Zuokun OUYANG AlainOUYANG

## Stationary Test (Augmented Dicky-Fuller Test & KPSS Test).md

      
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                AlainOUYANG
                / Stationary Test (Augmented Dicky-Fuller Test & KPSS Test).md
            
            
              Created
              October 12, 2022 07:53
            
          
    Source: https://www.statsmodels.org/dev/examples/notebooks/generated/stationarity_detrending_adf_kpss.html
Augmented Dicky-Fuller Test

from statsmodels.tsa.stattools import adfuller

def adf_test(timeseries):
    print("Dickey-Fuller Test:")
    print("\tNull hypothesis: The series has unit root.\n"

  
## Feature engineering - Time Series to Supervised Learning.py
import numpy as np
import pandas as pd
from sklearn.preprocessing import StandardScaler


def preprocessing(df, n_feats, train_len, win_len, fh):
    """
    Preprocess to return training and test batches.

    Args:
	import numpy as np
	import pandas as pd
	from sklearn.preprocessing import StandardScaler


	def preprocessing(df, n_feats, train_len, win_len, fh):
	"""
	Preprocess to return training and test batches.

	Args: