Chris Kenwright thekensta
thekensta
/ AutoArima.R
Last active
August 29, 2015 14:25
Auto Arima from data.frame embedding forecast in actuals
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| ## | |
| ## Wrap forecast auto.arima(..) and forecast(..) into a data.frame | |
| ## Embeds the forecast into the data.frame | |
| ## | |
| ## Allow passing an EndDate so that the forecast can start mid-actuals | |
| ## (helps with visualization and exaplantion) | |
| ## | |
| ## Usage: | |
| ## Forecast.df <- AutoArimaForecast(Monthly.df, # DataFrame with | |
| ## H = 6, # Predict 6 months forward |
thekensta
/ datecolumn_to_datepart.py
Last active
August 29, 2015 14:22
Extract date components from Date column in pandas dataframe
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| # Extracting date components from a Date column in Pandas using IPython | |
| # Converting to DatetimeIndex is 100x faster than using DataFrame.apply() | |
| import pandas as pd | |
| dates = pd.DataFrame({"Date": pd.date_range(start="1970-01-01", end="2037-12-31")}) | |
| print(dates.head()) | |
| # Date | |
| # 0 1970-01-01 | |
| # 1 1970-01-02 |
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