Exemplo n.º 1
0
S_per = pd.Series(per)
S_per.describe()

peaks = Functions_for_TSP.find_peaks(per, 10)

FE = Functions_for_TSP.fourierExtrapolation(Y, n_predict=24)

fitted_FE = FE[0:8736]

diff = Y - fitted_FE
np.mean(diff)
np.var(diff)

#RMSE = np.sqrt(np.mean(diff**2))

sp_y = Functions_for_TSP.Signum_Process(Y)
sp_f = Functions_for_TSP.Signum_Process(fitted_FE)

sp_p = sp_y * sp_f

perc_err_andamento = sp_p[sp_p <= 0].size / sp_p.size

aic = statsmodels.tsa.stattools.arma_order_select_ic(Y, ic='aic')

#D2 = D.convert_objects(convert_numeric=True)
D3 = D[D.columns[0:215]].convert_objects(convert_numeric=True)
#Dnp = float(D.as_matrix(columns=D.columns[0:215]))

ardata = pd.DataFrame(data[data.columns[[2, 3, 7, 10, 11, 18, 20]]])
ardata = ardata.convert_objects(convert_numeric=True)
ardata = ardata.set_index(prova)