Pyriodicity provides an intuitive and easy-to-use Python implementation for periodicity detection in univariate signals. Pyriodicity supports the following detection methods:
To install pyriodicity
, simply run:
pip install pyriodicity
To install the latest development version, you can run:
pip install git+https://github.com/iskandergaba/pyriodicity.git
Please refer to the package documentation for more information.
For this example, start by loading Mauna Loa Weekly Atmospheric CO2 Data from statsmodels
and downsampling its data to a monthly frequency.
>>> from statsmodels.datasets import co2
>>> data = co2.load().data
>>> data = data.resample("ME").mean().ffill()
Use Autoperiod
to find the list of periods based in this data (if any).
>>> from pyriodicity import Autoperiod
>>> Autoperiod.detect(data)
array([12])
The detected periodicity length is 12 which suggests a strong yearly seasonality given that the data has a monthly frequency.
All the supported estimation algorithms can be used in the same manner as in the example above with different optional parameters. Check the API Reference for more details.
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- [2] Vlachos, M., Yu, P., & Castelli, V. (2005). On periodicity detection and Structural Periodic similarity. Proceedings of the 2005 SIAM International Conference on Data Mining. doi.org/10.1137/1.9781611972757.40.
- [3] Puech, T., Boussard, M., D'Amato, A., & Millerand, G. (2020). A fully automated periodicity detection in time series. In Advanced Analytics and Learning on Temporal Data: 4th ECML PKDD Workshop, AALTD 2019, Würzburg, Germany, September 20, 2019, Revised Selected Papers 4 (pp. 43-54). Springer International Publishing. doi.org/10.1007/978-3-030-39098-3_4.
- [4] Wen, Q., He, K., Sun, L., Zhang, Y., Ke, M., & Xu, H. (2021, June). RobustPeriod: Robust time-frequency mining for multiple periodicity detection. In Proceedings of the 2021 international conference on management of data (pp. 2328-2337). https://doi.org/10.1145/3448016.3452779.