在时间序列中查找时间段

Question

I have the following Time Series:

From the plot I can notice that data are periodic, since the peaks(let's call them valley since I am talking about the one that goes down) have more or less the same distances. Is there a way to find what is the period, expressed as the number of points between each peak. I don't need a very precise number, an estimate would be enough.

Answer 1

You can try pandas.infer_freq like this:

>>> import pandas as pd
>>> ts_data = pd.read_csv("ts_data.csv")
>>> pd.infer_freq(ts_data.index.values)
4

Alternatively I would suggest using findfrequency of the R forecast package.