outlier 过滤 python实现
Tuckey算法实现
代码
# Outlier detection
import numpy as np
from collections import Counter
def detect_outliers(df,n,features):
"""
Tuckey算法
"""
outlier_indices = []
# iterate over features(columns)
for col in features:
# 1st quartile (25%)
Q1 = np.percentile(df[col], 25)
# 3rd quartile (75%)
Q3 = np.percentile(df[col],75)
# Interquartile range (IQR)
IQR = Q3 - Q1
# outlier step
outlier_step = 1.5 * IQR
# Determine a list of indices of outliers for feature col
outlier_list_col = df[(df[col] < Q1 - outlier_step) | (df[col] > Q3 + outlier_step )].index
# append the found outlier indices for col to the list of outlier indices
outlier_indices.extend(outlier_list_col)
# select observations containing more than 2 outliers
outlier_indices = Counter(outlier_indices)
multiple_outliers = list( k for k, v in outlier_indices.items() if v > n )
return multiple_outliers