python 趋势线计算式_熊猫系列趋势线斜率的计算

这应该做到：import numpy as np

import pandas as pd

df = pd.DataFrame(np.random.rand(100, 5), pd.date_range('2012-01-01', periods=100))

def trend(df):

df = df.copy().sort_index()

dates = df.index.to_julian_date().values[:, None]

x = np.concatenate([np.ones_like(dates), dates], axis=1)

y = df.values

return pd.DataFrame(np.linalg.pinv(x.T.dot(x)).dot(x.T).dot(y).T,

df.columns, ['Constant', 'Trend'])

trend(df)

使用上面相同的df作为索引：

df_sample=pd.DataFrame((df.index.to_julian_date()*10+2)+np.rand(100)*1e3，

数据框索引)coef = trend(df_sample)

df_sample['trend'] = (coef.iloc[0, 1] * df_sample.index.to_julian_date() + coef.iloc[0, 0])

df_sample.plot(style=['.', '-'])