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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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包含的文件(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(原文)

安装前可以查看交给 AI 代理的指令内容。

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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