tsfeatures:根据时间序列数据计算各种特征。 R包tsfeatures的Python实现

上传者: 42157567 | 上传时间: 2022-07-11 10:53:11 | 文件大小: 77KB | 文件类型: ZIP
特色 根据时间序列数据计算各种特征。 R包Python实现。 安装 您可以使用以下tsfeatures从安装tsfeatures的发行版本: pip install tsfeatures 用法 tsfeatures主函数默认情况下计算Montero-Manso,Talagala,Hyndman和Athanasopoulos在。 from tsfeatures import tsfeatures 该函数接收具有unique_id , ds , y列以及可选的数据频率的面板熊猫df。 tsfeatures ( panel , freq = 7 ) 默认情况下( freq=None ),该函数将尝试推断每个时间序列的频率(使用ds列上pandas infer_freq )并根据内置字典FREQS分配一个季节性周期: FREQS = { 'H' : 24 , 'D' : 1 ,

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