我正在尝试构建一个用于异常检测的ARIMA模型。我需要找到时间序列图的移动平均数,我打算使用pandas 0.23进行此操作。
import pandas as pd
import numpy as np
from statsmodels.tsa.stattools import adfuller
import matplotlib.pylab as plt
from matplotlib.pylab import rcParams
rcParams['figure.figsize'] = 15, 6
dateparse = lambda dates: pd.datetime.strptime(dates, '%Y-%m')
data = pd.read_csv('AirPassengers.csv', parse_dates=['Month'], index_col='Month',date_parser=dateparse)
data.index
ts = data['#Passengers']
ts.head(10)
plt.plot(ts)
ts_log = np.log(ts)
plt.plot(ts_log)
moving_avg = pd.rolling_mean(ts_log,12) # here is the error
pd.rolling_mean
plt.plot(ts_log)
plt.plot(moving_avg, color='red')
错误:Traceback(最近的调用最先)文件“C:\ Program Files \ Python36 \ lastmainprogram.py”的第74行中,
moving_avg = pd.rolling_mean(ts_log,12)AttributeError:模块“pandas”没有属性“rolling_mean”