Page 103 - Special Topic Session (STS) - Volume 4
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STS566 K. Prokopenko et al.
Fig. 3. Autocorrelation function of weekly incoming / outgoing payments interleaved by
weekdays. First 80 points were calculated.
Strict 52 weeks seasonality is present especially for Mondays and Tuesdays.
Weekly shape normalization research. To avoid the impact of annual
seasonality, the normalization procedure was applied on daily payments data
sets. Thus, all daily payment values were divided by their total weekly value.
Autocorrelation function of normalized daily payments was calculated (Fig. 4)
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