seasonal | Robustly estimate trend and periodicity in a timeseries

 by   welch Python Version: Current License: MIT

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Robustly estimate trend and periodicity in a timeseries.
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            seasonal Key Features

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            seasonal Examples and Code Snippets

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            Community Discussions

            QUESTION

            How to find series of highest peaks of a repeating pattern using find_peaks() in Python?
            Asked 2022-Apr-01 at 13:27

            I'm trying to determine the highest peaks of the pattern blocks in the following waveform:

            Basically, I need to detect the following peaks only (highlighted):

            If I use scipy.find_peaks(), it's unable to detect the appropriate peaks:

            ...

            ANSWER

            Answered 2022-Mar-31 at 11:48

            For testing purposes i used a rough reconstruction of your signal.

            Source https://stackoverflow.com/questions/71689564

            QUESTION

            Feature importance or model summary in sktime
            Asked 2022-Mar-21 at 09:35

            I'm going through the documentation of the sktime package. One thing I just cannot find is the feature importance (that we'd get with sklearn models) or model summary (like the one we can obtain from statsmodels). Is it something that is just not implemented yet?

            It seems that this functionality is implemented for models like AutoETS or AutoARIMA.

            ...

            ANSWER

            Answered 2022-Mar-21 at 09:35

            Ok, I was able to solve it myself. I'm really glad the functionality is there!

            The source code for ForecastingPipeline indicates that an instance of this class has an attribute steps_ - it holds the fitted instance of the model in a pipeline.

            Source https://stackoverflow.com/questions/71545626

            QUESTION

            Unable to understand elasticsearch analyser regex
            Asked 2022-Mar-15 at 09:35

            Can someone help me understand why my understanding of an elasticsearch analyser is wrong?

            I have an index containing various fields, one in particular is:

            ...

            ANSWER

            Answered 2022-Mar-10 at 01:32

            There are few things, which is changing the final tokens produced by your analyzer, first is the tokenizer and after that the token-filters(for ex:you have stop_filter that removes the stop words like this, is, a).

            you can use the analyze API to test your tokenizer as well, I created your configuration and it produces below tokens.

            POST _analyze

            Source https://stackoverflow.com/questions/71416352

            QUESTION

            Find continuous rolling combination of values from a vector that sum to target value
            Asked 2022-Feb-15 at 13:14

            I have counts of hourly salmon passage past an observation tower over the course of a season and found the proportion of the total seasonal passage for each hour.

            I want to find the span of hours that account for at least 80% of daily passage. In other words, I need to find the shortest combination of continuous counts which sum to greater than or equal to 0.80.

            For example, if I have:

            ...

            ANSWER

            Answered 2022-Feb-15 at 13:14

            UPDATE

            This function still iterates over hour extents until the threshold is met, but calls cumsum only once (for the whole function) instead of twice per iteration. It is about 5x faster.

            Source https://stackoverflow.com/questions/71116195

            QUESTION

            Seasonal plots for multiple variables using forecast::ggseasonplot
            Asked 2022-Feb-14 at 06:50

            I'm trying to draw a seasonal plots for dataframe df, which contains time series data for 2 variables (value1 and value2):

            ...

            ANSWER

            Answered 2022-Feb-14 at 06:27

            This is what the feasts package is for -- handling time series graphics with multiple series in the same data frame. Here is how to do it with the sample data provided.

            Source https://stackoverflow.com/questions/71107712

            QUESTION

            Exclude Weekends in Dot in Dplyr
            Asked 2022-Jan-02 at 03:07

            This is a continuation question from this answer: https://stackoverflow.com/a/45254762/5893585

            I am using the do function in dplyr within the prophet package. When attempting this I want to make a future dataframe with weekends excluded. Below is my current code:

            Current dataframe:

            ...

            ANSWER

            Answered 2022-Jan-02 at 03:07

            We could remove weekend days prior to predict:

            Source https://stackoverflow.com/questions/70417539

            QUESTION

            return pandas dataframe from function
            Asked 2021-Dec-19 at 01:44

            I want to return a dataframe from this function, which can be used elsewhere (for plotly graph to be exact).

            My idea is to use the dataframe I can create with points_sum(), save it as the team name, and then use that dataframe in my px.line(dataframe = team_name).

            In essence, I want to use the men_points_df variable after I created it.

            ...

            ANSWER

            Answered 2021-Dec-18 at 16:00

            Just call points_sum in the update_graph function, before you use test:

            Source https://stackoverflow.com/questions/70404784

            QUESTION

            Javascript Cleanup in Google Sheets
            Asked 2021-Dec-16 at 19:01

            I have the below code that works the way as intended (3 functions total). I am looking for help in how to write better code. I'm thinking there has to be a more efficient or cleaner way to write this code. In particular, the way I wrote the date code I am confused how it is working, just know that it is. Please and thank you for any help I can get on this!

            The idea was developing a function that could determine what a delay of revenue timing could look like, given the seasonality of the business. The function pulls in a months value (original end date - new end date). Then the function will begin to sum the percentages based on the month following the current end month and until the difference in the dates is reached. Then this percentage value is taken to get us the impact in delayed timing.

            IE supposed to start January 2021, but had to move until May 2021. This causes a delay of 4 months. Starting from February, sum the percentages for the following 4 months.

            Google Sheet: Google Sheets Example

            ...

            ANSWER

            Answered 2021-Dec-16 at 19:01

            This can still be optimized further. I just used loops and arrays to shorten the repeated lines as it is the quickest way to achieve your goal (which is to make the script cleaner/shorter) without changing the algorithm you applied.

            Script:

            Source https://stackoverflow.com/questions/70356343

            QUESTION

            R libraries forecast::auto.arima vs fable:ARIMA what's the differences?
            Asked 2021-Dec-13 at 21:31

            The online documentation indicates that the algorithm under the hood is the same to estimate the (s)Arima models. During some tests, with a Kaggle dataset, I had different models: ARIMA function show me a sArima, auto.arima only Arima model.

            ...

            ANSWER

            Answered 2021-Dec-13 at 21:31

            forecast::auto.arima() requires a ts object. That is a vector with some time series attributes including the seasonal frequency. When you just pass a numeric vector, as you have here, it assumes the seasonal frequency is 1 (as for annual data) and will not fit a seasonal ARIMA model.

            On the other hand, the tsibble object contains a time index (in this case it looks like it is a date variable) and ARIMA() will use that index to determine what type of seasonality (if any) is present. With a date variable, it will select seasonal frequency of 7 to correspond to a time of week seasonality.

            To get the same thing with forecast::auto.arima(), use

            Source https://stackoverflow.com/questions/70333319

            QUESTION

            embarrassingly parallel problem in python
            Asked 2021-Dec-08 at 15:30

            I have 634 *.npy files, each contain a 2D numpy array of shape (8194, 76). I want to use STL decomposition on each column five time with different frequencies. so what I'm trying to do is:

            ...

            ANSWER

            Answered 2021-Dec-08 at 15:30

            You can do something like that:

            Source https://stackoverflow.com/questions/70274143

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