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analyzing-time-series

Comprehensive diagnostic analysis of time series data. Use when users provide CSV time series data and want to understand its characteristics before forecasting - stationarity, seasonality, trend, forecastability, and transform recommendations.

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See how to install

Files included (5)

  • SKILL.md2.8 KB
  • references/interpretation.md5.8 KB
  • scripts/diagnose.py18.7 KB
  • scripts/ts_utils.py13.0 KB
  • scripts/visualize.py14.5 KB

SKILL.md (original)

Review the instructions the agent will receive before you install.

Time Series Diagnostics

Comprehensive diagnostic toolkit to analyze time series data characteristics before forecasting.

Input Format

The input CSV file should have two columns:

  • Date column - Timestamps or dates (e.g., date, timestamp, time)
  • Value column - Numeric values to analyze (e.g., value, sales, temperature)

Workflow

Step 1: Run diagnostics

python scripts/diagnose.py data.csv --output-dir results/

This runs all statistical tests and analyses. Outputs diagnostics.json with all metrics and summary.txt with human-readable findings. Column names are auto-detected, or can be specified with --date-col and --value-col options.

Step 2: Generate plots (optional)

python scripts/visualize.py data.csv --output-dir results/

Creates diagnostic plots in results/plots/ for visual inspection. Run after diagnose.py to ensure ACF/PACF plots are synchronized with stationarity results. Column names are auto-detected, or can be specified with --date-col and --value-col options.

Step 3: Report to user

Summarize findings from summary.txt and present relevant plots. See references/interpretation.md for guidance on:

  • Is the data forecastable?
  • Is it stationary? How much differencing is needed?
  • Is there seasonality? What period?
  • Is there a trend? What direction?
  • Is a transform needed?

Script Options

Both scripts accept:

  • --date-col NAME - Date column (auto-detected if omitted)
  • --value-col NAME - Value column (auto-detected if omitted)
  • --output-dir PATH - Output directory (default: diagnostics/)
  • --seasonal-period N - Seasonal period (auto-detected if omitted)

Output Files

results/
├── diagnostics.json       # All test results and statistics
├── summary.txt            # Human-readable findings
├── diagnostics_state.json # Internal state for plot synchronization
└── plots/
    ├── timeseries.png
    ├── histogram.png
    ├── rolling_stats.png
    ├── box_by_dayofweek.png  # By day of week (if applicable)
    ├── box_by_month.png      # By month (if applicable)
    ├── box_by_quarter.png    # By quarter (if applicable)
    ├── acf_pacf.png
    ├── decomposition.png
    └── lag_scatter.png

References

See references/interpretation.md for:

  • Statistical test thresholds and interpretation
  • Seasonal period guidelines by data frequency
  • Transform recommendations

Dependencies

pandas, numpy, matplotlib, statsmodels, scipy

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