Pandas数据特征分析

数据的排序

将一组数据通过摘要（有损地提取数据特征的过程）的方式，可以获得基本统计（含排序）、分布/累计统计、数据特征（相关性、周期性等）、数据挖掘（形成知识）。

• .sort_index()方法在指定轴上根据索引进行排序，默认升序
• .sort_index(axis=0, ascending=True)

In [1]: import pandas as pd

In [2]: import numpy as np

In [3]: b = pd.DataFrame(np.arange(20).reshape(4,5), index=['c','a','d','b'])

In [4]: b
Out[4]: 
    0   1   2   3   4
c   0   1   2   3   4
a   5   6   7   8   9
d  10  11  12  13  14
b  15  16  17  18  19

In [5]: b.sort_index()
Out[5]: 
    0   1   2   3   4
a   5   6   7   8   9
b  15  16  17  18  19
c   0   1   2   3   4
d  10  11  12  13  14

In [6]: b.sort_index(ascending=False)
Out[6]: 
    0   1   2   3   4
d  10  11  12  13  14
c   0   1   2   3   4
b  15  16  17  18  19
a   5   6   7   8   9

In [7]: c = b.sort_index(axis=1, ascending=False)

In [8]: c
Out[8]: 
    4   3   2   1   0
c   4   3   2   1   0
a   9   8   7   6   5
d  14  13  12  11  10
b  19  18  17  16  15

In [9]: c = c.sort_index()

In [10]: c
Out[10]: 
    4   3   2   1   0
a   9   8   7   6   5
b  19  18  17  16  15
c   4   3   2   1   0
d  14  13  12  11  10

.sort_values()方法在指定轴上根据数值进行排序，默认升序

Series.sort_values(axis=0, ascending=True)
DataFrame.sort_values(by, axis=0, ascending=True)     # by:axis轴上的某个索引或索引列表

In [11]: c = b.sort_values(2,ascending=False)

In [12]: c
Out[12]: 
    0   1   2   3   4
b  15  16  17  18  19
d  10  11  12  13  14
a   5   6   7   8   9
c   0   1   2   3   4

In [13]: c = c.sort_values('a',axis=1,ascending=False)

In [14]: c
Out[14]: 
    4   3   2   1   0
b  19  18  17  16  15
d  14  13  12  11  10
a   9   8   7   6   5
c   4   3   2   1   0

NaN统一放到排序末尾:

In [15]: a = pd.DataFrame(np.arange(12).reshape(3,4), index=['a','b','c'])

In [16]: a
Out[16]: 
   0  1   2   3
a  0  1   2   3
b  4  5   6   7
c  8  9  10  11

In [17]: c = a + b

In [18]: c
Out[18]: 
      0     1     2     3   4
a   5.0   7.0   9.0  11.0 NaN
b  19.0  21.0  23.0  25.0 NaN
c   8.0  10.0  12.0  14.0 NaN
d   NaN   NaN   NaN   NaN NaN

In [19]: c.sort_values(2,ascending=False)
Out[19]: 
      0     1     2     3   4
b  19.0  21.0  23.0  25.0 NaN
c   8.0  10.0  12.0  14.0 NaN
a   5.0   7.0   9.0  11.0 NaN
d   NaN   NaN   NaN   NaN NaN

In [20]: c.sort_values(2,ascending=True)
Out[20]: 
      0     1     2     3   4
a   5.0   7.0   9.0  11.0 NaN
c   8.0  10.0  12.0  14.0 NaN
b  19.0  21.0  23.0  25.0 NaN
d   NaN   NaN   NaN   NaN NaN

基本的统计分析函数

适用于Series和DataFrame类型

适用于Series类型

适用于Series和DataFrame类型

In [21]: a = pd.Series([9,8,7,6], index=['a','b','c','d'])

In [22]: a
Out[22]: 
a    9
b    8
c    7
d    6
dtype: int64

In [23]: a.describe()
Out[23]: 
count    4.000000
mean     7.500000
std      1.290994
min      6.000000
25%      6.750000
50%      7.500000
75%      8.250000
max      9.000000
dtype: float64

In [24]: type(a.describe())
Out[24]: pandas.core.series.Series

In [25]: a.describe()['count']
Out[25]: 4.0

In [26]: a.describe()['max']
Out[26]: 9.0

In [27]: b.describe()
Out[27]: 
               0          1          2          3          4
count   4.000000   4.000000   4.000000   4.000000   4.000000
mean    7.500000   8.500000   9.500000  10.500000  11.500000
std     6.454972   6.454972   6.454972   6.454972   6.454972
min     0.000000   1.000000   2.000000   3.000000   4.000000
25%     3.750000   4.750000   5.750000   6.750000   7.750000
50%     7.500000   8.500000   9.500000  10.500000  11.500000
75%    11.250000  12.250000  13.250000  14.250000  15.250000
max    15.000000  16.000000  17.000000  18.000000  19.000000


In [28]: type(b.describe())
Out[28]: pandas.core.frame.DataFrame

In [29]: 

In [30]: b.describe().ix['max']
__main__:1: DeprecationWarning: 
.ix is deprecated. Please use
.loc for label based indexing or
.iloc for positional indexing

See the documentation here:
http://pandas.pydata.org/pandas-docs/stable/indexing.html#ix-indexer-is-deprecated
Out[30]: 
0    15.0
1    16.0
2    17.0
3    18.0
4    19.0
Name: max, dtype: float64

In [31]: b.describe()[2]
Out[31]: 
count     4.000000
mean      9.500000
std       6.454972
min       2.000000
25%       5.750000
50%       9.500000
75%      13.250000
max      17.000000
Name: 2, dtype: float64

累计统计分析函数

适用于Series和DataFrame类型，累计计算

In [32]: b.cumsum()
Out[32]: 
    0   1   2   3   4
c   0   1   2   3   4
a   5   7   9  11  13
d  15  18  21  24  27
b  30  34  38  42  46

In [33]: b.cumprod()
Out[33]: 
   0     1     2     3     4
c  0     1     2     3     4
a  0     6    14    24    36
d  0    66   168   312   504
b  0  1056  2856  5616  9576

In [34]: b.cummin()
Out[34]: 
   0  1  2  3  4
c  0  1  2  3  4
a  0  1  2  3  4
d  0  1  2  3  4
b  0  1  2  3  4

In [35]: b.cummax()
Out[35]: 
    0   1   2   3   4
c   0   1   2   3   4
a   5   6   7   8   9
d  10  11  12  13  14
b  15  16  17  18  19

适用于Series和DataFrame类型，滚动计算（窗口计算）

In [36]: b.rolling(2).sum()
Out[36]: 
      0     1     2     3     4
c   NaN   NaN   NaN   NaN   NaN
a   5.0   7.0   9.0  11.0  13.0
d  15.0  17.0  19.0  21.0  23.0
b  25.0  27.0  29.0  31.0  33.0

In [37]: b.rolling(3).sum()
Out[37]: 
      0     1     2     3     4
c   NaN   NaN   NaN   NaN   NaN
a   NaN   NaN   NaN   NaN   NaN
d  15.0  18.0  21.0  24.0  27.0
b  30.0  33.0  36.0  39.0  42.0

数据的相关分析

两个事物，表示为X和Y，如何判断它们之间的存在相关性？
相关性

• X增大，Y增大，两个变量正相关
• X增大，Y减小，两个变量负相关
• X增大，Y无视，两个变量不相关
  协方差

• 协方差>0, X和Y正相关
• 协方差<0, X和Y负相关
• 协方差=0， X和Y独立无关
  Pearson相关系数

r取值范围[-1, 1]

• 0.8 - 1.0 极强相关
• 0.6 - 0.8 强相关
• 0.4 - 0.6 中等程度相关
• 0.2 - 0.4 弱相关
• 0.0 - 0.2 极弱相关或无相关
  适用于Series和DataFrame类型
  
  实例:房价增幅与M2增幅的相关性:

In [38]: import pandas as pd
In [39]: hprice = pd.Series([3.04, 22.93, 12.75, 22.6, 12.33], index=['2008', '2009', '2010', '2011', '2012'])

In [40]: m2 = pd.Series([8.18, 18.38, 9.13, 7.82, 6.69], index=['2008', '2009', '2010','2011', '2012'])

In [41]: hprice.corr(m2)
Out[41]: 0.5239439145220387

单元小结：