Pandas EWMA延伸文章資訊,搜尋引擎最佳文章推薦

1. 時間序列:EWMA Pandas 預報

HaveanyQuestion?Letusanswerit!Submit時間序列:EWMAPandas預報我已經在Google和此處進行了廣泛的搜尋,但似乎找不到我正在尋找的答案,或者至少找不到我瞭解的東西Pandas時間序列資料預處理我的資料框看起來像這樣:>dttexttimestamp0a時間序列與Pandas的groupby我想看看TimeSeries中不同時間段內每個客戶的Pandas資料。

importpandasa在python中使用時間序列進行預測我需要你們的幫助。

實際上,當X(天)代表時間時,我想預測變數Y(CXSTART)的下一個值。

如圖所示將時間序列與Pandas進行分箱我有一個DataFrame形式的時間序列,我可以groupby到一個序列pan.groupby(pa時間序列資料預處理我正在預處理一個時間序列資料集,將其形狀從2維(資料點,特徵)更改為3維(資料點,time_wind將Pandas時間序列重新取樣到預定義的網格假設我每週都有這樣的時間序列:rng=pd.date_range('1/1/2011Pandas時間序列圖設定x軸主要和次要刻度線和標籤我希望能夠為從Pandas時間序列物件繪製的時間序列圖設定主要和次要xticks及其標籤。

Pa您如何在Pandas的時間序列圖上繪製垂直線?如何在Pandas系列圖中繪製垂直線(vlines)?我正在使用Pandas繪製滾動裝置等,並使用傅立葉分析進行時間序列預測對於已知具有季節性或每日模式的資料,我想使用傅立葉分析進行預測。

在對時間序列資料執行fft之後,我獲



2. pandas.ewma Example

MoreExamplespandassysdjangoRequestsScrapySQLAlchemyTwistedNumPymockProgramTalkxx



3. Simple Python Pandas EMA (ewma)?

computing an EWMA of a DataFrame by time - Stack OverflowJoinStackOverflowtolearn,shareknowledge,andbuildyourcareer.SignupwithemailSignupSignupwithGoogleSignupwithGitHubSignupwithFacebookHomePublicQuestionsTagsUsersCollectivesExploreCollectivesFindaJobJobsCompaniesTeamsStackOverflowforTeams–Collaborateandshareknowledgewithaprivategroup.CreateafreeTeamWhatisTeams?TeamsCreatefreeTeamCollectivesonStackOverflowFindcentralized,trustedcontentandcollaboratearoundthetechnologiesyouusemost.LearnmoreTeamsQ&AforworkConnectandshareknowledgewithinasinglelocationthatisstructuredandeasytosearch.LearnmoreSimplePythonPandasEMA(ewma)?AskQuestionAsked3years,4monthsagoActive1year,6monthsagoViewed22ktimes22IwrotesomecodetobuildmyownEMA/MACD,buthavedecidedtogivePandasatryinstead.IamusingthiswebsitebelowasabasicunderstandingofEMAandtryingtogetpandastogivemethesameanswerstobesureIamusingpandascorrectly:http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_averagesAndhereisthechartwiththedatathatImworkingwith.HereisthecodeI'mtryingtogettowork,butitgivesmedifferentoutputthanthe10-dayEMAcolumnimportpandasaspddata=[22.27,22.19,22.08,22.17,22.18,22.13,22.23,22.43,22.24,22.29,22.15,22.39,22.38,22.61,23.36,24.05,23.75,23.83]df=pd.Series(data)pd.ewma(df,span=10)I'vealsotriedthiswithnoluck.pd.ewma(df,span=10,min_periods=10)Anyhelpisappreciated.pythonpandasShareImprovethisquestionFollowaskedFeb4'18at21:24hahahaheyhahahahey6911goldbadge22silverbadges66bronzebadges1PossibleduplicateofDoesPandascalculateewmwrong?– PeterLeimbiglerFeb4'18at22:07Addacomment | 2Answers2ActiveOldestVotes6Coincidentally,thisquestionwasaskedandansweredhere:DoesPandascalculateewmwrong?Checkout@chrisb'sanswerthere.TocomputetheEWMasdescribedinthearticleyou'restudying:manuallycomputethefirstvalidsimpleMAtoserveasastartingpointforEWArunpandas'EWMwithadjust=FalseShareImprovethisanswerFollowansweredFeb4'18at22:11PeterLeimbiglerPeterLeimbigler7,64911goldbadge1313silverbadges2424bronzebadgesAddacomment | 2



4. Python pandas 模块,ewma() 实例源码




5. Python pandas.ewma方法代碼示例

當前位置:首頁>>代碼示例>>Python>>正文本文整理匯總了Python中pandas.ewma方法的典型用法代碼示例。

如果您正苦於以下問題:Pythonpandas.ewma方法的具體用法?Pythonpandas.ewma怎麽用?Pythonpandas.ewma使用的例子?那麽恭喜您,這裏精選的方法代碼示例或許可以為您提供幫助。

您也可以進一步了解該方法所在類pandas的用法示例。

在下文中一共展示了pandas.ewma方法的22個代碼示例,這些例子默認根據受歡迎程度排序。

您可以為喜歡或者感覺有用的代碼點讚,您的評價將有助於我們的係統推薦出更棒的Python代碼示例。

示例1:main​點讚7​#需要導入模塊:importpandas[as別名]#或者:frompandasimportewma[as別名]defmain():parser=argparse.ArgumentParser()parser.add_argument('files',metavar='filename',type=str,nargs='*')args=parser.parse_args()args=vars(args)files=args['files']assertlen(files)==2targets_df=pd.read_csv(files[0],header=0,index_col=False)predict_df=pd.read_csv(files[1],header=0,index_col=False)column=targets_df.columns[1]targets=targets_df.as_matrix(columns=[column])#predict_df[column]=pd.ewma(predict_df[column],com=1,adjust=False)predictions=predict_df.as_matrix(columns=[column])rmse,mse=calc_rmse(predictions,targets)print("RMSE:%f,MSE:%f"%(rmse,mse))開發者ID:rwightman,項目名稱:tensorflow-litterbox,代碼行數:24,代碼來源:compare_csv.py示例2:four_losses_draw​點讚6​#需要導入模塊:importpandas[as別名]#或者:frompandasimportewma[as別名]deffour_losses_draw(losses,names,title):"""Drawtwographs.First-last100iterations.Second-alliterations.Parameters----------losses:listlossvaluesnames:listnamesoflosstitle:strtitletograph"""_,axis=plt.subplots(1,2)forloss,nameinzip(losses,names):axis[0].plot(loss[-100:],label='%s'%name)axis[0].plot(pd.ewma(np.array(loss[-100:]),span=10,adjust=False),label='%s'%name)axis[1].plot(loss,label='%s'%name)axis[1].plot(pd.ewma(np.array(loss),span=10,adjust=False),label='%s'%name)axis[0].set_title(title)axis[0].legend()axis[1].legend()plt.show()開發者ID:analysiscenter,項目名稱:batchflow,代碼行數:27,代碼來源:utils.py示例3:select_Time_MACD​點讚6​#需要導入模塊:importpandas[as別名]#或者:frompandasimportewma[as別名]defselect_Time_MACD(self):#EMA#printself.df_close.tail()ema_close_short=self.df_close[self.COL_EMA_S].get_values()ema_close_long=self.df_close[self.COL_EMA_L].get_values()dif_price=ema_close_short-ema_close_lo



6. 'pd.ewma'沒有這個模組,改用`Series.ewm` 或降低版本到 ...

pd.ewma(com=None, span=one) # 指數平均線。

com:資料;span:時間間隔AttributeError: module 'pandas' has no attribute 'ewma' ...pandas0.23.4:'pd.ewma'沒有這個模組,改用`Series.ewm`或降低版本到pandas0.21.0首頁HTMLCSSJavaScriptjQueryPython3Python2JavaCC++GoSQL首頁HTMLSearchpandas0.23.4:'pd.ewma'沒有這個模組,改用`Series.ewm`或降低版本到pandas0.21.02018-12-20254問題:在進行畫出指數平滑移動平均線,遇到如下問題:#pd.ewma(com=None,span=one)#指數平均線。

com:資料;span:時間間隔AttributeError:module'pandas'hasnoattribute'ewma'解決辦法:方法一:換用下面的方法#Series.ewm(com=None,span=None,halflife=None,alpha=None,min_periods=0,freq=None,adjust=True,ignore_na=False,axis=0)#com:float,optional#Specifydecayintermsofcenterofmass,\(\alpha=1/(1+com),\text{for}com\geq0\)#span:float,optional#Specifydecayintermsofspan,\(\alpha=2/(span+1),\text{for}span\geq1\)#halflife:float,optional#Specifydecayintermsofhalf-life,\(\alpha=1-exp(log(0.5)/halflife),\text{for}halflife>0\)#alpha:float,optional#Specifysmoothingfactor\(\alpha\)directly,\(0<\alpha\leq1\)#Newinversion0.18.0.#min_periods:int,default0#Minimumnumberofobservationsinwindowrequiredtohaveavalue(otherwiseresultisNA).#freq:Noneorstringalias/dateoffsetobject,default=None(DEPRECATED)#Frequencytoconformtobeforecomputingstatistic#adjust:boolean,defaultTrue#Dividebydecayingadjustmentfactorinbeginningperiodstoaccountforimbalanceinrelativeweightings(viewingEWMAasamovingaverage)#ignore_na:boolean,defaultFalse#Ignoremissingvalueswhencalculatingweights;specifyTruetoreproducepre-0.15.0behaviorstock_day["close"].ewm(span=30).mean().plot()方法二:在pandas0.23.4版本中,已經不存在這種方法,回退到之前版本pandas0.21.0就一切完美pipinstallpandas==0.21例項:#簡單移動平均線(SMA),又稱“算數移動平均線”,是指特定期間的收盤價進行平均化#例:5日的均線SMA=(C1+C2+C3+C4+C5)/5#Cn為資料中第n天的數#計算移動平均線,對每天的股票的收盤價進行計算close指標#pd.rolling_mean(data,window=5)#這種方法已經淘汰了data.rolling(window=n).mean().plot()#window=nn日的平均數#加權移動平均線(WMA):為了提高最近股票(收盤價)資料的影響,防止被平均#1)末日加權移動平均線:MA(N)=(C1+C2+C3+C4+...+Cn*2)/(n+1)#2)線性加權移動平均線(給的權重比例太大,導致最近的時間序列資料影響過大,一般不選擇):MA(N)=(C1+C2*2+C3*3+C4*4+...+Cn*n)/(1+2+...+n)#3)指數平滑移動平均線(EWMA):#提高最近的資料的比重,不存在給的過大;#比重都是小



7. pandas.ewma — pandas 0.17.0 documentation

Navigationindexmodules|next|previous|pandas0.17.0documentation»APIReference»TableOfContentsWhat’sNewInstallationContributingtopandasFrequentlyAskedQuestions(FAQ)Packageoverview10MinutestopandasTutorialsCookbookIntrotoDataStructuresEssentialBasicFunctionalityWorkingwithTextDataOptionsandSettingsIndexingandSelectingDataMultiIndex/AdvancedIndexingComputationaltoolsWorkingwithmissingdataGroupBy:split-apply-combineMerge,join,andconcatenateReshapingandPivotTablesTimeSeries/DatefunctionalityTimeDeltasCategoricalDataPlottingIOTools(Text,CSV,HDF5,...)RemoteDataAccessEnhancingPerformanceSparsedatastructuresCaveatsandGotchasrpy2/RinterfacepandasEcosystemComparisonwithR/RlibrariesComparisonwithSQLComparisonwithSASAPIReferenceInput/OutputGeneralfunctionsDatamanipulationsTop-levelmissingdataTop-levelconversionsTop-leveldealingwithdatetimelikeTop-levelevaluationStandardmovingwindowfunctionsStandardexpandingwindowfunctionsExponentially-weightedmovingwindowfunctionspandas.ewmapandas.ewmstdpandas.ewmvarpandas.ewmcorrpandas.ewmcovSeriesDataFramePanelPanel4DIndexCategoricalIndexDatetimeIndexTimedeltaIndexGroupByGeneralutilityfunctionsInternalsReleaseNotesSearchEntersearchtermsoramodule,classorfunctionname.pandas.ewma¶pandas.ewma(arg,com=None,span=None,halflife=None,min_periods=0,freq=None,adjust=True,how=None,ignore_na=False)¶Exponentially-weightedmovingaverageParameters:arg:Series,DataFramecom:float.optionalCenterofmass:,span:float,optionalSpecifydecayintermsofspan,halflife:float,optionalSpecifydecayintermsofhalflife,min_periods:int,default0Minimumnumberofobservationsinwindowrequiredtohaveavalue(otherwiseresultisNA).freq:Noneorstringalias/dateoffsetobject,default=NoneFrequencytoconformtobeforecomputingstatisticadjust:boolean,defaultTrueDividebydecayingadjustmentfactorinbeginningperiodstoaccountforimbalanceinrelativeweightings(viewingEWMAasamovingaverage)how:string,default‘mean’Methodfordown-orre-samplingignore_na:boolean,defaultFalseIgnoremissingvalueswhencalculatingweights;specifyTru



8. 'pd.ewma'没有这个模块,改用`Series.ewm` 或降低 ...

问题:在进行画出指数平滑移动平均线,遇到如下问题:# pd.ewma(com=None, span=one) # 指数平均线。

com:数据;span:时间 ...pandas0.23.4:'pd.ewma'没有这个模块,改用`Series.ewm`或降低版本到pandas0.21.0Kungs82018-11-1316:51:188108收藏7分类专栏:python人工智能文章标签:pd.ewma版权声明:本文为博主原创文章,遵循CC4.0BY-SA版权协议,转载请附上原文出处链接和本声明。

本文链接:https://blog.csdn.net/yanpenggong/article/details/84031655版权问题:在进行画出指数平滑移动平均线,遇到如下问题:#pd.ewma(com=None,span=one)#指数平均线。

com:数据;span:时间间隔AttributeError:module'pandas'hasnoattribute'ewma'解决办法:方法一:换用下面的方法#Series.ewm(com=None,span=None,halflife=None,alpha=None,min_periods=0,freq=None,adjust=True,ignore_na=False,axis=0)#com:float,optional#Specifydecayintermsofcenterofmass,\(\alpha=1/(1+com),\text{for}com\geq0\)#span:float,optional#Specifydecayintermsofspan,\(\alpha=2/(span+1),\text{for}span\geq1\)#halflife:float,optional#Specifydecayintermsofhalf-life,\(\alpha=1-exp(log(0.5)/halflife),\text{for}halflife>0\)#alpha:float,optional#Specifysmoothingfactor\(\alpha\)directly,\(0<\alpha\leq1\)#Newinversion0.18.0.#min_periods:int,default0#Minimumnumberofobservationsinwindowrequiredtohaveavalue(otherwiseresultisNA).#freq:Noneorstringalias/dateoffsetobject,default=None(DEPRECATED)#Frequencytoconformtobeforecomputingstatistic#adjust:boolean,defaultTrue#Dividebydecayingadjustmentfactorinbeginningperiodstoaccountforimbalanceinrelativeweightings(viewingEWMAasamovingaverage)#ignore_na:boolean,defaultFalse#Ignoremissingvalueswhencalculatingweights;specifyTruetoreproducepre-0.15.0behaviorstock_day["close"].ewm(span=30).mean().plot()方法二:在pandas0.23.4版本中,已经不存在这种方法,回退到之前版本pandas0.21.0就一切完美pipinstallpandas==0.21实例:#简单移动平均线(SMA),又称“算数移动平均线”,是指特定期间的收盘价进行平均化#例:5日的均线SMA=(C1+C2+C3+C4+C5)/5#Cn为数据中第n天的数#计算移动平均线,对每天的股票的收盘价进行计算close指标#pd.rolling_mean(data,window=5)#这种方法已经淘汰了data.rolling(window=n).mean().plot()#window=nn日的平均数#加权移动平均线(WMA):为了提高最近股票(收盘价)数据的影响,防止被平均#1)末日加权移动平均线:MA(N)=(C1+C2+C3+C4+...+Cn*2)/(n+1)#2)线性加权移动平均线(给的权重比例太大,导致最近的时间序列数据影响过大,一般不选择):MA(N)=(C1+C2*2+C3*3+C4*4+...+Cn*n)/(1+2+...+n)#3)指数平滑移动平均线(EWMA):#提高最近的数据的比重,不存在



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