如何通过对数据趋势进行线性回归来找出斜率值? [英] How to find out the slope value by applying linear regression on trend of a data?
问题描述
我有一个时间序列数据,可以从中找到trend
.现在,我需要绘制一条最适合趋势数据的回归线,并想知道斜率是+ ve还是+. -ve或constant.Below是我的csv文件,其中包含数据
I have a time series data from which I am able to find out the trend
.Now I need to put a regression line which fits the best for the trend data and would like the know whether the slope is +ve or -ve or constant.Below is my csv file which contains the data
date,cpu
2018-02-10 11:52:59.342269+00:00,6.0
2018-02-10 11:53:04.006971+00:00,6.0
2018-02-10 22:35:33.438948+00:00,4.0
2018-02-10 22:35:37.905242+00:00,4.0
2018-02-11 12:01:00.663084+00:00,4.0
2018-02-11 12:01:05.136107+00:00,4.0
2018-02-11 12:31:00.228447+00:00,5.0
2018-02-11 12:31:04.689054+00:00,5.0
2018-02-11 13:01:00.362877+00:00,5.0
2018-02-11 13:01:04.824231+00:00,5.0
2018-02-11 23:42:40.304334+00:00,0.0
2018-02-11 23:44:27.357619+00:00,0.0
2018-02-12 01:38:25.012175+00:00,7.0
2018-02-12 01:53:39.721800+00:00,8.0
2018-02-12 01:53:53.310947+00:00,8.0
2018-02-12 01:56:37.657977+00:00,8.0
2018-02-12 01:56:45.133701+00:00,8.0
2018-02-12 04:49:36.028754+00:00,9.0
2018-02-12 04:49:40.097157+00:00,9.0
2018-02-12 07:20:52.148437+00:00,9.0
... ... ...
首先我需要在给定数据中找出trend
.下面是找出trend
First I need to find out the trend
in the given data.Below is the code which finds out the trend
df = pd.read_csv("test_forecast/cpu_data.csv")
df["date"] = pd.to_datetime(df["date"], format="%Y-%m-%d")
df.set_index("date", inplace=True)
df = df.resample('D').mean().interpolate(method='linear', axis=0).fillna(0)
X = df.index.strftime('%Y-%m-%d')
Y = sm.tsa.seasonal_decompose(df["cpu"]).trend.interpolate(method='linear', axis=0).fillna(0).values
所以X
是每天的日期,而Y
是每天的趋势数据.现在,我想应用线性回归来找到回归线,并找出斜率是+ ve还是-ve或常数.我已经尝试过下面的代码
So X
is the daily dates and Y
is the trend data for each day.Now I want to apply linear regression to find the regression line and find out whether the slope is +ve or -ve or constant.I have tried the code below
model = sm.OLS(y,X, missing='drop')
results = model.fit()
print(results)
我希望结果变量具有有关因变量或自变量,斜率或截距的一些值.但是我得到以下错误
I am hoping the results variable will have some values regarding the dependent or independent variable, slopes or intercepts.But I get the below error
Traceback (most recent call last):
File "/home/souvik/PycharmProjects/Pandas/test11.py", line 37, in <module>
model = sm.OLS(y,X, missing='drop')
File "/home/souvik/data_analysis/lib/python3.5/site-packages/statsmodels/regression/linear_model.py", line 817, in __init__
hasconst=hasconst, **kwargs)
File "/home/souvik/data_analysis/lib/python3.5/site-packages/statsmodels/regression/linear_model.py", line 663, in __init__
weights=weights, hasconst=hasconst, **kwargs)
File "/home/souvik/data_analysis/lib/python3.5/site-packages/statsmodels/regression/linear_model.py", line 179, in __init__
super(RegressionModel, self).__init__(endog, exog, **kwargs)
File "/home/souvik/data_analysis/lib/python3.5/site-packages/statsmodels/base/model.py", line 212, in __init__
super(LikelihoodModel, self).__init__(endog, exog, **kwargs)
File "/home/souvik/data_analysis/lib/python3.5/site-packages/statsmodels/base/model.py", line 64, in __init__
**kwargs)
File "/home/souvik/data_analysis/lib/python3.5/site-packages/statsmodels/base/model.py", line 87, in _handle_data
data = handle_data(endog, exog, missing, hasconst, **kwargs)
File "/home/souvik/data_analysis/lib/python3.5/site-packages/statsmodels/base/data.py", line 633, in handle_data
**kwargs)
File "/home/souvik/data_analysis/lib/python3.5/site-packages/statsmodels/base/data.py", line 79, in __init__
self._handle_constant(hasconst)
File "/home/souvik/data_analysis/lib/python3.5/site-packages/statsmodels/base/data.py", line 131, in _handle_constant
ptp_ = self.exog.ptp(axis=0)
TypeError: cannot perform reduce with flexible type
我在某些网站上获得了上述代码段,但无法在我的情况下申请.我在做什么错了?
I got the above code snippet in some website but I am unable to apply in my case.What am I doing wrong?
推荐答案
您的问题在这里:
X = df.index.strftime('%Y-%m-%d')
X因此是一个字符串,因此您不能使用它来拟合回归.您将需要
X is thus a string, so you can't use it to fit a regression. You'll want something like
X = (df.index.astype(np.int64) // 10**9).values
它将把您的日期时间转换为Unix秒.
X = (df.index.astype(np.int64) // 10**9).values
which will instead convert your datetimes to Unix seconds.
或者,如果您希望对X
使用从初始值开始的天数"之类的内容,则可以
Alternatively if you'd rather use something like "days since initial value" for X
, you can do
start_date = df.index[0]
X = (df.index - start_date).days.values
无论哪种情况,您都将要打印results.summary()
而不是results
.
In either case, you'll want to print results.summary()
rather than results
as well.
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