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transform testing

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Gourav Kumar 2022-05-24 21:11:15 +05:30
parent 66ad448516
commit 9a71cdf355
1 changed files with 45 additions and 403 deletions
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testing.ipynb
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@ -478,7 +478,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 2, "execution_count": 1,
"id": "aead3e77-2670-4541-846a-5537b01f3d2e", "id": "aead3e77-2670-4541-846a-5537b01f3d2e",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
@ -493,7 +493,7 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 3, "execution_count": 2,
"id": "f287e05f", "id": "f287e05f",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
@ -583,34 +583,34 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 4, "execution_count": 12,
"id": "c85b5dd9-9a88-4608-ac58-1a141295f63f", "id": "c85b5dd9-9a88-4608-ac58-1a141295f63f",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"data = sample_data_generator(num=261, frequency=fc.AllFrequencies.W, mu=0.6, sigma=0.7)\n", "data = sample_data_generator(num=261, frequency=fc.AllFrequencies.W)\n",
"ts = fc.TimeSeries(data, \"W\")" "ts = fc.TimeSeries(data, \"W\")"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 5, "execution_count": 13,
"id": "0488a4d0-bca1-4341-9fae-1fd254adc0dc", "id": "0488a4d0-bca1-4341-9fae-1fd254adc0dc",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
{ {
"data": { "data": {
"text/plain": [ "text/plain": [
"TimeSeries([(datetime.datetime(2017, 1, 1, 0, 0), 1040.39),\n", "TimeSeries([(datetime.datetime(2017, 1, 1, 0, 0), 1003.03),\n",
"\t (datetime.datetime(2017, 1, 8, 0, 0), 1032.83),\n", "\t (datetime.datetime(2017, 1, 8, 0, 0), 1002.71),\n",
"\t (datetime.datetime(2017, 1, 15, 0, 0), 1120.5)\n", "\t (datetime.datetime(2017, 1, 15, 0, 0), 1008.77)\n",
"\t ...\n", "\t ...\n",
"\t (datetime.datetime(2021, 12, 12, 0, 0), 2007.18),\n", "\t (datetime.datetime(2021, 12, 12, 0, 0), 1107.21),\n",
"\t (datetime.datetime(2021, 12, 19, 0, 0), 1987.49),\n", "\t (datetime.datetime(2021, 12, 19, 0, 0), 1106.66),\n",
"\t (datetime.datetime(2021, 12, 26, 0, 0), 1924.2)], frequency='W')" "\t (datetime.datetime(2021, 12, 26, 0, 0), 1104.32)], frequency='W')"
] ]
}, },
"execution_count": 5, "execution_count": 13,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
@ -621,429 +621,71 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 6, "execution_count": 14,
"id": "cd0eb38c", "id": "04624145-4fce-484c-aa69-0d17d159b598",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"dates = fc.create_date_series(ts.start_date, ts.end_date, 'M')" "tst = ts.transform('Q', 'mean', False)"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 7, "execution_count": 16,
"id": "69c48512", "id": "75ed1666-5fc8-4707-bf42-62d44adcae18",
"metadata": {},
"outputs": [],
"source": [
"prev_date = dates[0]\n",
"for i in dates[1:]:\n",
" cur_date = i\n",
" "
]
},
{
"cell_type": "code",
"execution_count": 8,
"id": "43fa2254",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
{ {
"data": { "data": {
"text/plain": [ "text/plain": [
"TimeSeries([(datetime.datetime(2017, 1, 8, 0, 0), 1032.83),\n", "20"
"\t(datetime.datetime(2017, 1, 15, 0, 0), 1120.5),\n",
"\t(datetime.datetime(2017, 1, 22, 0, 0), 1125.86),\n",
"\t(datetime.datetime(2017, 1, 29, 0, 0), 1178.74)], frequency='W')"
] ]
}, },
"execution_count": 8, "execution_count": 16,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
], ],
"source": [ "source": [
"ts[(ts.dates < '2017-01-31') & (ts.dates > '2017-01-01')]" "len(tst)"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 9, "execution_count": 15,
"id": "32a82399-e056-45d6-86a3-b9f0855aed27", "id": "bccd7d1c-2d57-444c-af68-290f476f2b05",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"Series([datetime.datetime(2017, 1, 1, 0, 0), datetime.datetime(2017, 2, 1, 0, 0), datetime.datetime(2017, 3, 1, 0, 0), datetime.datetime(2017, 4, 1, 0, 0), datetime.datetime(2017, 5, 1, 0, 0), datetime.datetime(2017, 6, 1, 0, 0), datetime.datetime(2017, 7, 1, 0, 0), datetime.datetime(2017, 8, 1, 0, 0), datetime.datetime(2017, 9, 1, 0, 0), datetime.datetime(2017, 10, 1, 0, 0), datetime.datetime(2017, 11, 1, 0, 0), datetime.datetime(2017, 12, 1, 0, 0), datetime.datetime(2018, 1, 1, 0, 0), datetime.datetime(2018, 2, 1, 0, 0), datetime.datetime(2018, 3, 1, 0, 0), datetime.datetime(2018, 4, 1, 0, 0), datetime.datetime(2018, 5, 1, 0, 0), datetime.datetime(2018, 6, 1, 0, 0), datetime.datetime(2018, 7, 1, 0, 0), datetime.datetime(2018, 8, 1, 0, 0), datetime.datetime(2018, 9, 1, 0, 0), datetime.datetime(2018, 10, 1, 0, 0), datetime.datetime(2018, 11, 1, 0, 0), datetime.datetime(2018, 12, 1, 0, 0), datetime.datetime(2019, 1, 1, 0, 0), datetime.datetime(2019, 2, 1, 0, 0), datetime.datetime(2019, 3, 1, 0, 0), datetime.datetime(2019, 4, 1, 0, 0), datetime.datetime(2019, 5, 1, 0, 0), datetime.datetime(2019, 6, 1, 0, 0), datetime.datetime(2019, 7, 1, 0, 0), datetime.datetime(2019, 8, 1, 0, 0), datetime.datetime(2019, 9, 1, 0, 0), datetime.datetime(2019, 10, 1, 0, 0), datetime.datetime(2019, 11, 1, 0, 0), datetime.datetime(2019, 12, 1, 0, 0), datetime.datetime(2020, 1, 1, 0, 0), datetime.datetime(2020, 2, 1, 0, 0), datetime.datetime(2020, 3, 1, 0, 0), datetime.datetime(2020, 4, 1, 0, 0), datetime.datetime(2020, 5, 1, 0, 0), datetime.datetime(2020, 6, 1, 0, 0), datetime.datetime(2020, 7, 1, 0, 0), datetime.datetime(2020, 8, 1, 0, 0), datetime.datetime(2020, 9, 1, 0, 0), datetime.datetime(2020, 10, 1, 0, 0), datetime.datetime(2020, 11, 1, 0, 0), datetime.datetime(2020, 12, 1, 0, 0), datetime.datetime(2021, 1, 1, 0, 0), datetime.datetime(2021, 2, 1, 0, 0), datetime.datetime(2021, 3, 1, 0, 0), datetime.datetime(2021, 4, 1, 0, 0), datetime.datetime(2021, 5, 1, 0, 0), datetime.datetime(2021, 6, 1, 0, 0), datetime.datetime(2021, 7, 1, 0, 0), datetime.datetime(2021, 8, 1, 0, 0), datetime.datetime(2021, 9, 1, 0, 0), datetime.datetime(2021, 10, 1, 0, 0), datetime.datetime(2021, 11, 1, 0, 0), datetime.datetime(2021, 12, 1, 0, 0)], data_type='datetime')"
]
},
"execution_count": 9,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"dates"
]
},
{
"cell_type": "code",
"execution_count": 13,
"id": "352a71a3-5469-4464-8a93-17f4660822fd",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
{ {
"name": "stdout", "name": "stdout",
"output_type": "stream", "output_type": "stream",
"text": [ "text": [
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"2021-06-20 00:00:00 2005.34\n",
"2021-06-27 00:00:00 1903.11\n",
"2021-07-04 00:00:00 1902.17\n",
"2021-07-11 00:00:00 1943.94\n",
"2021-07-18 00:00:00 1848.16\n",
"2021-07-25 00:00:00 1807.84\n",
"2021-08-01 00:00:00 1885.75\n",
"2021-08-08 00:00:00 1930.57\n",
"2021-08-15 00:00:00 2004.8\n",
"2021-08-22 00:00:00 2181.39\n",
"2021-08-29 00:00:00 2112.61\n",
"2021-09-05 00:00:00 2176.47\n",
"2021-09-12 00:00:00 2255.73\n",
"2021-09-19 00:00:00 2224.32\n",
"2021-09-26 00:00:00 2195.41\n",
"2021-10-03 00:00:00 2255.36\n",
"2021-10-10 00:00:00 2238.18\n",
"2021-10-17 00:00:00 2290.97\n",
"2021-10-24 00:00:00 2380.52\n",
"2021-10-31 00:00:00 2237.11\n",
"2021-11-07 00:00:00 2234.85\n",
"2021-11-14 00:00:00 2281.46\n",
"2021-11-21 00:00:00 2225.14\n",
"2021-11-28 00:00:00 2200.28\n",
"2021-12-05 00:00:00 2104.56\n",
"2021-12-12 00:00:00 2007.18\n",
"2021-12-19 00:00:00 1987.49\n",
"2021-12-26 00:00:00 1924.2\n"
] ]
} }
], ],
"source": [ "source": [
"for i, j in ts:\n", "for i in tst:\n",
" print(i, j)" " print(i)"
]
},
{
"cell_type": "code",
"execution_count": 11,
"id": "14c72558-0500-44e4-a893-628a4102ff53",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"2017-01-01 00:00:00 1099.664\n",
"2017-02-01 00:00:00 1147.25\n",
"2017-03-01 00:00:00 1167.5249999999999\n",
"2017-04-01 00:00:00 1205.436\n",
"2017-05-01 00:00:00 1285.345\n",
"2017-06-01 00:00:00 1226.3175\n",
"2017-07-01 00:00:00 1119.366\n",
"2017-08-01 00:00:00 1096.86\n",
"2017-09-01 00:00:00 1173.1475\n",
"2017-10-01 00:00:00 1210.18\n",
"2017-11-01 00:00:00 1391.4975\n",
"2017-12-01 00:00:00 1473.172\n",
"2018-01-01 00:00:00 1543.2475\n",
"2018-02-01 00:00:00 1841.935\n",
"2018-03-01 00:00:00 1994.7649999999999\n",
"2018-04-01 00:00:00 1933.944\n",
"2018-05-01 00:00:00 1768.365\n",
"2018-06-01 00:00:00 1798.7775000000001\n",
"2018-07-01 00:00:00 1602.54\n",
"2018-08-01 00:00:00 1468.445\n",
"2018-09-01 00:00:00 1534.14\n",
"2018-10-01 00:00:00 1545.12\n",
"2018-11-01 00:00:00 1517.2875\n",
"2018-12-01 00:00:00 1534.112\n",
"2019-01-01 00:00:00 1689.6924999999999\n",
"2019-02-01 00:00:00 1829.31\n",
"2019-03-01 00:00:00 1612.344\n",
"2019-04-01 00:00:00 1561.4325\n",
"2019-05-01 00:00:00 1639.56\n",
"2019-06-01 00:00:00 1562.152\n",
"2019-07-01 00:00:00 1405.61\n",
"2019-08-01 00:00:00 1351.45\n",
"2019-09-01 00:00:00 1322.7\n",
"2019-10-01 00:00:00 1333.6025\n",
"2019-11-01 00:00:00 1166.5925\n",
"2019-12-01 00:00:00 1163.202\n",
"2020-01-01 00:00:00 1167.065\n",
"2020-02-01 00:00:00 1170.555\n",
"2020-03-01 00:00:00 1210.952\n",
"2020-04-01 00:00:00 1284.5774999999999\n",
"2020-05-01 00:00:00 1216.634\n",
"2020-06-01 00:00:00 1272.9099999999999\n",
"2020-07-01 00:00:00 1272.22\n",
"2020-08-01 00:00:00 1161.09\n",
"2020-09-01 00:00:00 1217.0974999999999\n",
"2020-10-01 00:00:00 1313.04\n",
"2020-11-01 00:00:00 1310.506\n",
"2020-12-01 00:00:00 1440.78\n",
"2021-01-01 00:00:00 1438.026\n",
"2021-02-01 00:00:00 1437.3474999999999\n",
"2021-03-01 00:00:00 1524.5225\n",
"2021-04-01 00:00:00 1764.155\n",
"2021-05-01 00:00:00 1830.142\n",
"2021-06-01 00:00:00 1981.4175\n",
"2021-07-01 00:00:00 1875.5275000000001\n",
"2021-08-01 00:00:00 2023.024\n",
"2021-09-01 00:00:00 2212.9825\n",
"2021-10-01 00:00:00 2280.428\n",
"2021-11-01 00:00:00 2235.4325\n"
]
}
],
"source": [
"prev_date = dates[0]\n",
"for date in dates[1:]:\n",
" cur_ts = ts[(ts.dates < date) & (ts.dates >= prev_date)]\n",
" print(prev_date, cur_ts.mean())\n",
" prev_date = date"
] ]
} }
], ],
@ -1066,7 +708,7 @@
"name": "python", "name": "python",
"nbconvert_exporter": "python", "nbconvert_exporter": "python",
"pygments_lexer": "ipython3", "pygments_lexer": "ipython3",
"version": "3.10.4" "version": "3.10.2"
} }
}, },
"nbformat": 4, "nbformat": 4,