statsmodelsで季節成分分解
季節成分の抽出
01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17 | import statsmodels.api as smres = sm.tsa.seasonal_decompose(X, freq=16)#トレンド成分trend = res.trend#季節成分season = res.seasonal#図示fig = plt.figure(figsize=(16,8))ax = fig.add_subplot(111)ax.plot(trend, label='trend')ax2 = ax.twinx()ax2.plot(season, c='orange', label='season')plt.legend()plt.show() |
