时间序列数据分析--Time Series--Pandas的时间序列处理

1.创建以时间戳为索引的Series  ->  DatetimeIndex

• 指定index为datetime的list
• pd.date_range()

from datetime import datetime
import pandas as pd
import numpy as np

# 指定index为datetime的list
date_list = [datetime(2017, 2, 18), datetime(2017, 2, 19), 
             datetime(2017, 2, 25), datetime(2017, 2, 26), 
             datetime(2017, 3, 4), datetime(2017, 3, 5)]
time_s = pd.Series(np.random.randn(6), index=date_list)
print(time_s)
print(type(time_s.index))
answer:
2017-02-18   -0.543551
2017-02-19   -0.759103
2017-02-25    0.058956
2017-02-26    0.275448
2017-03-04   -0.957346
2017-03-05   -1.143108
dtype: float64
<class 'pandas.tseries.index.DatetimeIndex'>
<class 'pandas.core.series.Series'>

# pd.date_range()
dates = pd.date_range('2017-02-18', # 起始日期
                      periods=5,    # 周期
                      freq='W-SAT') # 频率
print(dates)
print(pd.Series(np.random.randn(5), index=dates))
answer：
DatetimeIndex(['2017-02-18', '2017-02-25', '2017-03-04', '2017-03-11',
               '2017-03-18'],
              dtype='datetime64[ns]', freq='W-SAT')
2017-02-18   -0.921937
2017-02-25    0.722167
2017-03-04   -0.171531
2017-03-11   -1.104664
2017-03-18    1.259994
Freq: W-SAT, dtype: float64

2.索引

• 索引位置
• 索引值
• 解析的日期字符串
• 按“年份”、“月份”索引
• 切片操作

# 索引位置
print(time_s[0])
# 索引值
print(time_s[datetime(2017, 2, 18)])
# 可以被解析的日期字符串
print(time_s['2017/02/18'])
# 按“年份”、“月份”索引
print(time_s['2017-2'])
# 切片操作
print(time_s['2017-2-26':])

3.过滤 time_series.truncate()

time_s.truncate(before='2017-2-25')
answer:
2017-02-25   -0.814823
2017-02-26    0.118521
2017-03-04    0.479252
2017-03-05   -0.052865
dtype: float64

time_s.truncate(after='2017-2-25')
answer:
2017-02-18   -0.466020
2017-02-19   -0.914442
2017-02-25   -0.814823
dtype: float64

4.生成日期范围

• 传入开始、结束日期，默认生成的该时间段的时间点是按天计算的
• 只传入开始或结束日期，还需要传入时间段
• 规范化时间戳   normalize=True

# 传入开始、结束日期，默认生成的该时间段的时间点是按天计算的
date_index = pd.date_range('2017/02/18', '2017/03/18')
print(date_index)
answer：
DatetimeIndex(['2017-02-18', '2017-02-19', '2017-02-20', '2017-02-21',
               '2017-02-22', '2017-02-23', '2017-02-24', '2017-02-25',
               '2017-02-26', '2017-02-27', '2017-02-28', '2017-03-01',
               '2017-03-02', '2017-03-03', '2017-03-04', '2017-03-05',
               '2017-03-06', '2017-03-07', '2017-03-08', '2017-03-09',
               '2017-03-10', '2017-03-11', '2017-03-12', '2017-03-13',
               '2017-03-14', '2017-03-15', '2017-03-16', '2017-03-17',
               '2017-03-18'],
              dtype='datetime64[ns]', freq='D')

# 只传入开始或结束日期，还需要传入时间段
print(pd.date_range(start='2017/02/18', periods=10))
answer：
DatetimeIndex(['2017-02-18', '2017-02-19', '2017-02-20', '2017-02-21',
               '2017-02-22', '2017-02-23', '2017-02-24', '2017-02-25',
               '2017-02-26', '2017-02-27'],
              dtype='datetime64[ns]', freq='D')
print(pd.date_range(end='2017/03/18', periods=10))
answer：
DatetimeIndex(['2017-03-09', '2017-03-10', '2017-03-11', '2017-03-12',
               '2017-03-13', '2017-03-14', '2017-03-15', '2017-03-16',
               '2017-03-17', '2017-03-18'],
              dtype='datetime64[ns]', freq='D')
# 规范化时间戳 
print(pd.date_range(start='2017/02/18 12:13:14', periods=10))
print(pd.date_range(start='2017/02/18 12:13:14', periods=10, normalize=True))
answer：
DatetimeIndex(['2017-02-18 12:13:14', '2017-02-19 12:13:14',
               '2017-02-20 12:13:14', '2017-02-21 12:13:14',
               '2017-02-22 12:13:14', '2017-02-23 12:13:14',
               '2017-02-24 12:13:14', '2017-02-25 12:13:14',
               '2017-02-26 12:13:14', '2017-02-27 12:13:14'],
              dtype='datetime64[ns]', freq='D')
DatetimeIndex(['2017-02-18 12:13:14', '2017-02-19 12:13:14',
               '2017-02-20 12:13:14', '2017-02-21 12:13:14',
               '2017-02-22 12:13:14', '2017-02-23 12:13:14',
               '2017-02-24 12:13:14', '2017-02-25 12:13:14',
               '2017-02-26 12:13:14', '2017-02-27 12:13:14'],
              dtype='datetime64[ns]', freq='D')

5.频率Freq，由基础频率的倍数组成，基础频率有：

• BM，business end of month，每个月最后一个工作日
• D：天，M：月  等
• 
• 

print(pd.date_range('2017/02/18', '2017/03/18', freq='2D'))
answer：
DatetimeIndex(['2017-02-18', '2017-02-20', '2017-02-22', '2017-02-24',
               '2017-02-26', '2017-02-28', '2017-03-02', '2017-03-04',
               '2017-03-06', '2017-03-08', '2017-03-10', '2017-03-12',
               '2017-03-14', '2017-03-16', '2017-03-18'],
              dtype='datetime64[ns]', freq='2D')

6.移动数据  shift()

• 沿时间轴将数据前移或后移，保持索引不变

ts = pd.Series(np.random.randn(5), index=pd.date_range('20170218', periods=5, freq='W-SAT'))
print(ts)
answer：
2017-02-18    0.400190
2017-02-25    1.495394
2017-03-04   -1.331107
2017-03-11    2.943859
2017-03-18    0.813070
Freq: W-SAT, dtype: float64

print(ts.shift(1))
print(ts.shift(-1))
answer：
2017-02-18         NaN
2017-02-25    0.400190
2017-03-04    1.495394
2017-03-11   -1.331107
2017-03-18    2.943859
Freq: W-SAT, dtype: float64
2017-02-18    1.495394
2017-02-25   -1.331107
2017-03-04    2.943859
2017-03-11    0.813070
2017-03-18         NaN
Freq: W-SAT, dtype: float64