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time series stationary python

Innocent Iguana answered on January 19, 2023 Popularity 5/10 Helpfulness 2/10

answer time series stationary python

time series stationary python

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# Stationarity of a time series = mean, variance and autocorrelation does not change with time
# If a time series is not stationary, parameters vary at each point of time = too many parameters to model
# A good approach is to make a time series stationary for modeling with fewer parameters

# Do normal stationary transformation for time series with non-exponential growth
normal_transformation = df.diff(n_lag) 
# Plot 
plt.plot(normal_transformation) # Check with fine-tuning for the best n_lag 

# Do log stationary transformation for time series with exponential growth
exp_transformation = np.log(df).diff(n_lag)
plt.plot(exp_transformation) # Check with fine-tuning for the best n_lag

Popularity 5/10 Helpfulness 2/10 Language python

Source: Grepper

Tags: python time-series

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Contributed on Jan 19 2023

Innocent Iguana

0 Answers Avg Quality 2/10

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