时间序列分析的七种方法

7 methods to perform Time Series forecasting

• Method 1 – Start with a Naive Approach
• Method 2 – Simple average
• Method 3 – Moving average
• Method 4 – Single Exponential smoothing
• Method 5 – Holt’s linear trend method
• Method 6 – Holt’s Winter seasonal method
• Method 7 – ARIMA

import pandas as pd
import numpy as np
import matplotlib.pylab as plt

%matplotlib inline
# 解决坐标轴刻度负号乱码
plt.rcParams['axes.unicode_minus'] = False
# 解决中文乱码问题
plt.rcParams['font.sans-serif'] = ['Simhei']

from matplotlib.pylab import rcParams
rcParams['figure.figsize'] = 18, 6

import warnings
warnings.filterwarnings("ignore")

数据：1981-1990年澳大利亚墨尔本每日最低温度

#Importing data
df = pd.read_csv('Train_SU63ISt.csv')
#Printing head
df.head()

	ID	Datetime	Count
0	0	25-08-2012 00:00	8
1	1	25-08-2012 01:00	2
2	2	25-08-2012 02:00	6
3	3	25-08-2012 03:00	2
4	4	25-08-2012 04:00	2

#Printing tail
df.tail()

	ID	Datetime	Count
18283	18283	25-09-2014 19:00	868
18284	18284	25-09-2014 20:00	732
18285	18285	25-09-2014 21:00	702
18286	18286	25-09-2014 22:00	580
18287	18287	25-09-2014 23:00	534

#Subsetting the dataset
#Index 11856 marks the end of year 2013
df = pd.read_csv('Train_SU63ISt.csv', nrows = 11856)

#Creating train and test set 
#Index 10392 marks the end of October 2013 
train=df[0:10392] 
test=df[10392:]

#Aggregating the dataset at daily level
df.Timestamp = pd.to_datetime(df.Datetime,format='%d-%m-%Y %H:%M') 
df.index = df.Timestamp 
df = df.resample('D').mean()
train.Timestamp = pd.to_datetime(train.Datetime,format='%d-%m-%Y %H:%M') 
train.index = train.Timestamp 
train = train.resample('D').mean() 
test.Timestamp = pd.to_datetime(test.Datetime,format='%d-%m-%Y %H:%M') 
test.index = test.Timestamp 
test = test.resample('D').mean()

#Plotting data
train.Count.plot(figsize=(18,8), title= 'Daily Ridership', fontsize=14)
test.Count.plot(figsize=