Esempio n. 1
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 def run(self, data):
     index, col, lamb = (self.cfg.get(p) for p in ["index", "col", "lamb"])
     df = build_data(data, self.cfg)
     cycle, trend = hpfilter(df, lamb=1600)
     df = pd.concat([df, cycle, trend], axis=1, keys=[col, "cycle", "trend"])
     df = df.reset_index()
     return_data, _code = build_base_chart(
         df.fillna(0), index, [col, "cycle", "trend"], agg="raw"
     )
     return return_data
Esempio n. 2
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 def run(self, data):
     index, col, low, high, K = (
         self.cfg.get(p) for p in ["index", "col", "low", "high", "K"]
     )
     df = build_data(data, self.cfg)
     cycle = bkfilter(df, low, high, K)
     df = pd.concat([df, cycle], axis=1, keys=[col, "cycle"])
     df = df.reset_index()
     return_data, _code = build_base_chart(
         df.fillna(0), index, [col, "cycle"], agg="raw"
     )
     return return_data
Esempio n. 3
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    def run(self, data):
        index, col, model = (self.cfg.get(p) for p in ["index", "col", "model"])
        df = build_data(data, self.cfg)
        sd_df = seasonal_decompose(df, model=model)

        df = pd.concat(
            [df, sd_df.seasonal, sd_df.trend, sd_df.resid],
            axis=1,
            keys=[col, "seasonal", "trend", "resid"],
        )
        df = df.reset_index()
        return_data, _code = build_base_chart(
            df.fillna(0), index, [col, "seasonal", "trend", "resid"], agg="raw"
        )
        return return_data
Esempio n. 4
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    def run(self, data):
        from statsmodels.tsa.seasonal import STL

        index, col = (self.cfg.get(p) for p in ["index", "col"])
        df = build_data(data, self.cfg)
        sd_df = STL(df).fit()

        df = pd.concat(
            [df, sd_df.seasonal, sd_df.trend, sd_df.resid],
            axis=1,
            keys=[col, "seasonal", "trend", "resid"],
        )
        df = df.reset_index()
        return_data, _code = build_base_chart(
            df.fillna(0), index, [col, "seasonal", "trend", "resid"], agg="raw"
        )
        return return_data