Data Science Asked by S__A_a_r_ on January 22, 2021
Is there a function equivalent of R
‘s ndiffs
function in Python
?
It is used to estimate a number of diffs for creating stationary time-series.
There is a function implemented in pmdarima that can help you finding the number of diffs.
The function is called pmdarima.arima.ndiffs
Correct answer by vpz on January 22, 2021
I am not sure if there any is any library that can directly make your data stationary in python. However, you can plot your time series, which will visually tell you the components such as trend and seasonality of your data.
using statsmodel
you can take each a look at each component of a time-series like this,
trend = decomposition.trend
seasonal = decomposition.seasonal
residual = decomposition.residual
After this you can use shift
function to make your time-series stationary by taking off trend and seasonality.
Refer to this tutorial, which has in detail to make your time-series stationary based on your data. Hope this helps.
Answered by i.n.n.m on January 22, 2021
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