python - module 'pandas' has no attribute 'rolling_mean'

Question

I am trying to build a ARIMA for anomaly detection. I need to find the moving average of the time series graph I am trying to use pandas 0.23 for this

import pandas as pd
import numpy as np
from statsmodels.tsa.stattools import adfuller
import matplotlib.pylab as plt
from matplotlib.pylab import rcParams
rcParams['figure.figsize'] = 15, 6

dateparse = lambda dates: pd.datetime.strptime(dates, '%Y-%m')
data = pd.read_csv('AirPassengers.csv', parse_dates=['Month'], index_col='Month',date_parser=dateparse)

data.index
ts = data['#Passengers']
ts.head(10)

plt.plot(ts)
ts_log = np.log(ts)
plt.plot(ts_log)
moving_avg = pd.rolling_mean(ts_log,12)  # here is the error

pd.rolling_mean  
plt.plot(ts_log)
plt.plot(moving_avg, color='red') 

error:Traceback (most recent call last): File "C:\Program Files\Python36\lastmainprogram.py", line 74, in moving_avg = pd.rolling_mean(ts_log,12) AttributeError: module 'pandas' has no attribute 'rolling_mean'

Answer 1

I believe need change:

moving_avg = pd.rolling_mean(ts_log,12)

to:

moving_avg = ts_log.rolling(12).mean()

because old pandas version code below pandas 0.18.0

Answer 2

Change:

moving_avg = pd.rolling_mean(ts_log,12)

to:

rolmean = pd.Series(timeseries).rolling(window=12).mean()

rolstd = pd.Series(timeseries).rolling(window=12).std()

Answer 3

You will need this in your detection so you can add.

moving_std = ts_log.rolling(12).std()