我正在尝试构建用于异常检测的ARIMA。我需要找到时间序列图的移动平均线我试图使用pandas 0.23这个
import pandas as pd
import numpy as np
from statsmodels.tsa.stattools import adfuller
import matplotlib.pylab as plt
from matplotlib.pylab import rcParams
rcParams['figure.figsize'] = 15, 6
dateparse = lambda dates: pd.datetime.strptime(dates, '%Y-%m')
data = pd.read_csv('AirPassengers.csv', parse_dates=['Month'], index_col='Month',date_parser=dateparse)
data.index
ts = data['#Passengers']
ts.head(10)
plt.plot(ts)
ts_log = np.log(ts)
plt.plot(ts_log)
moving_avg = pd.rolling_mean(ts_log,12) # here is the error
pd.rolling_mean
plt.plot(ts_log)
plt.plot(moving_avg, color='red')
错误:回溯(最近一次调用最后一次):文件“C:\ Program Files \ Python36 \ lastmainprogram.py“,第74行,in moving_avg = pd.rolling_mean(ts_log,12)AttributeError:模块'pandas'没有属性'rolling_mean'
答案 0 :(得分:58)
我认为需要改变:
moving_avg = pd.rolling_mean(ts_log,12)
为:
moving_avg = ts_log.rolling(12).mean()
因为旧的pandas版本代码低于pandas 0.18.0
答案 1 :(得分:4)
更改:
moving_avg = pd.rolling_mean(ts_log,12)
收件人:
rolmean = pd.Series(timeseries).rolling(window=12).mean()
rolstd = pd.Series(timeseries).rolling(window=12).std()
答案 2 :(得分:1)
更改:
moving_avg = pd.rolling_mean(ts_log,12)
收件人:
moving_avg = ts_log.rolling(12).mean()
答案 3 :(得分:0)
您将需要在检测中使用它,以便添加。
moving_std = ts_log.rolling(12).std()