SeasonalityPeriodogram

Score periodicities by their spectral power.

Quickstart

from sktime.param_est.seasonality import SeasonalityPeriodogram

estimator = SeasonalityPeriodogram(min_period=4, max_period=None, thresh=0.1)

Parameters(3)

min_periodint

Disregard periods shorter than this number of samples. Defaults to 4

max_periodint

Disregard periods longer than this number of samples. Defaults to None

threshfloat (0..1)

Retain periods scoring above thresh*maxscore. Defaults to 0.10

Examples

>>> from sktime.datasets import load_airline
>>> from sktime.param_est.seasonality import SeasonalityPeriodogram
>>> X = load_airline (). diff ()[1:]
>>> sp_est = SeasonalityPeriodogram ()
>>> sp_est. fit (X) SeasonalityPeriodogram(
... )
>>> sp_est. get_fitted_params ()["sp" ] 6
>>> sp_est. get_fitted_params ()["sp_significant" ] array([6, 12, 14, 4, 10, 5])