etna.analysis.cross_corr_plot#

cross_corr_plot(ts: TSDataset, n_segments: int = 10, maxlags: int = 21, segments: List[str] | None = None, columns_num: int = 2, figsize: Tuple[int, int] = (10, 5))[source]#

Cross-correlation plot between multiple timeseries.

Parameters:

  • ts (TSDataset) – TSDataset with timeseries data

  • n_segments (int) – number of random segments to plot, ignored if parameter segments is set

  • maxlags (int) – number of timeseries shifts for cross-correlation, should be >=1 and <= len(timeseries)

  • segments (List[str] | None) – segments to plot

  • columns_num (int) – number of columns in subplots

  • figsize (Tuple[int, int]) – size of the figure per subplot with one segment in inches

Raises:

ValueError: – parameter maxlags doesn’t satisfy constraints