时间序列--可视化的几种方式

一：随时间变化的线性曲线

除了最常见的，还可以设置分组，比如

from pandas import Series
from pandas import DataFrame
from pandas import TimeGrouper
from matplotlib import pyplot
series = Series.from_csv('daily-minimum-temperatures.csv', header=0)
groups = series.groupby(TimeGrouper('A'))
years = DataFrame()
for name, group in groups:
	years[name.year] = group.values
years.plot(subplots=True, legend=False)
pyplot.show()

每一行都是365天

二：直方图或者密度图

series.plot(kind='kde')--密度图

series.hist（）--直方图

三：箱线图

series.boxplot（）

下面给出一个年份不同月的箱线图

from pandas import Series
from pandas import DataFrame
from pandas import TimeGrouper
from matplotlib import pyplot
from pandas import concat
series = Series.from_csv('daily-minimum-temperatures.csv', header=0)
one_year = series['1990']
groups = one_year.groupby(TimeGrouper('M'))
months = concat([DataFrame(x[1].values) for x in groups], axis=1)
months = DataFrame(months)
months.columns = range(1,13)
months.boxplot()
pyplot.show()

四：热力图

现在横坐标代表每年中的某一天，纵坐标代表某一年，另外一个值大小就用颜色表示

from pandas import Series
from pandas import DataFrame
from pandas import TimeGrouper
from matplotlib import pyplot
series = Series.from_csv('daily-minimum-temperatures.csv', header=0)
groups = series.groupby(TimeGrouper('A'))
years = DataFrame()
for name, group in groups:
	years[name.year] = group.values
years = years.T
pyplot.matshow(years, interpolation=None, aspect='auto')
pyplot.show()

当然也可以画出月份和日期的热力图

from pandas import Series
from pandas import DataFrame
from pandas import TimeGrouper
from matplotlib import pyplot
from pandas import concat
series = Series.from_csv('daily-minimum-temperatures.csv', header=0)
one_year = series['1990']
groups = one_year.groupby(TimeGrouper('M'))
months = concat([DataFrame(x[1].values) for x in groups], axis=1)
months = DataFrame(months)
months.columns = range(1,13)
pyplot.matshow(months, interpolation=None, aspect='auto')
pyplot.show()

 

五：滞后项和原项之间的点图

Pandas has a built-in function for exactly this called the lag plot. It plots the observation at time t on the x-axis and the lag1 observation (t-1) on the y-axis.

• If the points cluster along a diagonal line from the bottom-left to the top-right of the plot, it suggests a positive correlation relationship.主对角线--正相关
• If the points cluster along a diagonal line from the top-left to the bottom-right, it suggests a negative correlation relationship.次对角线--负相关
• Either relationship is good as they can be modeled.

More points tighter in to the diagonal line suggests a stronger relationship and more spread from the line suggests a weaker relationship.越分散--越不相关

from pandas import Series
from matplotlib import pyplot
from pandas.tools.plotting import lag_plot
series = Series.from_csv('daily-minimum-temperatures.csv', header=0)
lag_plot(series)
pyplot.show()

这里只画出来t和t-1的图，当然也可以画t和t-1，t和t-2,t和t-3...t和t-7

from pandas import Series
from pandas import DataFrame
from pandas import concat
from matplotlib import pyplot
from pandas.plotting import scatter_matrix
series = Series.from_csv('daily-minimum-temperatures.csv', header=0)
values = DataFrame(series.values)
lags = 7
columns = [values]
for i in range(1,(lags + 1)):
	columns.append(values.shift(i))
dataframe = concat(columns, axis=1)
columns = ['t+1']
for i in range(1,(lags + 1)):
	columns.append('t-' + str(i))
dataframe.columns = columns
pyplot.figure(1)
for i in range(1,(lags + 1)):
	ax = pyplot.subplot(240 + i)
	ax.set_title('t+1 vs t-' + str(i))
	pyplot.scatter(x=dataframe['t+1'].values, y=dataframe['t-'+str(i)].values)
pyplot.show()

 

六：自相关图（和五的区别是这一步量化相关关系）

用的是pearson相关系数

from pandas import Series
from matplotlib import pyplot
from pandas.tools.plotting import autocorrelation_plot
series = Series.from_csv('daily-minimum-temperatures.csv', header=0)
autocorrelation_plot(series)
pyplot.show()

https://machinelearningmastery.com/time-series-data-visualization-with-python/