Pandas

常见数据操作

加载时间序列数据

ts = pd.Series(
  d['data'],
  index = pd.date_range(
    datetime.fromtimestamp(d['start']),
    datetime.fromtimestamp(d['end']-1),
    freq = '%ss' % d['step'],
  )
)

滑动平均

ts.rolling(window=10).mean()

删除异常数据

def de_rare(ts, threshold=0.001):
  counts = ts.value_counts(normalize=True)
  return ts[ts.isin(counts[counts > threshold].index)]

参见

• matplotlib
• numpy

外部链接

• jvns/pandas-cookbook: Recipes for using Python's pandas library