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sine, cosine transformed cyclical features - am I losing information?

Data Science Asked by jacobumland on January 29, 2021

If I use sine, cosine transformation for cyclical features (e.g. weekday or hour of the day), do I lose information if the first ordinal value was 0 respectively?

Assume hours of the day are encoded as follows: 0, 1, …, 23

If I apply the sine, cosine transformation, I get 23 data points instead of 24 (cf. plot)

enter image description here

Am I losing information on the first ordinal value (0)?

Many thanks in advance!

One Answer

Are 0 and 23 supposed to be the same?

If not then you should use $( sin(2ipi/24),cos(2ipi/24) )$ instead of $( sin(2ipi/23),cos(2ipi/23) )$ with $i in {0,...,23}$

Answered by Benoit Descamps on January 29, 2021

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