Formation Data Science | DataScientest.com\",\"description\":\"Leader de la formation en Data Science\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\/\/datascientest.com\/?s={search_term_string}\"},\"query-input\":\"required name=search_term_string\"}],\"inLanguage\":\"fr-FR\"},{\"@type\":\"Person\",\"@id\":\"https:\/\/datascientest.com\/#\/schema\/person\/6eca16f63daaafcbc96e15549b9d4ee1\",\"name\":\"Raphael Kassel\",\"image\":{\"@type\":\"ImageObject\",\"inLanguage\":\"fr-FR\",\"@id\":\"https:\/\/datascientest.com\/#\/schema\/person\/image\/\",\"url\":\"https:\/\/datascientest.com\/wp-content\/uploads\/2023\/11\/raph.jpeg\",\"contentUrl\":\"https:\/\/datascientest.com\/wp-content\/uploads\/2023\/11\/raph.jpeg\",\"caption\":\"Raphael Kassel\"},\"description\":\"Raphael Kassel est le Head of Data Programs chez DataScientest. 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