Created
January 5, 2011 16:45
-
-
Save psychemedia/766570 to your computer and use it in GitHub Desktop.
Demo of using matplotlib to calculate and display the autocorrelation of a time series stored in a list.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
import matplotlib.pyplot as plt | |
import numpy as np | |
d=[1.04,1.04,1.16,1.22,1.46,2.34,1.16,1.12,1.24,1.30,1.44,1.22,1.26,1.34,1.26,1.40,1.52,2.56,1.36,1.30,1.20,1.12,1.12,1.12,1.06,1.06,1.00,1.02,1.04,1.02,1.06,1.02,1.04,0.98,0.98,0.98,1.00,1.02,1.02,1.00,1.02,0.96,0.94,0.94,0.94,0.96,0.86,0.92,0.98,1.08,1.04,0.74,0.98,1.02,1.02,1.12,1.34,2.02,1.68,1.12,1.38,1.14,1.16,1.22,1.10,1.14,1.16,1.28,1.44,2.58,1.30,1.20,1.16,1.06,1.06,1.08,1.00,1.00,0.92,1.00,1.02,1.00,1.06,1.10,1.14,1.08,1.00,1.04,1.10,1.06,1.06,1.06,1.02,1.04,0.96,0.96,0.96,0.92,0.84,0.88,0.90,1.00,1.08,0.80,0.90,0.98,1.00,1.10,1.24,1.66,1.94,1.02,1.06,1.08,1.10,1.30,1.10,1.12,1.20,1.16,1.26,1.42,2.18,1.26,1.06,1.00,1.04,1.00,0.98,0.94,0.88,0.98,0.96,0.92,0.94,0.96,0.96,0.94,0.90,0.92,0.96,0.96,0.96,0.98,0.90,0.90,0.88,0.88,0.88,0.90,0.78,0.84,0.86,0.92,1.00,0.68,0.82,0.90,0.88,0.98,1.08,1.36,2.04,0.98,0.96,1.02,1.20,0.98,1.00,1.08,0.98,1.02,1.14,1.28,2.04,1.16,1.04,0.96,0.98,0.92,0.86,0.88,0.82,0.92,0.90,0.86,0.84,0.86,0.90,0.84,0.82,0.82,0.86,0.86,0.84,0.84,0.82,0.80,0.78,0.78,0.76,0.74,0.68,0.74,0.80,0.80,0.90,0.60,0.72,0.80,0.82,0.86,0.94,1.24,1.92,0.92,1.12,0.90,0.90,0.94,0.90,0.90,0.94,0.98,1.08,1.24,2.04,1.04,0.94,0.86,0.86,0.86,0.82,0.84,0.76,0.80,0.80,0.80,0.78,0.80,0.82,0.76,0.76,0.76,0.76,0.78,0.78,0.76,0.76,0.72,0.74,0.70,0.68,0.72,0.70,0.64,0.70,0.72,0.74,0.64,0.62,0.74,0.80,0.82,0.88,1.02,1.66,0.94,0.94,0.96,1.00,1.16,1.02,1.04,1.06,1.02,1.10,1.22,1.94,1.18,1.12,1.06,1.06,1.04,1.02,0.94,0.94,0.98,0.96,0.96,0.98,1.00,0.96,0.92,0.90,0.86,0.82,0.90,0.84,0.84,0.82,0.80,0.80,0.76,0.80,0.82,0.80,0.72,0.72,0.76,0.80,0.76,0.70,0.74,0.82,0.84,0.88,0.98,1.44,0.96,0.88,0.92,1.08,0.90,0.92,0.96,0.94,1.04,1.08,1.14,1.66,1.08,0.96,0.90,0.86,0.84,0.86,0.82,0.84,0.82,0.84,0.84,0.84,0.84,0.82,0.86,0.82,0.82,0.86,0.90,0.84,0.82,0.78,0.80,0.78,0.74,0.78,0.76,0.76,0.70,0.72,0.76,0.72,0.70,0.64] | |
y=[] | |
tot=0 | |
min=999 | |
for i in d: | |
y.append(float(i)) | |
tot=tot+float(i) | |
if (min>float(i)): | |
min=float(i) | |
av=tot/len(y) | |
z=[] | |
m=[] | |
for i in y: | |
z.append(i-av) | |
m.append(i-min) | |
fig = plt.figure() | |
#plt.title('Google Search Trend: "flowers"') | |
ax1 = fig.add_subplot(211) | |
ax1.plot(y) | |
#ax1.set_title('test') | |
ax1.set_ylabel('Search trend volume') | |
ax2 = fig.add_subplot(212) | |
ax2.set_title('Google Trends data: "flowers"') | |
ax2.acorr( z,usevlines=True,maxlags=None,normed=True,lw=2) | |
ax2.grid(True) | |
ax2.axhline(0,color='black',lw=2) | |
ax2.set_ylabel('Autocorrelation') |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment