Scribd Logo
Upload

Welcome to Scribd!

  • AdvanceTS1handson - Jupyter Notebook

    Uploaded by

    Vikas
    951 views3 pages
    This document provides instructions for completing a hands-on time series analysis exercise. It has the student load time series data, calculate the auto correlation and partial auto correlation up to lag 5, and answer questions about the results. Specifically, it has the student identify the auto correlation at lag 1 (0.72) and partial auto correlation at lag 3 (-0.28), and save the answers.

    Original Description:

    Advance time series analysis

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    This document provides instructions for completing a hands-on time series analysis exercise. It has the student load time series data, calculate the auto correlation and partial auto correlation up to lag 5, and answer questions about the results. Specifically, it has the student identify the auto correlation at lag 1 (0.72) and partial auto correlation at lag 3 (-0.28), and save the answers.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    951 views3 pages

    AdvanceTS1handson - Jupyter Notebook

    Uploaded by

    Vikas
    This document provides instructions for completing a hands-on time series analysis exercise. It has the student load time series data, calculate the auto correlation and partial auto correlation up to lag 5, and answer questions about the results. Specifically, it has the student identify the auto correlation at lag 1 (0.72) and partial auto correlation at lag 3 (-0.28), and save the answers.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    of 3

    4/5/22, 3:05 PM AdvanceTS1handson - Jupyter Notebook

    Welcome to the first hands on advanced time series analysis.


    Follow the instruction provided for each cell to complete the handson. We have created this Python
    Notebook with all the necessary things needed for completing this exercise.

    To run the code in each cell click on the cell and press shift + enter

    Load the data

    In this hands-on you will be finding the auto correlation and partial auto correlation on an array
    of numbers.
    Run the below cell to load the data and covert it to series object

    In [1]: import pandas as pd


    from pandas import Series
    timeSeries = [30,21,29,31,40,48,53,47,37,39,31,29,17,9,20,24,27,35,41,38,
    27,31,27,26,21,13,21,18,33,35,40,36,22,24,21,20,17,14,17,19,
    26,29,40,31,20,24,18,26,17,9,17,21,28,32,46,33,23,28,22,27,
    18,8,17,21,31,34,44,38,31,30,26,32]
    ts = Series(timeSeries)

    Auto correlation

    import acf from stats model


    Determine the acf values upto lag 5, use ts as timeseries data, set unbiased = True and
    assign to variable acf_corr .

    In [2]: from statsmodels.tsa.stattools import acf


    acf_corr = acf(ts, unbiased=True, nlags=5)
    print(acf_corr)

    [ 1. 0.72120588 0.42688471 0.09746397 -0.18409287 -0.31332648]

    /home/user/.local/lib/python3.5/site-packages/statsmodels/tsa/stattools.py:572:
    FutureWarning: fft=True will become the default in a future version of statsmod
    els. To suppress this warning, explicitly set fft=False.

    FutureWarning

    Partial auto correlation

    import pacf from stats model


    Determine the pacf values upto lag 5, use ts as timeseries data and assign it to variable
    pacf_corr .

    https://serverco4rg9vb-ws-dev-server-8000.in-dc-5.projects.hackerrank.net/notebooks/AdvanceTS1handson.ipynb 1/3
    4/5/22, 3:05 PM AdvanceTS1handson - Jupyter Notebook

    In [3]: from statsmodels.tsa.stattools import pacf


    pacf_corr = pacf(ts, nlags=5)
    print(pacf_corr)

    [ 1. 0.72120588 -0.19433338 -0.28172395 -0.18857053 0.02711725]

    Questions

    what is the auto correlation for lag 1?, assign this rounded off to 2-decimal value to variable
    acf_lag_1
    what is the partial auto correlation for lag 3?, assign this rounded off to 2-decimal value to
    variable pacf_lag_3

    In [7]: acf_lag_1 = round(0.72120588,2)


    pacf_lag_3 = round(-0.28172395,2)
    ​
    print(acf_lag_1)
    print(pacf_lag_3)

    0.72

    -0.28

    Run the below cell without modifying to save your answers

    In [8]: import hashlib


    import pickle
    def gethex(ovalue):
    hexresult=hashlib.md5(str(ovalue).encode())
    return hexresult.hexdigest()
    def pickle_ans1(value):
    hexresult=gethex(value)
    with open('ans/output1.pkl', 'wb') as file:
    hexresult=gethex(value)
    print(hexresult)
    pickle.dump(hexresult,file)
    def pickle_ans2(value):
    hexresult=gethex(value)
    with open('ans/output2.pkl', 'wb') as file:
    hexresult=gethex(value)
    print(hexresult)
    pickle.dump(hexresult,file)
    pickle_ans1(acf_lag_1)
    pickle_ans2(pacf_lag_3)
    ​

    18f154fce2b7eef7981dd860d1fa6dc0

    34f45f03be2059ba3f824e7ddda60505

    In [ ]: ​

    https://serverco4rg9vb-ws-dev-server-8000.in-dc-5.projects.hackerrank.net/notebooks/AdvanceTS1handson.ipynb 2/3
    4/5/22, 3:05 PM AdvanceTS1handson - Jupyter Notebook

    https://serverco4rg9vb-ws-dev-server-8000.in-dc-5.projects.hackerrank.net/notebooks/AdvanceTS1handson.ipynb 3/3

    You might also like