我对差分时间序列数据和移动平均线有疑问。我正在尝试区分以下数据..
# this is my data
# import data
df = pdr.get_data_yahoo('spy',
start=datetime.datetime(2010, 1, 3),
end=datetime.datetime(2021, 5, 15))
series=df['Close']
time=pd.to_datetime(df.index)
plt.figure(figsize=(10, 6))
plot_series(time, series)
plt.show()
# find the moving average by the following code and forecast
##Forecasts the mean of the last few values.If window_size=1,
def moving_average_forecast(series, window_size):
forecast = []
for time in range(len(series) - window_size):
forecast.append(series[time:time + window_size].mean())
return np.array(forecast)
# I got the Moving average
moving_avg = moving_average_forecast(series, 30)[split_time - 30:]
plt.figure(figsize=(10, 6))
plot_series(time_valid, x_valid)
plot_series(time_valid, moving_avg)
My issue when I do the follwing differencing it gives me an error
diff_series = (series[365:] - series[:-365])
diff_time = time[365:]
plt.figure(figsize=(10, 6))
plot_series(diff_time, diff_series)
plt.show()
我无法绘制该系列,因为
误差 x 和 y 必须具有相同的第一维,但具有 (2496,) 和 (2861,) 形状