Performs Cyclicity Analysis on A Collection of Time-Series
Project description
Cyclicity Analysis of Time-Series
This repository contains a working implementation of Cyclicity Analysis, which is a pattern recognition technique for analyzing the leader follower dynamics of multiple time-series.
Requirements
Download Python >=3.7
Installation
pip3 install cyclicityanalysis
Usage
from cyclicityanalysis.orientedarea import *
from cyclicityanalysis.coom import *
df = pd.DataFrame([[0, 1], [1, 0], [0, 0]], columns=['0', '1'])
oa = OrientedArea(df)
# Returns the lead lag matrix of df as a dataframe
lead_lag_df = oa.compute_lead_lag_df()
coom = COOM(lead_lag_df)
# Returns leading eigenvector of lead lag matrix as a numpy array
leading_eigenvector = coom.get_leading_eigenvector()
lead_lag_df , leading_eigenvector
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