源码下载地址：
http://download.csdn.net/download/adam_zs/10224873
from __future__ import absolute_import, division, print_function
# http://www.lfd.uci.edu/~gohlke/pythonlibs/#xgboost
import sys
import os
import pandas as pd
import numpy as np
import statsmodels.api as sm
import statsmodels.formula.api as smf
import statsmodels.tsa.api as smt
import matplotlib.pylab as plt
import seaborn as sns
pd.set_option('display.height', 9999)
pd.set_option('display.max_rows', 9999)
pd.set_option('display.max_columns', 9999)
pd.set_option('display.width', 9999)
pd.set_option('display.float_format', lambda x: '%.5f' % x) # pandas
np.set_printoptions(precision=5, suppress=True) # numpy
pd.set_option('display.max_columns', 100)
pd.set_option('display.max_rows', 100)
# seaborn plotting style
sns.set(style='ticks', context='poster')
sentiment = pd.read_csv("data/sentiment.csv", index_col=0, parse_dates=[0])
# print(sentiment.head())
'''
DATE UMCSENT
2000-01-01 112.00000
2000-02-01 111.30000
2000-03-01 107.10000
2000-04-01 109.20000
2000-05-01 110.70000
'''
sentiment_short = sentiment['2005':'2016']
# sentiment_short.plot(figsize=(12, 8))
# plt.title("Consumer Sentiment")
# plt.show()
# sentiment_short = sentiment['2005':'2016']
# sentiment_short['diff_1'] = sentiment_short['UMCSENT'].diff(1) # 1阶差分
# sentiment_short['diff_2'] = sentiment_short['diff_1'].diff(1) # 2阶差分
# sentiment_short.plot(figsize=(18, 12))
# plt.title('diff_1 and diff_2')
# plt.show()
# acf结果,pacf结果
# fig = plt.figure(figsize=(12, 8))
#
# ax1 = fig.add_subplot(211)
# fig = sm.graphics.tsa.plot_acf(sentiment_short, lags=20, ax=ax1)
# ax1.xaxis.set_ticks_position('bottom')
# fig.tight_layout()
#
# ax2 = fig.add_subplot(212)
# fig = sm.graphics.tsa.plot_pacf(sentiment_short, lags=20, ax=ax2)
# ax2.xaxis.set_ticks_position('bottom')
# fig.tight_layout()
# plt.show()
# 散点图也可以表示
# lags = 9
# ncols = 3
# nrows = int(np.ceil(lags / ncols))
#
# fig, axes = plt.subplots(ncols=ncols, nrows=nrows, figsize=(4 * ncols, 4 * nrows))
#
# for ax, lag in zip(axes.flat, np.arange(1, lags + 1, 1)):
# lag_str = 't-{}'.format(lag)
# X = (pd.concat([sentiment_short, sentiment_short.shift(-lag)], axis=1,
# keys=['y'] + [lag_str]).dropna())
#
# X.plot(ax=ax, kind='scatter', y='y', x=lag_str)
# corr = X.corr().as_matrix()[0][1]
# ax.set_ylabel('Original')
# ax.set_title('Lag: {} (corr={:.2f})'.format(lag_str, corr))
# ax.set_aspect('equal')
# sns.despine()
#
# fig.tight_layout()
# plt.show()
# 更直观一些
def tsplot(y, lags=None, title='', figsize=(14, 8)):
fig = plt.figure(figsize=figsize)
layout = (2, 2)
ts_ax = plt.subplot2grid(layout, (0, 0))
hist_ax = plt.subplot2grid(layout, (0, 1))
acf_ax = plt.subplot2grid(layout, (1, 0))
pacf_ax = plt.subplot2grid(layout, (1, 1))
y.plot(ax=ts_ax)
ts_ax.set_title(title)
y.plot(ax=hist_ax, kind='hist', bins=25)
hist_ax.set_title('Histogram')
smt.graphics.plot_acf(y, lags=lags, ax=acf_ax)
smt.graphics.plot_pacf(y, lags=lags, ax=pacf_ax)
[ax.set_xlim(0) for ax in [acf_ax, pacf_ax]]
sns.despine()
plt.tight_layout()
return ts_ax, acf_ax, pacf_ax
tsplot(sentiment_short, title='Consumer Sentiment', lags=36);
plt.show()
from __future__ import absolute_import, division, print_function
import sys
import os
import pandas as pd
import numpy as np
# TSA from Statsmodels
import statsmodels.api as sm
import statsmodels.formula.api as smf
import statsmodels.tsa.api as smt
# Display and Plotting
import matplotlib.pylab as plt
import seaborn as sns
pd.set_option('display.height', 9999)
pd.set_option('display.max_rows', 9999)
pd.set_option('display.max_columns', 9999)
pd.set_option('display.width', 9999)
pd.set_option('display.float_format', lambda x: '%.5f' % x) # pandas
np.set_printoptions(precision=5, suppress=True) # numpy
pd.set_option('display.max_columns', 100)
pd.set_option('display.max_rows', 100)
# seaborn plotting style
sns.set(style='ticks', context='poster')
ts_df = pd.read_csv('data/series1.csv', index_col=0, parse_dates=[0])
# print(ts_df.head())
# print(ts_df.shape) (120, 1)
'''
value
2006-06-01 0.21507
2006-07-01 1.14225
2006-08-01 0.08077
2006-09-01 -0.73952
2006-10-01 0.53552
'''
train_count = int(ts_df.shape[0] * 0.95) + 1
X_train = ts_df[:train_count]['value']
y_test = ts_df[train_count:]['value']
# print(X_train.shape)
# print(X_train.tail())
# print(y_test.shape)
# print(y_test.head())
def tsplot(y, lags=None, title='', figsize=(14, 8)):
fig = plt.figure(figsize=figsize)
layout = (2, 2)
ts_ax = plt.subplot2grid(layout, (0, 0))
hist_ax = plt.subplot2grid(layout, (0, 1))
acf_ax = plt.subplot2grid(layout, (1, 0))
pacf_ax = plt.subplot2grid(layout, (1, 1))
y.plot(ax=ts_ax)
ts_ax.set_title(title)
y.plot(ax=hist_ax, kind='hist', bins=25)
hist_ax.set_title('Histogram')
smt.graphics.plot_acf(y, lags=lags, ax=acf_ax)
smt.graphics.plot_pacf(y, lags=lags, ax=pacf_ax)
[ax.set_xlim(0) for ax in [acf_ax, pacf_ax]]
sns.despine()
fig.tight_layout()
return ts_ax, acf_ax, pacf_ax
# tsplot(X_train, title='A Given Training Series', lags=20)
# plt.show()
arima200 = sm.tsa.SARIMAX(X_train, order=(2, 0, 0))
model_results = arima200.fit()
import itertools
p_min = 0
d_min = 0
q_min = 0
p_max = 4
d_max = 0
q_max = 4
# Initialize a DataFrame to store the results
results_bic = pd.DataFrame(index=['AR{}'.format(i) for i in range(p_min, p_max + 1)],
columns=['MA{}'.format(i) for i in range(q_min, q_max + 1)])
for p, d, q in itertools.product(range(p_min, p_max + 1),
range(d_min, d_max + 1),
range(q_min, q_max + 1)):
if p == 0 and d == 0 and q == 0:
results_bic.loc['AR{}'.format(p), 'MA{}'.format(q)] = np.nan
continue
try:
model = sm.tsa.SARIMAX(X_train, order=(p, d, q),
# enforce_stationarity=False,
# enforce_invertibility=False,
)
results = model.fit()
results_bic.loc['AR{}'.format(p), 'MA{}'.format(q)] = results.bic
except:
continue
results_bic = results_bic[results_bic.columns].astype(float)
fig, ax = plt.subplots(figsize=(10, 8))
ax = sns.heatmap(results_bic,
mask=results_bic.isnull(),
ax=ax,
annot=True,
fmt='.2f',
)
ax.set_title('BIC')
plt.show()import matplotlib.pylab
import numpy as np
import pandas as pd
'''滑动窗口'''
df = pd.Series(np.random.randint(low=1, high=100, size=600),
index=pd.date_range(start='2016-01-07', periods=600, freq='D'))
# print(df.head())
print(df.rolling(window=10)) # 滑动窗口
import matplotlib.pyplot as plt
plt.figure(figsize=(15, 5))
df.plot(style='r--')
df.rolling(window=10).mean().plot(style='b')
plt.show()
import pandas as pd
import numpy as np
rng = pd.date_range('2017-01-05', periods=90, freq='D')
ts = pd.Series(np.random.randint(low=1, high=20, size=90), index=rng)
# print(ts)
# print(ts.resample(rule="M").sum())
day3Ts = ts.resample(rule='3D').sum()
# print(day3Ts.resample(rule='D').asfreq())
'''
ffill 空值取前面的值
bfill 空值取后面的值
interpolate 线性取值
'''
print(day3Ts.resample(rule='D').ffill(1)) # 1 对1个缺失值进行填充
import matplotlib.pylab as plt
import seaborn as sns
from tsfresh.examples.robot_execution_failures import download_robot_execution_failures, load_robot_execution_failures
from tsfresh import extract_features, extract_relevant_features, select_features
from tsfresh.utilities.dataframe_functions import impute
from tsfresh.feature_extraction import ComprehensiveFCParameters
from sklearn.tree import DecisionTreeClassifier
from sklearn.model_selection import train_test_split
from sklearn.metrics import classification_report
download_robot_execution_failures()
df, y = load_robot_execution_failures()
# df[df.id == 3][['time', 'F_x', 'F_y', 'F_z', 'T_x', 'T_y', 'T_z']].plot(x='time', title='Success example (id 3)',
# figsize=(12, 6))
# df[df.id == 20][['time', 'F_x', 'F_y', 'F_z', 'T_x', 'T_y', 'T_z']].plot(x='time', title='Failure example (id 20)',
# figsize=(12, 6))
# plt.show()
extraction_settings = ComprehensiveFCParameters() # 特征提取
X = extract_features(df,
column_id='id', column_sort='time',
default_fc_parameters=extraction_settings,
impute_function=impute)
# 特征过滤
X_filtered = extract_relevant_features(df, y,
column_id='id', column_sort='time',
default_fc_parameters=extraction_settings)
X_train, X_test, X_filtered_train, X_filtered_test, y_train, y_test = train_test_split(X, X_filtered, y, test_size=.4)
cl = DecisionTreeClassifier()
cl.fit(X_train, y_train)
cl2 = DecisionTreeClassifier()
cl2.fit(X_filtered_train, y_train)
print(classification_report(y_test, cl2.predict(X_filtered_test)))
'''维基百科点击量数据'''
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import re
pd.set_option('display.height', 9999)
pd.set_option('display.max_rows', 9999)
pd.set_option('display.max_columns', 9999)
pd.set_option('display.width', 9999)
train = pd.read_csv('train_1.csv').fillna(0) # fillna空缺数据填充为0
# print(train.info())
for col in train.columns[1:]:
train[col] = pd.to_numeric(train[col], downcast='integer')
# print(train.head())
# print(train.info())
'''
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'''
def get_language(page):
res = re.search('[a-z][a-z].wikipedia.org', page)
if res:
return res.group()[0:2]
else:
return 'na'
train['lang'] = train['Page'].map(get_language)
# print(train.head())
from collections import Counter
# print(Counter(train['lang']))
# Counter({'zh': 19, 'en': 13, 'ja': 11, 'ru': 10, 'de': 8, 'fr': 7, 'es': 6})
lang_sets = {}
lang_sets['en'] = train[train.lang == 'en'].iloc[:, :-1]
lang_sets['ja'] = train[train.lang == 'ja'].iloc[:, :-1]
lang_sets['de'] = train[train.lang == 'de'].iloc[:, :-1]
lang_sets['fr'] = train[train.lang == 'fr'].iloc[:, :-1]
lang_sets['zh'] = train[train.lang == 'zh'].iloc[:, :-1]
lang_sets['ru'] = train[train.lang == 'ru'].iloc[:, :-1]
lang_sets['es'] = train[train.lang == 'es'].iloc[:, :-1]
sums = {}
for key in lang_sets:
sums[key] = lang_sets[key].iloc[:, 1:].sum(axis=0) / lang_sets[key].shape[0]
# print(sums)
days = [r for r in range(sums['en'].shape[0])]
# 不同国家词频的点击情况
# fig = plt.figure(1, figsize=[10, 10])
# plt.ylabel('Views per Page')
# plt.xlabel('Day')
# plt.title('Pages in Different Languages')
# labels = {'en': 'English', 'ja': 'Japanese', 'de': 'German', 'fr': 'French',
# 'zh': 'Chinese', 'ru': 'Russian', 'es': 'Spanish'
# }
# for key in sums:
# plt.plot(days, sums[key], label=labels[key])
# plt.legend()
# plt.show()
# 不同词条的点击量
# def plot_entry(key, idx):
# data = lang_sets[key].iloc[idx, 1:]
# fig = plt.figure(1, figsize=(10, 5))
# plt.plot(days, data)
# plt.xlabel('day')
# plt.ylabel('views')
# plt.title(train.iloc[lang_sets[key].index[idx], 0])
# plt.show()
#
#
# for idx in range(5, 10):
# plot_entry('en', idx)
# 查看每个国家关注的热点
top_pages = {} # 每个国家top1热点
def national_hot(key):
sum_set = pd.DataFrame(lang_sets[key][['Page']])
sum_set['total'] = lang_sets[key].sum(axis=1)
sum_set = sum_set.sort_values(by='total', ascending=False)
top_pages[key] = sum_set.index[0]
print('-----', key, '-----')
print(sum_set.head(5))
for key in lang_sets:
national_hot(key)
# 每个国家最热的话题
for key in top_pages:
fig = plt.figure(1, figsize=(10, 5))
cols = train.columns
cols = cols[1:-1]
data = train.loc[top_pages[key], cols]
plt.plot(days, data)
plt.xlabel('Days')
plt.ylabel('Views')
plt.title(train.loc[top_pages[key], 'Page'])
plt.show()
import numpy as np
import pandas as pd
# rng = pd.date_range(start='2017-01-01', periods=10, freq='3D')
# print(rng)
# print(np.random.randint(low=1, high=20, size=10))
time = pd.Series(np.random.randint(low=1, high=20, size=10),
index=pd.date_range(start='2017-01-02', periods=10, freq='3D'))
time = time.truncate(before='2017-01-05')
# print(time)
# print(time['2017-01-05':'2017-01-20'])
p1 = pd.period_range('2016-01-01 10:10', freq='10H', periods=10)
# print(p1)
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