Example 1: ar model python
from pandas import read_csv
from matplotlib import pyplot
from statsmodels.tsa.ar_model import AutoReg
from sklearn.metrics import mean_squared_error
from math import sqrt
series = read_csv('daily-minimum-temperatures.csv', header=0, index_col=0, parse_dates=True, squeeze=True)
X = series.values
train, test = X[1:len(X)-7], X[len(X)-7:]
window = 29
model = AutoReg(train, lags=29)
model_fit = model.fit()
coef = model_fit.params
history = train[len(train)-window:]
history = [history[i] for i in range(len(history))]
predictions = list()
for t in range(len(test)):
length = len(history)
lag = [history[i] for i in range(length-window,length)]
yhat = coef[0]
for d in range(window):
yhat += coef[d+1] * lag[window-d-1]
obs = test[t]
predictions.append(yhat)
history.append(obs)
print('predicted=%f, expected=%f' % (yhat, obs))
rmse = sqrt(mean_squared_error(test, predictions))
print('Test RMSE: %.3f' % rmse)
pyplot.plot(test)
pyplot.plot(predictions, color='red')
pyplot.show()
Example 2: .argsort() python
x = np.array([[0,3],[2,2]])
>>> ind = np.argsort(x, axis=1)
>>> ind
array([[0, 1],
[0, 1]])
>>> np.take_along_axis(x, ind, axis=1)
array([[0, 3],
[2, 2]])
Example 3: python argsort a list
a=list((1, 2, 3, -20))
sorted(range(len(a)), key=a.__getitem__)
output:
[3, 0, 1, 2]
Example 4: python argsort
def g(seq):
return [x for x,y in sorted(enumerate(seq), key = lambda x: x[1])]
Example 5: python argsort
>>> x = np.array([3, 1, 2])
>>> np.argsort(x)
array([1, 2, 0])