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[英]How to use statsmodels.tsa.seasonal.seasonal_decompose with a pandas dataframe
[英]Python - Statsmodels.tsa.seasonal_decompose - missing values in head and tail of dataframe
我有以下數據框,我稱之為“sales_df”:
Value
Date
2004-01-01 0
2004-02-01 173
2004-03-01 225
2004-04-01 230
2004-05-01 349
2004-06-01 258
2004-07-01 270
2004-08-01 223
... ...
2015-06-01 218
2015-07-01 215
2015-08-01 233
2015-09-01 258
2015-10-01 252
2015-11-01 256
2015-12-01 188
2016-01-01 70
我想將它的趨勢與季節性組件分開,為此我通過以下代碼使用statsmodels.tsa.seasonal_decompose:
decomp=sm.tsa.seasonal_decompose(sales_df.Value)
df=pd.concat([sales_df,decomp.trend],axis=1)
df.columns=['sales','trend']
這讓我這樣:
sales trend
Date
2004-01-01 0 NaN
2004-02-01 173 NaN
2004-03-01 225 NaN
2004-04-01 230 NaN
2004-05-01 349 NaN
2004-06-01 258 NaN
2004-07-01 270 236.708333
2004-08-01 223 248.208333
2004-09-01 243 251.250000
... ... ...
2015-05-01 270 214.416667
2015-06-01 218 215.583333
2015-07-01 215 212.791667
2015-08-01 233 NaN
2015-09-01 258 NaN
2015-10-01 252 NaN
2015-11-01 256 NaN
2015-12-01 188 NaN
2016-01-01 70 NaN
請注意,Trend系列的開頭和結尾都有6個NaN。 所以我問,是嗎? 為什么會這樣?
因為這是預期seasonal_decompose
默認情況下,如果使用了對稱的移動平均線filt
沒有指定參數(像你一樣)。 頻率是從時間序列推斷出來的。 https://searchcode.com/codesearch/view/86129185/
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