I have 5 years of historical data at a daily granularity;
Volume
2010-01-01 21
2010-01-02 38
2010-01-03 34
.
.
.
2015-12-31 48
There is a lot of seasonality in the data so I'm simply looking to do a forecast for the next 12 months using a 5 year average.
I can do this by;
df_fut = df.groupby(by=[df.index.month, df.index.day]).mean()
Is there anyway to plot this so that the forecast is part of the current dataset?
CodePudding user response:
Assuming you have a column called date
(of type datetime64
) and a column called value (of type int
or float
):
avg_march_1sts = df[(df['date'].dt.month == 3) & (df['date'].dt.day == 1)]['Volume'].mean()
# ^^^^^^^^^^ March ^^^^^^^^ 1st