PCA Index Dashboard Examples

import pull_fred
import pandas as pd
import plotly.express as px

import pca_index
from settings import config

DATA_DIR = config("DATA_DIR")

import warnings

warnings.filterwarnings("ignore")

now = pd.Timestamp.utcnow()
# convert now to central time
print(f"This script was last run at {now} (UTC)")
print(f"In US/Central Time, this is {now.tz_convert('US/Central')}")

This script was last run at 2025-04-01 10:01:57.164145+00:00 (UTC)
In US/Central Time, this is 2025-04-01 05:01:57.164145-05:00

df = pull_fred.load_fred(data_dir=DATA_DIR)
dfn = pca_index.transform_series(df)

## Visualize Principal Component 1
pc1, loadings = pca_index.pca(dfn, module="scikitlearn")
pc1.plot();

# Simple version
fig = px.line(pc1)
fig.show()

# Using slider and quick views
fig = pca_index.pc1_line_plot(pc1)
fig.show()

## Visualize normalized and raw series
dfn.plot(subplots=True, figsize=(10, 10));

fig = px.line(dfn, facet_col="variable", facet_col_wrap=1)
fig.update_yaxes(matches=None)
fig.show()

fig = pca_index.plot_unnormalized_series(df)
fig.show()

fig = pca_index.plot_normalized_series(dfn)
fig.show()