Time series decomposition
When visualizing time series data, you should look out for some distinguishable patterns:
- seasonality: does the data display a clear periodic pattern?
- trend: does the data follow a consistent upwards or downward slope?
- noise: are there any outlier points or missing values that are not consistent with the rest of the data?
You can rely on a method known as time-series decomposition to automatically extract and quantify the structure of time-series data. The statsmodels
library provides the seasonal_decompose()
function to perform time series decomposition out of the box.
decomposition = sm.tsa.seasonal_decompose(time_series)
You can extract a specific component, for example seasonality, by accessing the seasonal
attribute of the decomposition object.
Diese Übung ist Teil des Kurses
Visualizing Time Series Data in Python
Anleitung zur Übung
- Import
statsmodels.api
using the aliassm
. - Perform time series decomposition on the
co2_levels
DataFrame into a variable calleddecomposition
. - Print the seasonality component of your time series decomposition.
Interaktive Übung
Versuche dich an dieser Übung, indem du diesen Beispielcode vervollständigst.
# Import statsmodels.api as sm
import ____ as ____
# Perform time series decompositon
decomposition = sm.tsa.____(____)
# Print the seasonality component
print(____)