时间序列数据平滑处理及源代码

本文探讨了时间序列数据平滑的重要性,介绍了一种常见方法——移动平均法,通过Python代码示例展示如何应用此方法平滑数据,以减少噪声并揭示数据趋势和模式。

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时间序列数据是一种按照时间顺序排列的数据集,它通常用于分析趋势、季节性变化和周期性波动等。然而,原始的时间序列数据可能包含噪声、异常值或突发事件,这可能会给分析和预测带来困难。为了解决这个问题,我们可以使用平滑技术对时间序列数据进行处理,以减少噪声并捕捉其潜在的趋势和模式。

一种常用的时间序列平滑方法是移动平均法(Moving Average),它通过计算数据点周围一定窗口大小内的均值来减小噪声的影响。下面是使用Python编写的移动平均法的示例代码:

import numpy as np

def moving_average(data, window_size):
    smoothed_data = np.
The three datasets contain the performance metrics of 520, 527 and 547 VMs from a distributed datacenter of Materna. Materna is a full service provider in the premium segment and has been successfully implementing ITC projects for their customers for more than 35 years. Thier client list reads like the “Who’s Who” of German companies and public sector organisations. Throughout Europe there are around 1,700 employees working for Materna, including highly specialized and certified consultants, software developers, software architects and project managers as well as editors and marketing experts - all with well-proven project experience. Materna covers the complete spectrum of services you would expect from a full service provider: from strategy and consulting services through to implementation and operations. The range of services is organised in six Business Lines: IT Factory, Digital Enterprise, Government and Communications, as well as cbs, a SAP business consultancy company. Each file of teh three datasets contains the performance metrics of a specific VM. These files are organized according by traces: Materna-trace-1, Materna-trace-2 and Materna-trace-3. The first trace consists of 520 VMs, the second trace consits of 527 VMs and the third trace consits of 547 VMs. The traces were taken in the distributed Materna Data Centers in Dortmund over a timespan of three months. Each trace represents one month of data. Running VMs in the traces are mostly the same in all three datasets. The workloads in the traced VMs are highly critical business applications of internatinaly known companies. All datasets contain a special text-file listing relevant trace-metrics. The traces were taken on a VMware ESX environment using the following physikal resources:
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