AIM-PIbd-32-Kurbanova-A-A/aimenv/Lib/site-packages/statsmodels/tsa/exponential_smoothing/initialization.py
2024-10-02 22:15:59 +04:00

121 lines
4.4 KiB
Python

"""
Initialization methods for states of exponential smoothing models
"""
import numpy as np
import pandas as pd
def _initialization_simple(endog, trend=False, seasonal=False,
seasonal_periods=None):
# See Section 7.6 of Hyndman and Athanasopoulos
nobs = len(endog)
initial_trend = None
initial_seasonal = None
# Non-seasonal
if seasonal is None or not seasonal:
initial_level = endog[0]
if trend == 'add':
initial_trend = endog[1] - endog[0]
elif trend == 'mul':
initial_trend = endog[1] / endog[0]
# Seasonal
else:
if nobs < 2 * seasonal_periods:
raise ValueError('Cannot compute initial seasonals using'
' heuristic method with less than two full'
' seasonal cycles in the data.')
initial_level = np.mean(endog[:seasonal_periods])
m = seasonal_periods
if trend is not None:
initial_trend = (pd.Series(endog).diff(m)[m:2 * m] / m).mean()
if seasonal == 'add':
initial_seasonal = endog[:m] - initial_level
elif seasonal == 'mul':
initial_seasonal = endog[:m] / initial_level
return initial_level, initial_trend, initial_seasonal
def _initialization_heuristic(endog, trend=False, seasonal=False,
seasonal_periods=None):
# See Section 2.6 of Hyndman et al.
endog = endog.copy()
nobs = len(endog)
if nobs < 10:
raise ValueError('Cannot use heuristic method with less than 10'
' observations.')
# Seasonal component
initial_seasonal = None
if seasonal:
# Calculate the number of full cycles to use
if nobs < 2 * seasonal_periods:
raise ValueError('Cannot compute initial seasonals using'
' heuristic method with less than two full'
' seasonal cycles in the data.')
# We need at least 10 periods for the level initialization
# and we will lose self.seasonal_periods // 2 values at the
# beginning and end of the sample, so we need at least
# 10 + 2 * (self.seasonal_periods // 2) values
min_obs = 10 + 2 * (seasonal_periods // 2)
if nobs < min_obs:
raise ValueError('Cannot use heuristic method to compute'
' initial seasonal and levels with less'
' than 10 + 2 * (seasonal_periods // 2)'
' datapoints.')
# In some datasets we may only have 2 full cycles (but this may
# still satisfy the above restriction that we will end up with
# 10 seasonally adjusted observations)
k_cycles = min(5, nobs // seasonal_periods)
# In other datasets, 3 full cycles may not be enough to end up
# with 10 seasonally adjusted observations
k_cycles = max(k_cycles, int(np.ceil(min_obs / seasonal_periods)))
# Compute the moving average
series = pd.Series(endog[:seasonal_periods * k_cycles])
initial_trend = series.rolling(seasonal_periods, center=True).mean()
if seasonal_periods % 2 == 0:
initial_trend = initial_trend.shift(-1).rolling(2).mean()
# Detrend
if seasonal == 'add':
detrended = series - initial_trend
elif seasonal == 'mul':
detrended = series / initial_trend
# Average seasonal effect
tmp = np.zeros(k_cycles * seasonal_periods) * np.nan
tmp[:len(detrended)] = detrended.values
initial_seasonal = np.nanmean(
tmp.reshape(k_cycles, seasonal_periods).T, axis=1)
# Normalize the seasonals
if seasonal == 'add':
initial_seasonal -= np.mean(initial_seasonal)
elif seasonal == 'mul':
initial_seasonal /= np.mean(initial_seasonal)
# Replace the data with the trend
endog = initial_trend.dropna().values
# Trend / Level
exog = np.c_[np.ones(10), np.arange(10) + 1]
if endog.ndim == 1:
endog = np.atleast_2d(endog).T
beta = np.squeeze(np.linalg.pinv(exog).dot(endog[:10]))
initial_level = beta[0]
initial_trend = None
if trend == 'add':
initial_trend = beta[1]
elif trend == 'mul':
initial_trend = 1 + beta[1] / beta[0]
return initial_level, initial_trend, initial_seasonal