In [1]:
import pandas as pd
import numpy as np
import pyaf.ForecastEngine as autof
import pyaf.Bench.TS_datasets as tsds
%matplotlib inline
In [ ]:
In [2]:
b1 = tsds.load_ozone()
df = b1.mPastData
Month Ozone Time
0 1955-01 2.7 1955-01-01
1 1955-02 2.0 1955-02-01
2 1955-03 3.6 1955-03-01
3 1955-04 5.0 1955-04-01
4 1955-05 6.5 1955-05-01
In [3]:
df.head()
Out[3]:
Month
Ozone
Time
0
1955-01
2.7
1955-01-01
1
1955-02
2.0
1955-02-01
2
1955-03
3.6
1955-03-01
3
1955-04
5.0
1955-04-01
4
1955-05
6.5
1955-05-01
In [4]:
df.describe()
Out[4]:
Ozone
count
204.000000
mean
3.835784
std
1.495228
min
1.200000
25%
2.600000
50%
3.750000
75%
4.825000
max
8.700000
In [5]:
lEngine = autof.cForecastEngine()
lEngine.mOptions.mEnableSeasonals = True;
lEngine
#lEngine.mOptions.enable_slow_mode()
#lEngine.mOptions.mCycle_Criterion = "L2";
#lEngine.mOptions.mCycle_Criterion_Threshold = 10000.2;
Out[5]:
<pyaf.ForecastEngine.cForecastEngine at 0x7f68851a5fd0>
In [6]:
lEngine.train(df , 'Time' , 'Ozone', 12)
In [7]:
lEngine.getModelInfo()
In [ ]:
In [8]:
type1 = np.dtype(df.Time)
In [9]:
type1.kind
Out[9]:
'M'
In [10]:
lEngine.mSignalDecomposition.mTrPerfDetails
Out[10]:
Transformation
Model
Complexity
FitCount
FitL2
FitMAPE
ForecastCount
ForecastL2
ForecastMAPE
TestCount
TestL2
TestMAPE
0
_Ozone
_Ozone_LinearTrend_residue_zeroCycle_residue_A...
67
153
0.809570
0.1641
39
0.731569
0.1595
12
0.551943
0.1740
1
_Ozone
_Ozone_PolyTrend_residue_zeroCycle_residue_AR(51)
67
153
0.807517
0.1640
39
0.696189
0.1657
12
0.904002
0.3430
2
_Ozone
_Ozone_LinearTrend_residue_Seasonal_MonthOfYea...
20
153
0.896389
0.1865
39
0.641888
0.1796
12
0.678665
0.2567
3
_Ozone
_Ozone_LinearTrend_residue_bestCycle_byL2_resi...
24
153
0.896389
0.1865
39
0.641888
0.1796
12
0.678665
0.2567
4
Diff_Ozone
Diff_Ozone_Lag1Trend_residue_zeroCycle_residue...
115
153
1.035123
0.2233
39
0.826093
0.1799
12
0.550160
0.2262
5
_Ozone
_Ozone_ConstantTrend_residue_zeroCycle_residue...
51
153
0.836761
0.1735
39
0.761725
0.1949
12
0.809034
0.2837
6
_Ozone
_Ozone_Lag1Trend_residue_zeroCycle_residue_AR(51)
83
153
0.887150
0.1770
39
0.843003
0.1959
12
0.617458
0.2499
7
_Ozone
_Ozone_ConstantTrend_residue_Seasonal_MonthOfY...
55
153
0.765350
0.1607
39
0.738275
0.1988
12
0.673162
0.2767
8
_Ozone
_Ozone_ConstantTrend_residue_bestCycle_byL2_re...
59
153
0.765350
0.1607
39
0.738275
0.1988
12
0.673162
0.2767
9
_Ozone
_Ozone_PolyTrend_residue_Seasonal_MonthOfYear_...
71
153
0.733858
0.1478
39
0.758797
0.1992
12
1.034883
0.3860
10
_Ozone
_Ozone_PolyTrend_residue_bestCycle_byL2_residu...
75
153
0.733858
0.1478
39
0.758797
0.1992
12
1.034883
0.3860
11
_Ozone
_Ozone_LinearTrend_residue_Seasonal_MonthOfYea...
71
153
0.735503
0.1473
39
0.781543
0.2137
12
0.727837
0.2607
12
_Ozone
_Ozone_LinearTrend_residue_bestCycle_byL2_resi...
75
153
0.735503
0.1473
39
0.781543
0.2137
12
0.727837
0.2607
13
_Ozone
_Ozone_Lag1Trend_residue_Seasonal_MonthOfYear_...
87
153
0.784502
0.1663
39
0.829156
0.2164
12
0.738018
0.3010
14
_Ozone
_Ozone_Lag1Trend_residue_bestCycle_byL2_residu...
91
153
0.784502
0.1663
39
0.829156
0.2164
12
0.738018
0.3010
15
_Ozone
_Ozone_Lag1Trend_residue_Seasonal_MonthOfYear_...
36
153
0.990160
0.2078
39
0.871032
0.2172
12
0.506352
0.2001
16
_Ozone
_Ozone_Lag1Trend_residue_bestCycle_byL2_residu...
40
153
0.990160
0.2078
39
0.871032
0.2172
12
0.506352
0.2001
17
CumSum_Ozone
CumSum_Ozone_Lag1Trend_residue_Seasonal_MonthO...
68
153
1.013436
0.2142
39
0.877057
0.2199
12
0.542821
0.2144
18
CumSum_Ozone
CumSum_Ozone_Lag1Trend_residue_bestCycle_byL2_...
72
153
1.013436
0.2142
39
0.877057
0.2199
12
0.542821
0.2144
19
Diff_Ozone
Diff_Ozone_Lag1Trend_residue_bestCycle_byL2_re...
123
153
1.171231
0.2296
39
0.888236
0.2223
12
0.718709
0.2695
20
Diff_Ozone
Diff_Ozone_ConstantTrend_residue_Seasonal_Mont...
87
153
1.760679
0.3593
39
0.755665
0.2269
12
1.660573
0.6312
21
Diff_Ozone
Diff_Ozone_ConstantTrend_residue_bestCycle_byL...
91
153
1.760679
0.3593
39
0.755665
0.2269
12
1.660573
0.6312
22
_Ozone
_Ozone_PolyTrend_residue_Seasonal_MonthOfYear_...
20
153
0.871898
0.1783
39
0.795697
0.2313
12
1.582731
0.6180
23
_Ozone
_Ozone_PolyTrend_residue_bestCycle_byL2_residu...
24
153
0.871898
0.1783
39
0.795697
0.2313
12
1.582731
0.6180
24
Diff_Ozone
Diff_Ozone_ConstantTrend_residue_Seasonal_Mont...
36
153
1.043832
0.1833
39
0.859494
0.2319
12
0.667235
0.2500
25
Diff_Ozone
Diff_Ozone_ConstantTrend_residue_bestCycle_byL...
40
153
1.043832
0.1833
39
0.859494
0.2319
12
0.667235
0.2500
26
_Ozone
_Ozone_Lag1Trend_residue_zeroCycle_residue_NoAR
32
153
1.165742
0.2381
39
0.965826
0.2778
12
0.573730
0.2132
27
CumSum_Ozone
CumSum_Ozone_Lag1Trend_residue_zeroCycle_resid...
64
153
1.175540
0.2423
39
0.965826
0.2778
12
0.573730
0.2132
28
Diff_Ozone
Diff_Ozone_Lag1Trend_residue_zeroCycle_residue...
64
153
1.165742
0.2381
39
0.965826
0.2778
12
0.573730
0.2132
29
RelDiff_Ozone
RelDiff_Ozone_Lag1Trend_residue_zeroCycle_resi...
64
153
1.165742
0.2381
39
0.965826
0.2778
12
0.573730
0.2132
...
...
...
...
...
...
...
...
...
...
...
...
...
66
Diff_Ozone
Diff_Ozone_Lag1Trend_residue_Seasonal_MonthOfY...
119
153
1.505787
0.3210
39
2.034252
0.6881
12
2.875626
1.3183
67
Diff_Ozone
Diff_Ozone_PolyTrend_residue_zeroCycle_residue...
48
153
1.606444
0.3605
39
1.943295
0.7082
12
4.400230
2.0528
68
CumSum_Ozone
CumSum_Ozone_PolyTrend_residue_zeroCycle_resid...
48
153
6.437529
0.5949
39
2.008141
0.7655
12
2.744419
1.2889
69
Diff_Ozone
Diff_Ozone_Lag1Trend_residue_Seasonal_MonthOfY...
68
153
1.407886
0.3124
39
2.474665
0.8255
12
2.770257
1.2574
70
CumSum_Ozone
CumSum_Ozone_PolyTrend_residue_bestCycle_byL2_...
56
153
6.467215
0.6900
39
2.495028
0.9177
12
2.989847
1.2066
71
CumSum_Ozone
CumSum_Ozone_PolyTrend_residue_Seasonal_MonthO...
52
153
6.415188
0.6938
39
2.689038
0.9277
12
3.505022
1.5031
72
CumSum_Ozone
CumSum_Ozone_ConstantTrend_residue_zeroCycle_r...
32
153
27.750282
1.8140
39
3.361738
1.0000
12
2.578275
1.0000
73
RelDiff_Ozone
RelDiff_Ozone_Lag1Trend_residue_Seasonal_Month...
119
153
1.493649
0.3472
39
3.005381
1.0020
12
2.619120
1.0353
74
RelDiff_Ozone
RelDiff_Ozone_Lag1Trend_residue_bestCycle_byL2...
123
153
3.189273
0.8971
39
4.688305
1.7025
12
4.376293
1.8781
75
RelDiff_Ozone
RelDiff_Ozone_Lag1Trend_residue_zeroCycle_resi...
115
153
2.941637
0.8148
39
5.051294
1.8623
12
5.242798
2.3143
76
RelDiff_Ozone
RelDiff_Ozone_LinearTrend_residue_Seasonal_Mon...
103
153
4.198736
1.2193
39
5.263902
1.9539
12
5.695453
2.5591
77
RelDiff_Ozone
RelDiff_Ozone_LinearTrend_residue_bestCycle_by...
107
153
4.198736
1.2193
39
5.263902
1.9539
12
5.695453
2.5591
78
CumSum_Ozone
CumSum_Ozone_ConstantTrend_residue_Seasonal_Mo...
36
153
27.839286
2.2845
39
10.002328
2.0574
12
9.636285
2.4834
79
CumSum_Ozone
CumSum_Ozone_ConstantTrend_residue_bestCycle_b...
40
153
27.839286
2.2845
39
10.002328
2.0574
12
9.636285
2.4834
80
RelDiff_Ozone
RelDiff_Ozone_LinearTrend_residue_Seasonal_Mon...
52
153
4.163113
1.2076
39
5.519645
2.0775
12
6.000930
2.7321
81
RelDiff_Ozone
RelDiff_Ozone_LinearTrend_residue_bestCycle_by...
56
153
4.163113
1.2076
39
5.519645
2.0775
12
6.000930
2.7321
82
RelDiff_Ozone
RelDiff_Ozone_ConstantTrend_residue_Seasonal_M...
87
153
3.761847
1.0638
39
5.546233
2.0948
12
6.266777
2.8884
83
RelDiff_Ozone
RelDiff_Ozone_ConstantTrend_residue_bestCycle_...
91
153
3.761847
1.0638
39
5.546233
2.0948
12
6.266777
2.8884
84
RelDiff_Ozone
RelDiff_Ozone_PolyTrend_residue_Seasonal_Month...
103
153
3.891278
1.1195
39
5.582340
2.1109
12
6.266777
2.8884
85
RelDiff_Ozone
RelDiff_Ozone_PolyTrend_residue_bestCycle_byL2...
107
153
3.891278
1.1195
39
5.582340
2.1109
12
6.266777
2.8884
86
RelDiff_Ozone
RelDiff_Ozone_ConstantTrend_residue_Seasonal_M...
36
153
3.612171
1.0038
39
5.618841
2.1275
12
6.266777
2.8884
87
RelDiff_Ozone
RelDiff_Ozone_ConstantTrend_residue_bestCycle_...
40
153
3.612171
1.0038
39
5.618841
2.1275
12
6.266777
2.8884
88
RelDiff_Ozone
RelDiff_Ozone_PolyTrend_residue_Seasonal_Month...
52
153
4.022741
1.1638
39
5.621574
2.1286
12
6.266777
2.8884
89
RelDiff_Ozone
RelDiff_Ozone_PolyTrend_residue_bestCycle_byL2...
56
153
4.022741
1.1638
39
5.621574
2.1286
12
6.266777
2.8884
90
RelDiff_Ozone
RelDiff_Ozone_ConstantTrend_residue_zeroCycle_...
32
153
4.214493
1.2164
39
5.623486
2.1294
12
6.266777
2.8884
91
RelDiff_Ozone
RelDiff_Ozone_LinearTrend_residue_zeroCycle_re...
48
153
4.421386
1.2987
39
5.623486
2.1294
12
6.266777
2.8884
92
RelDiff_Ozone
RelDiff_Ozone_PolyTrend_residue_zeroCycle_resi...
48
153
4.459119
1.3137
39
5.623486
2.1294
12
6.266777
2.8884
93
RelDiff_Ozone
RelDiff_Ozone_ConstantTrend_residue_zeroCycle_...
83
153
3.748131
1.0304
39
5.623486
2.1294
12
6.266777
2.8884
94
RelDiff_Ozone
RelDiff_Ozone_LinearTrend_residue_zeroCycle_re...
99
153
4.137395
1.1831
39
5.623486
2.1294
12
6.266777
2.8884
95
RelDiff_Ozone
RelDiff_Ozone_PolyTrend_residue_zeroCycle_resi...
99
153
3.730886
1.0485
39
5.623486
2.1294
12
6.266777
2.8884
96 rows × 12 columns
In [11]:
lEngine.standrdPlots()
/usr/lib/python3/dist-packages/matplotlib/__init__.py:1403: UserWarning: This call to matplotlib.use() has no effect
because the backend has already been chosen;
matplotlib.use() must be called *before* pylab, matplotlib.pyplot,
or matplotlib.backends is imported for the first time.
warnings.warn(_use_error_msg)
In [12]:
lEngine.mSignalDecomposition.mBestModel.mTimeInfo.mTimeDelta
Out[12]:
Timedelta('30 days 10:25:16')
In [13]:
dfapp = df.copy();
In [14]:
dfapp.head()
Out[14]:
Month
Ozone
Time
0
1955-01
2.7
1955-01-01
1
1955-02
2.0
1955-02-01
2
1955-03
3.6
1955-03-01
3
1955-04
5.0
1955-04-01
4
1955-05
6.5
1955-05-01
In [ ]:
In [15]:
dfapp1 = lEngine.forecast(dfapp, 36);
In [16]:
dfapp1.head()
Out[16]:
Ozone
Time
_Ozone
row_number
Time_Normalized
_Ozone_LinearTrend
_Ozone_LinearTrend_residue
_Ozone_LinearTrend_residue_zeroCycle
_Ozone_LinearTrend_residue_zeroCycle_residue
_Ozone_LinearTrend_residue_zeroCycle_residue_AR(51)
...
_Ozone_Cycle
_Ozone_Cycle_residue
_Ozone_AR
_Ozone_AR_residue
_Ozone_TransformedForecast
_Ozone_TransformedResidue
Ozone_Forecast
Ozone_Residue
Ozone_Forecast_Lower_Bound
Ozone_Forecast_Upper_Bound
0
2.7
1955-01-01
2.7
0
0.000000
5.022578
-2.322578
0.0
-2.322578
-0.939548
...
0.0
-2.322578
-0.939548
-1.383030
4.083030
-1.383030
4.083030
-1.383030
NaN
NaN
1
2.0
1955-02-01
2.0
1
0.006701
5.010334
-3.010334
0.0
-3.010334
-0.939548
...
0.0
-3.010334
-0.939548
-2.070786
4.070786
-2.070786
4.070786
-2.070786
NaN
NaN
2
3.6
1955-03-01
3.6
2
0.012754
4.999275
-1.399275
0.0
-1.399275
-1.238697
...
0.0
-1.399275
-1.238697
-0.160578
3.760578
-0.160578
3.760578
-0.160578
NaN
NaN
3
5.0
1955-04-01
5.0
3
0.019455
4.987031
0.012969
0.0
0.012969
-0.589263
...
0.0
0.012969
-0.589263
0.602232
4.397768
0.602232
4.397768
0.602232
NaN
NaN
4
6.5
1955-05-01
6.5
4
0.025940
4.975182
1.524818
0.0
1.524818
0.145223
...
0.0
1.524818
0.145223
1.379596
5.120404
1.379596
5.120404
1.379596
NaN
NaN
5 rows × 23 columns
In [17]:
dfapp1.tail(20)
Out[17]:
Ozone
Time
_Ozone
row_number
Time_Normalized
_Ozone_LinearTrend
_Ozone_LinearTrend_residue
_Ozone_LinearTrend_residue_zeroCycle
_Ozone_LinearTrend_residue_zeroCycle_residue
_Ozone_LinearTrend_residue_zeroCycle_residue_AR(51)
...
_Ozone_Cycle
_Ozone_Cycle_residue
_Ozone_AR
_Ozone_AR_residue
_Ozone_TransformedForecast
_Ozone_TransformedResidue
Ozone_Forecast
Ozone_Residue
Ozone_Forecast_Lower_Bound
Ozone_Forecast_Upper_Bound
220
NaN
1973-05-01
2.944415
220
1.447255
2.378257
0.566158
0.0
0.566158
0.566158
...
0.0
0.566158
0.566158
2.220446e-16
2.944415
0.000000
2.944415
0.000000
NaN
NaN
221
NaN
1973-06-01
2.819216
221
1.453956
2.366013
0.453203
0.0
0.453203
0.453203
...
0.0
0.453203
0.453203
-5.551115e-17
2.819216
0.000000
2.819216
0.000000
NaN
NaN
222
NaN
1973-07-01
3.135386
222
1.460441
2.354164
0.781223
0.0
0.781223
0.781223
...
0.0
0.781223
0.781223
-2.220446e-16
3.135386
0.000000
3.135386
0.000000
NaN
NaN
223
NaN
1973-08-01
3.178274
223
1.467142
2.341920
0.836354
0.0
0.836354
0.836354
...
0.0
0.836354
0.836354
2.220446e-16
3.178274
0.000000
3.178274
0.000000
NaN
NaN
224
NaN
1973-09-01
2.919884
224
1.473843
2.329676
0.590209
0.0
0.590209
0.590209
...
0.0
0.590209
0.590209
0.000000e+00
2.919884
0.000000
2.919884
0.000000
NaN
NaN
225
NaN
1973-10-01
2.203963
225
1.480329
2.317826
-0.113864
0.0
-0.113864
-0.113864
...
0.0
-0.113864
-0.113864
-1.110223e-16
2.203963
0.000000
2.203963
0.000000
NaN
NaN
226
NaN
1973-11-01
0.882882
226
1.487030
2.305582
-1.422701
0.0
-1.422701
-1.422701
...
0.0
-1.422701
-1.422701
0.000000e+00
0.882882
0.000000
0.882882
0.000000
NaN
NaN
227
NaN
1973-12-01
0.511542
227
1.493515
2.293733
-1.782191
0.0
-1.782191
-1.782191
...
0.0
-1.782191
-1.782191
0.000000e+00
0.511542
0.000000
0.511542
0.000000
NaN
NaN
228
NaN
1974-01-01
0.829787
228
1.500216
2.281489
-1.451702
0.0
-1.451702
-1.451702
...
0.0
-1.451702
-1.451702
0.000000e+00
0.829787
0.000000
0.829787
0.000000
NaN
NaN
229
NaN
1974-02-01
1.428053
229
1.506917
2.269245
-0.841193
0.0
-0.841193
-0.841193
...
0.0
-0.841193
-0.841193
0.000000e+00
1.428053
0.000000
1.428053
0.000000
NaN
NaN
230
NaN
1974-03-01
1.849976
230
1.512970
2.258186
-0.408210
0.0
-0.408210
-0.408210
...
0.0
-0.408210
-0.408210
0.000000e+00
1.849976
0.000000
1.849976
0.000000
NaN
NaN
231
NaN
1974-04-01
2.518120
231
1.519671
2.245942
0.272178
0.0
0.272178
0.272178
...
0.0
0.272178
0.272178
-2.220446e-16
2.518120
0.000000
2.518120
0.000000
NaN
NaN
232
NaN
1974-05-01
2.720288
232
1.526157
2.234093
0.486195
0.0
0.486195
0.486195
...
0.0
0.486195
0.486195
-1.665335e-16
2.720288
0.000000
2.720288
0.000000
NaN
NaN
233
NaN
1974-06-01
3.017658
233
1.532858
2.221849
0.795809
0.0
0.795809
0.795809
...
0.0
0.795809
0.795809
2.220446e-16
3.017658
0.000000
3.017658
0.000000
NaN
NaN
234
NaN
1974-07-01
3.150487
234
1.539343
2.210000
0.940487
0.0
0.940487
0.940487
...
0.0
0.940487
0.940487
-2.220446e-16
3.150487
0.000000
3.150487
0.000000
NaN
NaN
235
NaN
1974-08-01
3.288616
235
1.546044
2.197756
1.090860
0.0
1.090860
1.090860
...
0.0
1.090860
1.090860
2.220446e-16
3.288616
0.000000
3.288616
0.000000
NaN
NaN
236
NaN
1974-09-01
2.691775
236
1.552745
2.185512
0.506264
0.0
0.506264
0.506264
...
0.0
0.506264
0.506264
-2.220446e-16
2.691775
0.000000
2.691775
0.000000
NaN
NaN
237
NaN
1974-10-01
1.774404
237
1.559230
2.173663
-0.399259
0.0
-0.399259
-0.399259
...
0.0
-0.399259
-0.399259
-5.551115e-17
1.774404
0.000000
1.774404
0.000000
NaN
NaN
238
NaN
1974-11-01
0.854985
238
1.565932
2.161419
-1.306433
0.0
-1.306433
-1.306433
...
0.0
-1.306433
-1.306433
0.000000e+00
0.854985
0.000000
0.854985
0.000000
NaN
NaN
239
NaN
1974-12-01
0.854985
239
1.572417
2.149569
-1.294584
0.0
-1.294584
-1.555925
...
0.0
-1.294584
-1.555925
2.613410e-01
0.593644
0.261341
0.593644
0.261341
NaN
NaN
20 rows × 23 columns
In [18]:
#trdec.mTimeInfo.mTimeDelta
In [19]:
#trdec.mBestModelCycle.mDefaultValue
In [20]:
delta1 = np.mean(df['Time'] - df['Time'].shift(1))
delta1
Out[20]:
Timedelta('30 days 10:24:14.187192')
In [21]:
delta1.days
Out[21]:
30
In [22]:
import datetime as dt
#delta1/dt.timedelta(month = 1)
In [23]:
from dateutil import relativedelta
from datetime import datetime
date1 = datetime.strptime(str('2011-08-15 12:00:00'), '%Y-%m-%d %H:%M:%S')
date2 = datetime.strptime(str('2012-02-15'), '%Y-%m-%d')
r = relativedelta.relativedelta(date1, date2)
In [24]:
r.months
Out[24]:
-5
In [25]:
r.weekday
In [26]:
dfapp.tail()
Out[26]:
Month
Ozone
Time
199
1971-08
3.3
1971-08-01
200
1971-09
2.7
1971-09-01
201
1971-10
2.5
1971-10-01
202
1971-11
1.6
1971-11-01
203
1971-12
1.2
1971-12-01
In [27]:
lDecomp = lEngine.mSignalDecomposition
In [28]:
dfapp1 = lDecomp.forecast(dfapp, 36);
dfapp2 = dfapp1;
dfapp2['Ozone'] = df['Ozone']
In [29]:
dfapp1.tail(15)
Out[29]:
Ozone
Time
_Ozone
row_number
Time_Normalized
_Ozone_LinearTrend
_Ozone_LinearTrend_residue
_Ozone_LinearTrend_residue_zeroCycle
_Ozone_LinearTrend_residue_zeroCycle_residue
_Ozone_LinearTrend_residue_zeroCycle_residue_AR(51)
...
_Ozone_Cycle
_Ozone_Cycle_residue
_Ozone_AR
_Ozone_AR_residue
_Ozone_TransformedForecast
_Ozone_TransformedResidue
Ozone_Forecast
Ozone_Residue
Ozone_Forecast_Lower_Bound
Ozone_Forecast_Upper_Bound
225
NaN
1973-10-01
2.203963
225
1.480329
2.317826
-0.113864
0.0
-0.113864
-0.113864
...
0.0
-0.113864
-0.113864
-1.110223e-16
2.203963
0.000000
2.203963
0.000000
NaN
NaN
226
NaN
1973-11-01
0.882882
226
1.487030
2.305582
-1.422701
0.0
-1.422701
-1.422701
...
0.0
-1.422701
-1.422701
0.000000e+00
0.882882
0.000000
0.882882
0.000000
NaN
NaN
227
NaN
1973-12-01
0.511542
227
1.493515
2.293733
-1.782191
0.0
-1.782191
-1.782191
...
0.0
-1.782191
-1.782191
0.000000e+00
0.511542
0.000000
0.511542
0.000000
NaN
NaN
228
NaN
1974-01-01
0.829787
228
1.500216
2.281489
-1.451702
0.0
-1.451702
-1.451702
...
0.0
-1.451702
-1.451702
0.000000e+00
0.829787
0.000000
0.829787
0.000000
NaN
NaN
229
NaN
1974-02-01
1.428053
229
1.506917
2.269245
-0.841193
0.0
-0.841193
-0.841193
...
0.0
-0.841193
-0.841193
0.000000e+00
1.428053
0.000000
1.428053
0.000000
NaN
NaN
230
NaN
1974-03-01
1.849976
230
1.512970
2.258186
-0.408210
0.0
-0.408210
-0.408210
...
0.0
-0.408210
-0.408210
0.000000e+00
1.849976
0.000000
1.849976
0.000000
NaN
NaN
231
NaN
1974-04-01
2.518120
231
1.519671
2.245942
0.272178
0.0
0.272178
0.272178
...
0.0
0.272178
0.272178
-2.220446e-16
2.518120
0.000000
2.518120
0.000000
NaN
NaN
232
NaN
1974-05-01
2.720288
232
1.526157
2.234093
0.486195
0.0
0.486195
0.486195
...
0.0
0.486195
0.486195
-1.665335e-16
2.720288
0.000000
2.720288
0.000000
NaN
NaN
233
NaN
1974-06-01
3.017658
233
1.532858
2.221849
0.795809
0.0
0.795809
0.795809
...
0.0
0.795809
0.795809
2.220446e-16
3.017658
0.000000
3.017658
0.000000
NaN
NaN
234
NaN
1974-07-01
3.150487
234
1.539343
2.210000
0.940487
0.0
0.940487
0.940487
...
0.0
0.940487
0.940487
-2.220446e-16
3.150487
0.000000
3.150487
0.000000
NaN
NaN
235
NaN
1974-08-01
3.288616
235
1.546044
2.197756
1.090860
0.0
1.090860
1.090860
...
0.0
1.090860
1.090860
2.220446e-16
3.288616
0.000000
3.288616
0.000000
NaN
NaN
236
NaN
1974-09-01
2.691775
236
1.552745
2.185512
0.506264
0.0
0.506264
0.506264
...
0.0
0.506264
0.506264
-2.220446e-16
2.691775
0.000000
2.691775
0.000000
NaN
NaN
237
NaN
1974-10-01
1.774404
237
1.559230
2.173663
-0.399259
0.0
-0.399259
-0.399259
...
0.0
-0.399259
-0.399259
-5.551115e-17
1.774404
0.000000
1.774404
0.000000
NaN
NaN
238
NaN
1974-11-01
0.854985
238
1.565932
2.161419
-1.306433
0.0
-1.306433
-1.306433
...
0.0
-1.306433
-1.306433
0.000000e+00
0.854985
0.000000
0.854985
0.000000
NaN
NaN
239
NaN
1974-12-01
0.854985
239
1.572417
2.149569
-1.294584
0.0
-1.294584
-1.555925
...
0.0
-1.294584
-1.555925
2.613410e-01
0.593644
0.261341
0.593644
0.261341
NaN
NaN
15 rows × 23 columns
In [30]:
dfapp1.describe()
Out[30]:
Ozone
_Ozone
row_number
Time_Normalized
_Ozone_LinearTrend
_Ozone_LinearTrend_residue
_Ozone_LinearTrend_residue_zeroCycle
_Ozone_LinearTrend_residue_zeroCycle_residue
_Ozone_LinearTrend_residue_zeroCycle_residue_AR(51)
_Ozone_LinearTrend_residue_zeroCycle_residue_AR(51)_residue
...
_Ozone_Cycle
_Ozone_Cycle_residue
_Ozone_AR
_Ozone_AR_residue
_Ozone_TransformedForecast
_Ozone_TransformedResidue
Ozone_Forecast
Ozone_Residue
Ozone_Forecast_Lower_Bound
Ozone_Forecast_Upper_Bound
count
204.000000
240.000000
240.00000
240.000000
240.000000
240.000000
240.0
240.000000
240.000000
2.400000e+02
...
240.0
240.000000
240.000000
2.400000e+02
240.000000
240.000000
240.000000
240.000000
12.000000
12.000000
mean
3.835784
3.578026
119.50000
0.786145
3.586189
-0.008163
0.0
-0.008163
-0.058529
5.036576e-02
...
0.0
-0.008163
-0.058529
5.036576e-02
3.527660
0.050366
3.527660
0.050366
0.176283
4.207166
std
1.495228
1.550364
69.42622
0.456804
0.834640
1.274152
0.0
1.274152
1.096723
7.210652e-01
...
0.0
1.274152
1.096723
7.210652e-01
1.433810
0.721065
1.433810
0.721065
1.223818
0.982817
min
1.200000
0.511542
0.00000
0.000000
2.149569
-3.010334
0.0
-3.010334
-2.620354
-2.138210e+00
...
0.0
-3.010334
-2.620354
-2.138210e+00
0.511542
-2.138210
0.511542
-2.138210
-2.496705
2.074284
25%
2.600000
2.400000
59.75000
0.393050
2.867723
-0.996405
0.0
-0.996405
-0.939548
-2.731912e-01
...
0.0
-0.996405
-0.939548
-2.731912e-01
2.372688
-0.273191
2.372688
-0.273191
-0.397188
3.768683
50%
3.750000
3.400000
119.50000
0.786316
3.585876
0.026643
0.0
0.026643
0.127051
2.775558e-17
...
0.0
0.026643
0.127051
2.775558e-17
3.483277
0.000000
3.483277
0.000000
0.654258
4.246188
75%
4.825000
4.700000
179.25000
1.179367
4.304425
0.843794
0.0
0.843794
0.706800
4.218601e-01
...
0.0
0.843794
0.706800
4.218601e-01
4.573273
0.421860
4.573273
0.421860
1.057629
5.073057
max
8.700000
8.700000
239.00000
1.572417
5.022578
3.917958
0.0
3.917958
2.708861
2.638317e+00
...
0.0
3.917958
2.708861
2.638317e+00
7.346739
2.638317
7.346739
2.638317
1.437735
5.468830
8 rows × 22 columns
In [ ]:
In [ ]:
Content source: antoinecarme/pyaf
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