Extrapolation Method Demonstrations¶

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import pandas as pd
import matplotlib.pyplot as plt
from vtools import extrapolate_ts

plt.style.use('ggplot')

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ts = pd.Series([1, 3, 4], index=pd.date_range('2020-01-01', periods=3, freq='D'))
ts.plot(marker='o', label='Original')
plt.title('Original Time Series')
plt.legend()
plt.show()

../_images/notebooks_extrapolation_2_0.png

Ffill¶

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extrapolated = extrapolate_ts(ts, end='2020-01-06', method='ffill')
extrapolated.plot(marker='o', label='Extrapolated')
ts.plot(marker='o', label='Original')
plt.title('Ffill')
plt.legend()
plt.show()

2020-01-01 00:00:00 2020-01-01 00:00:00 2020-01-06 00:00:00 2020-01-03 00:00:00

../_images/notebooks_extrapolation_4_1.png

Bfill¶

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print(ts)
extrapolated = extrapolate_ts(ts, start='2019-12-28', method='bfill')
extrapolated.plot(marker='o', label='Extrapolated')
ts.plot(marker='o', label='Original')
plt.title('Bfill')
plt.legend()
plt.show()

2020-01-01    1
2020-01-02    3
2020-01-03    4
Freq: D, dtype: int64
2019-12-28 00:00:00 2020-01-01 00:00:00 2020-01-03 00:00:00 2020-01-03 00:00:00

../_images/notebooks_extrapolation_6_1.png

Linear Slope¶

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extrapolated = extrapolate_ts(ts, start='2019-12-28', end='2020-01-06', method='linear_slope')
extrapolated.plot(marker='o', label='Extrapolated')
ts.plot(marker='o', label='Original')
plt.title('Linear Slope')
plt.legend()
plt.show()

2019-12-28 00:00:00 2020-01-01 00:00:00 2020-01-06 00:00:00 2020-01-03 00:00:00

../_images/notebooks_extrapolation_8_1.png

Taper Forward¶

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extrapolated = extrapolate_ts(ts, end='2020-01-06', val=0.0, method='taper')
extrapolated.plot(marker='o', label='Extrapolated')
ts.plot(marker='o', label='Original')
plt.title('Taper Forward')
plt.legend()
plt.show()

2020-01-01 00:00:00 2020-01-01 00:00:00 2020-01-06 00:00:00 2020-01-03 00:00:00

../_images/notebooks_extrapolation_10_1.png

Taper Backward¶

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extrapolated = extrapolate_ts(ts, start='2019-12-28', val=11.0, method='taper')
extrapolated.plot(marker='o', label='Extrapolated')
ts.plot(marker='o', label='Original')
plt.title('Taper Backward')
plt.legend()
plt.show()

2019-12-28 00:00:00 2020-01-01 00:00:00 2020-01-03 00:00:00 2020-01-03 00:00:00

../_images/notebooks_extrapolation_12_1.png

Constant Forward¶

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extrapolated = extrapolate_ts(ts, end='2020-01-06', val=-1, method='constant')
extrapolated.plot(marker='o', label='Extrapolated')
ts.plot(marker='o', label='Original')
plt.title('Constant Forward')
plt.legend()
plt.show()

2020-01-01 00:00:00 2020-01-01 00:00:00 2020-01-06 00:00:00 2020-01-03 00:00:00

../_images/notebooks_extrapolation_14_1.png

Constant Backward¶

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extrapolated = extrapolate_ts(ts, start='2019-12-28', val=-1, method='constant')
extrapolated.plot(marker='o', label='Extrapolated')
ts.plot(marker='o', label='Original')
plt.title('Constant Backward')
plt.legend()
plt.show()

2019-12-28 00:00:00 2020-01-01 00:00:00 2020-01-03 00:00:00 2020-01-03 00:00:00

../_images/notebooks_extrapolation_16_1.png