我试图计算/可视化两个时间序列之间的时间滞后(我想知道房间内外湿度变化之间的时间滞后)。
我的系列中的每个数据点都是每小时采集一次的。将这两个系列放在一起,我可以清楚地看到它们之间的变化:Sorry for hiding the axis
下面是我的时间序列数据的一部分。我将把它们打包成2个数组:
inside_humidity =
[11.77961297, 11.59755268, 12.28761522, 11.88797553, 11.78122077, 11.5694668,
11.70421932, 11.78122077, 11.74272005, 11.78122077, 11.69438733, 11.54126933,
11.28460592, 11.05624965, 10.9611012, 11.07527934, 11.25417308, 11.56040908,
11.6657186, 11.51171572, 11.49246536, 11.78594142, 11.22968373, 11.26840678,
11.26840678, 11.29447992, 11.25553344, 11.19711371, 11.17764047, 11.11922075,
11.04132778, 10.86996123, 10.67410607, 10.63493504, 10.74922916, 10.74922916,
10.6294765, 10.61011497, 10.59075345, 10.80373021, 11.07479154, 11.15223764,
11.19711371, 11.17764047, 11.15816723, 11.22250051, 11.22250051, 11.202915,
11.18332948, 11.16374396, 11.14415845, 11.12457293, 11.10498742, 11.14926578,
11.16896413, 11.16896413, 11.14926578, 10.8307902, 10.51742195, 10.28187137,
10.12608544, 9.98977276, 9.62267727, 9.31289289, 8.96438546, 8.77077022,
8.69332413, 8.51907042, 8.30609366, 8.38353975, 8.4513867, 8.47085994,
8.50980642, 8.52927966, 8.50980642, 8.55887037, 8.51969934, 8.48052831,
8.30425867, 8.2177078, 7.98402891, 7.92560918, 7.89950166, 7.83489682,
7.75789537, 7.5984808, 7.28426807, 7.39778913, 7.71943214, 8.01149931,
8.18276652, 8.23009255, 8.16215295, 7.93822471, 8.00350215, 7.93843482,
7.85072729, 7.49778011, 7.31782649, 7.29862668, 7.60162032, 8.29665484,
8.58797834, 8.50011383, 8.86757784, 8.76600556, 8.60491125, 8.4222628,
8.24923231, 8.14470714, 8.17351638, 8.52530093, 8.72220151, 9.26745883,
9.1580007, 8.61762692, 8.22187405, 8.43693644, 8.32414835, 8.32463974,
8.46833012, 8.55865487, 8.72647164, 9.04112806, 9.35578449, 9.59465974,
10.47339785, 11.07218093, 10.54091351, 10.56138918, 10.46099958, 10.38129168,
10.16434831, 10.10612612, 10.009246, 10.53502351, 10.8307902, 11.13420052,
11.64337309, 11.18958511, 10.49630791, 10.60856932, 10.37029108, 9.86281478,
9.64699826, 9.95341012, 10.24329812, 10.6848196, 11.47604231, 11.30505352,
10.72194974, 10.30058448, 10.05022037, 10.06318411, 9.90118897, 9.68530059,
9.47790657, 9.48585784, 9.61639418, 9.86244265, 10.29009361, 10.28297229,
10.32073088, 10.65389513, 11.09656351, 11.20188562, 11.24124169, 10.40503955,
9.74632512, 9.07606098, 8.85145589, 9.37080152, 9.65082743, 10.0707891,
10.68776091, 11.25879751, 11.0416348, 10.89558456, 10.7908258, 10.66539685,
10.7297755, 10.77571398, 10.9268264, 11.16021492, 11.60961709, 11.43827534,
11.96155427, 12.16116437, 12.80412266, 12.52540805, 11.96752965, 11.58099292]
outside_humidity =
[10.17449206, 10.4823292, 11.06818167, 10.82768699, 11.27582592, 11.4196233,
10.99393027, 11.4122507, 11.18192837, 10.87247831, 10.68664321, 10.37949651,
9.57155882, 10.86611665, 11.62547196, 11.32004266, 11.75537602, 11.51292063,
11.03107569, 10.7297755, 10.4345622, 10.61271497, 9.49271162, 10.15594248,
9.99053828, 9.80915398, 9.6452438, 10.06900573, 11.18075689, 11.8289847,
11.83334752, 11.27480708, 11.14370467, 10.88149985, 10.73930381, 10.7236597,
10.26210496, 11.01260226, 11.05428228, 11.58321342, 12.70523808, 12.5181118,
11.90023799, 11.67756426, 11.28859471, 10.86878222, 9.73984486, 10.18253902,
9.80915398, 10.50980784, 11.38673459, 11.22751685, 10.94171823, 10.56484228,
10.38220753, 10.05388847, 9.96147203, 9.90698862, 9.7732203, 9.85262125,
8.7412938, 8.88281702, 8.07919545, 8.02883587, 8.32341424, 8.07357711,
7.27302616, 6.73660684, 6.66722819, 7.29408637, 7.00046542, 6.46322019,
6.07150988, 6.00207234, 5.8818402, 6.82443881, 7.20212882, 7.52167696,
7.88857771, 8.351627, 8.36547023, 8.24802846, 8.18520693, 7.92420816,
7.64926024, 7.87944972, 7.82118727, 8.02091833, 7.93071882, 7.75789457,
7.5416447, 6.94430133, 6.65907535, 6.67454591, 7.25493614, 7.76939457,
7.55357806, 6.61479472, 7.17641357, 7.24664082, 8.62732387, 8.66913548,
8.70925667, 9.0477017, 8.24558224, 8.4330502, 8.44366397, 8.17995798,
8.1875752, 9.33296518, 9.66567041, 9.88581085, 8.95449382, 8.3587624,
9.20584448, 8.90605388, 8.87494884, 9.12694892, 8.35055177, 7.91879933,
7.78867253, 8.22800878, 9.03685287, 12.49630018, 11.11819755, 10.98869374,
10.65897176, 10.36444573, 10.052609, 10.87627021, 10.07379564, 10.02233847,
9.62022856, 11.21575473, 10.85483543, 11.67324627, 11.89234248, 11.10068132,
10.06942096, 8.50405894, 8.13168561, 8.83616476, 8.35675085, 8.33616802,
8.35675085, 9.02209801, 9.5530404, 9.44738836, 10.89645958, 11.44771721,
11.79943601, 10.7765335, 11.1453622, 10.74874776, 10.55195175, 10.34494483,
9.83813522, 11.26931785, 11.20641798, 10.51555027, 10.90808954, 11.80923545,
11.68300879, 11.60313809, 7.95163365, 7.77213815, 7.54209557, 7.30603673,
7.17842173, 8.25899805, 8.56494995, 10.44245578, 11.08542758, 11.74129079,
11.67979686, 12.94362214, 11.96285343, 11.8289847, 11.01388413, 10.6793698,
11.20662595, 11.97684701, 12.46383177, 11.34178655, 12.12477078, 12.48698059,
12.89325064, 12.07470295, 12.6777319, 10.91689448, 10.7676326, 10.66710434]
我知道互相关是一个正确的术语,但过了一段时间,我还是不知道要使用scipy.signal.correlate和numpy.correlate,因为我得到的只是一个充满NaN的数组,所以显然我需要更多这方面的知识。
我希望得到的结果可能是一个类似于How to make a correlation plot with a certain lag of two time series线程的答案部分的图,在这里我可以看到最有可能的时滞是多少小时。
提前感谢您!
1条答案
按热度按时间yrdbyhpb1#
根据给定的数据,您可以使用
numpy
和matplotlib
模块来获得所需的结果。因此,您可以执行以下操作:
其给出: