python - 无频率不允许seasonal_decompose

Question

尝试对频率不规则的时间序列数据应用seasonal_decompose。它看起来像这样：

            modal_price
Period  
2014-11-01  1469
2015-01-01  1258
2015-03-01  1112
2015-04-01  1373
2015-06-01  1370
2015-07-01  1406
2015-08-01  1520
2015-09-01  1860
2015-10-01  1436
2015-11-01  1455

当我使用 df.index.freq 时，freq 为 None

当我像这样使用seasonal_decompose函数时：

seasonal_decompose(x, model = 'additive')

它显示一个错误

ValueError: You must specify a freq or x must be a pandas object with a timeseries index with a freq not set to None.

需要帮忙。

标签： pythondataframetimetime-seriesdecomposition

Answer 1

我遇到了同样的问题并通过指定频率参数来解决它。

seasonal_decompose(Ts, model = 'additive', freq=1)

我希望这会有所帮助。我发现https://www.analyticsvidhya.com/blog/2016/02/time-series-forecasting-codes-python/很有帮助。