模块'pandas'没有属性'rolling_mean'

Question

我正在尝试构建一个用于异常检测的ARIMA.我需要找到时间序列图的移动平均线我试图使用pandas 0.23

import pandas as pd
import numpy as np
from statsmodels.tsa.stattools import adfuller
import matplotlib.pylab as plt
from matplotlib.pylab import rcParams
rcParams['figure.figsize'] = 15, 6

dateparse = lambda dates: pd.datetime.strptime(dates, '%Y-%m')
data = pd.read_csv('AirPassengers.csv', parse_dates=['Month'], index_col='Month',date_parser=dateparse)

data.index
ts = data['#Passengers']
ts.head(10)

plt.plot(ts)
ts_log = np.log(ts)
plt.plot(ts_log)
moving_avg = pd.rolling_mean(ts_log,12)  # here is the error

pd.rolling_mean  
plt.plot(ts_log)
plt.plot(moving_avg, color='red') 

错误:回溯(最近一次调用最后一次):文件"C:\ Program Files\Python36\lastmainprogram.py",第74行,在moving_avg = pd.rolling_mean(ts_log,12)中AttributeError:模块'pandas'没有属性'rolling_mean "

Answer 1

我认为需要改变:

moving_avg = pd.rolling_mean(ts_log,12)

至:

moving_avg = ts_log.rolling(12).mean()

因为老熊猫版本代码吼叫 pandas 0.18.0

Answer 2

改变：

moving_avg = pd.rolling_mean(ts_log,12)

到：

rolmean = pd.Series(timeseries).rolling(window=12).mean()

rolstd = pd.Series(timeseries).rolling(window=12).std()