外れ値

import japanize_matplotlib as jm
import matplotlib.pyplot as plt
import pandas as pd
import seaborn as sns

data = pd.read_csv("./支出金額_加工済みデータ.csv", index_col="日付")
data.index = pd.to_datetime(data.index)
data.head(10)

sns.set(rc={"figure.figsize": (15, 8)})
jm.japanize()
sns.lineplot(data=data, x="日付", y="季節変動調整分", label="季節変動調整分")
plt.show()

import tsod

magd = tsod.DiffDetector(direction="positive")
series = data["季節変動調整分"]
magd.fit(series[0:10])

res = magd.detect(series)
plt.figure(figsize=(16, 4))
plt.plot(series)
plt.plot(series[res], "ro", label="Anomaly")

for d in series[res].index:
    plt.axvline(d, alpha=0.5, linewidth=0.75, color="k")
    plt.text(
        d + pd.DateOffset(10),
        10,
        f'{d.strftime("%Y/%m/%d")}',
        rotation=90,
    )
plt.legend()
plt.show()