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from src.data.utils import * |
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from src.features.utils import * |
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from src.visualization.visualize import * |
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from app_utils import * |
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def main(): |
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st.title("Time Series Acorr_presentationutocorrelation Demo") |
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st.write(""" |
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Autocorrelation is the correlation of a single time series with a lag copy of itself.\n |
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In the discrete case autocorrelation is also referred to as serial correlation.\n |
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In general autocorrelation usually refers to the lag-one autocorrelation. |
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""") |
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st.title("Data") |
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sample_data_selected = st.selectbox( |
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'Select sample data:', data_set_options) |
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data, graph_data = import_sample_data( |
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sample_data_selected, data_set_options) |
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with st.expander("Line Plot:"): |
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time_series_line_plot(data) |
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with st.expander("Box Plot:"): |
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time_series_box_plot(graph_data) |
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with st.expander("Dist Plot (histogram and violin plot):"): |
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time_series_violin_and_box_plot(data) |
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st.title("Time Series Autocorrelation") |
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data_array = data.values.squeeze() |
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data_series = pd.Series(data_array).dropna() |
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st.header("Auto-Correlation Function (ACF)") |
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st.write(""" |
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ACF shows the entire autocorrelation function for different lags (not just lag-one).\n |
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Given the autocorrelation is a function of the lag any significant non-zero correlation imply the series can be forecast from the past.\n |
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Lag 0 autocorrelation will always be 1 since the values (y-axis) are the same at the same time (x-axis) for the same time series. |
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""") |
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acf_type = st.radio( |
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'Default ACF:', ('True', 'False'), key='acf_type') |
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default_acf_selected = acf_type == 'True' |
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if default_acf_selected: |
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acf_array = create_standard_acf_array(data_series) |
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if not default_acf_selected: |
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[confidence_level, |
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acf_nlags_selected, |
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acf_fft_selected, |
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acf_adjust_selected] = acf_settings() |
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alpha_selected = (100-confidence_level)/100 |
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acf_array = acf(data_series, |
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alpha=alpha_selected, |
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nlags=acf_nlags_selected, |
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fft=acf_fft_selected, |
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adjusted=acf_adjust_selected) |
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corr_presentation(acf_array) |
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st.subheader("ACF Plot") |
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if default_acf_selected: |
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st.write('Given a confidence inverval of 95% (significance level of 0.05) there is a 5% chance that if true autocorrelation is zero, it will fall outside blue band.') |
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create_standard_corr_plot(data_series, plot_pacf=False) |
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if not default_acf_selected: |
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st.write( |
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f'Given a confidence inverval of {confidence_level}% (significance level of {alpha_selected}) there is a {alpha_selected*100}% chance that if true autocorrelation is zero, it will fall outside blue band.') |
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create_acf_plot(data_series, |
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alpha_selected, |
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acf_nlags_selected, |
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acf_fft_selected) |
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st.header("Partial Auto-Correlation Function (PACF)") |
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st.write("Unlike ACF, PACF controls for other lags.") |
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st.write( |
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"PACF represents how significant adding lag n is when you already have lag n-1.") |
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pacf_type = st.radio( |
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'Default PACF:', ('True', 'False'), key='pacf_type') |
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default_pacf_selected = pacf_type == 'True' |
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if default_pacf_selected: |
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pacf_array = create_standard_pacf_array(data_series) |
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if not default_pacf_selected: |
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[confidence_level, |
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pacf_nlags_selected, |
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pacf_calculation_method] = pacf_settings() |
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alpha_selected = (100-confidence_level)/100 |
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pacf_array = pacf(data_series, |
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alpha=alpha_selected, |
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nlags=pacf_nlags_selected, |
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method=pacf_calculation_method) |
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corr_presentation(pacf_array) |
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st.subheader("PACF Plot") |
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if default_pacf_selected: |
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st.write('Given a confidence inverval of 95% (significance level of 0.05) there is a 5% chance that if true autocorrelation is zero, it will fall outside blue band.') |
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create_standard_corr_plot(data_series, plot_pacf=True) |
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if not default_pacf_selected: |
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st.write( |
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f'Given a confidence inverval of {confidence_level}% (significance level of {alpha_selected}) there is a {alpha_selected*100}% chance that if true autocorrelation is zero, it will fall outside blue band.') |
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create_pacf_plot(data_series, |
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alpha_selected, |
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pacf_nlags_selected, |
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pacf_calculation_method) |
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if __name__ == "__main__": |
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main() |
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