大佬整理的Python数据可视化时间序列案例，建议收藏（附代码）

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大佬整理的Python数据可视化时间序列案例，建议收藏（附代码）

前言

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时间序列

1、时间序列图

时间序列图用于可视化给定指标如何随时间变化。在这里，您可以了解1949年至1969年之间的航空客运流量如何变化。

# Import Data
df = pd.read_csv('https://github.com/selva86/datasets/raw/master/AirPassengers.csv')

# Draw Plot
plt.figure(figsize=(16,10), dpi= 80)
plt.plot('date', 'traffic', data=df, color='tab:red')

# Decoration
plt.ylim(50, 750)
xtick_location = df.index.tolist()[::12]
xtick_labels = [x[-4:] for x in df.date.tolist()[::12]]
plt.xticks(ticks=xtick_location, labels=xtick_labels, rotation=0, fontsize=12, horizontalalignment='center', alpha=.7)
plt.yticks(fontsize=12, alpha=.7)
plt.title("Air Passengers Traffic (1949 - 1969)", fontsize=22)
plt.grid(axis='both', alpha=.3)

# Remove borders
plt.gca().spines["top"].set_alpha(0.0)    
plt.gca().spines["bottom"].set_alpha(0.3)
plt.gca().spines["right"].set_alpha(0.0)    
plt.gca().spines["left"].set_alpha(0.3)   
plt.show()

2、带有标记的时间序列图

下面的时间序列绘制了所有的波峰和波谷，并注释了选定特殊事件的发生。

# Import Data
df = pd.read_csv('https://github.com/selva86/datasets/raw/master/AirPassengers.csv')

# Get the Peaks and Troughs
data = df['traffic'].values
doublediff = np.diff(np.sign(np.diff(data)))
peak_locations = np.where(doublediff == -2)[0] + 1

doublediff2 = np.diff(np.sign(np.diff(-1*data)))
trough_locations = np.where(doublediff2 == -2)[0] + 1

# Draw Plot
plt.figure(figsize=(16,10), dpi= 80)
plt.plot('date', 'traffic', data=df, color='tab:blue', label='Air Traffic')
plt.scatter(df.date[peak_locations], df.traffic[peak_locations], marker=mpl.markers.CARETUPBASE, color='tab:green', s=100, label='Peaks')
plt.scatter(df.date[trough_locations], df.traffic[trough_locations], marker=mpl.markers.CARETDOWNBASE, color='tab:red', s=100, label='Troughs')

# Annotate
for t, p in zip(trough_locations[1::5], peak_locations[::3]):
    plt.text(df.date[p], df.traffic[p]+15, df.date[p], horizontalalignment='center', color='darkgreen')
    plt.text(df.date[t], df.traffic[t]-35, df.date[t], horizontalalignment='center', color='darkred')

# Decoration
plt.ylim(50,750)
xtick_location = df.index.tolist()[::6]
xtick_labels = df.date.tolist()[::6]
plt.xticks(ticks=xtick_location, labels=xtick_labels, rotation=90, fontsize=12, alpha=.7)
plt.title("Peak and Troughs of Air Passengers Traffic (1949 - 1969)", fontsize=22)
plt.yticks(fontsize=12, alpha=.7)

# Lighten borders
plt.gca().spines["top"].set_alpha(.0)
plt.gca().spines["bottom"].set_alpha(.3)
plt.gca().spines["right"].set_alpha(.0)
plt.gca().spines["left"].set_alpha(.3)

plt.legend(loc='upper left')
plt.grid(axis='y', alpha=.3)
plt.show()

3、自相关（ACF）和部分自相关（PACF）图

ACF图显示了时间序列与其自身滞后的相关性。每条垂直线（在自相关图上）代表序列与从滞后0开始的滞后之间的相关性。图中的蓝色阴影区域是显着性水平。蓝线以上的那些滞后就是巨大的滞后。

那么如何解释呢？

对于AirPassengers，我们看到多达14个滞后已越过蓝线，因此意义重大。这意味着，距今已有14年之久的航空客运量对今天的客运量产生了影响。

另一方面，PACF显示了任何给定的（时间序列）滞后与当前序列之间的自相关，但是去除了两者之间的滞后。

# Import Data
df = pd.read_csv("https://github.com/selva86/datasets/raw/master/economics.csv")

x = df['date']
y1 = df['psavert']
y2 = df['unemploy']

# Plot Line1 (Left Y Axis)
fig, ax1 = plt.subplots(1,1,figsize=(16,9), dpi= 80)
ax1.plot(x, y1, color='tab:red')

# Plot Line2 (Right Y Axis)
ax2 = ax1.twinx()  # instantiate a second axes that shares the same x-axis
ax2.plot(x, y2, color='tab:blue')

# Decorations
# ax1 (left Y axis)
ax1.set_xlabel('Year', fontsize=20)
ax1.tick_params(axis='x', rotation=0, labelsize=12)
ax1.set_ylabel('Personal Savings Rate', color='tab:red', fontsize=20)
ax1.tick_params(axis='y', rotation=0, labelcolor='tab:red' )
ax1.grid(alpha=.4)

# ax2 (right Y axis)
ax2.set_ylabel("# Unemployed (1000's)", color='tab:blue', fontsize=20)
ax2.tick_params(axis='y', labelcolor='tab:blue')
ax2.set_xticks(np.arange(0, len(x), 60))
ax2.set_xticklabels(x[::60], rotation=90, fontdict={'fontsize':10})
ax2.set_title("Personal Savings Rate vs Unemployed: Plotting in Secondary Y Axis", fontsize=22)
fig.tight_layout()
plt.show()

4、交叉相关图

互相关图显示了两个时间序列之间的时滞。

from scipy.stats import sem

# Import Data
df = pd.read_csv("https://raw.githubusercontent.com/selva86/datasets/master/user_orders_hourofday.csv")
df_mean = df.groupby('order_hour_of_day').quantity.mean()
df_se = df.groupby('order_hour_of_day').quantity.apply(sem).mul(1.96)

# Plot
plt.figure(figsize=(16,10), dpi= 80)
plt.ylabel("# Orders", fontsize=16)  
x = df_mean.index
plt.plot(x, df_mean, color="white", lw=2) 
plt.fill_between(x, df_mean - df_se, df_mean + df_se, color="#3F5D7D")  

# Decorations
# Lighten borders
plt.gca().spines["top"].set_alpha(0)
plt.gca().spines["bottom"].set_alpha(1)
plt.gca().spines["right"].set_alpha(0)
plt.gca().spines["left"].set_alpha(1)
plt.xticks(x[::2], [str(d) for d in x[::2]] , fontsize=12)
plt.title("User Orders by Hour of Day (95% confidence)", fontsize=22)
plt.xlabel("Hour of Day")

s, e = plt.gca().get_xlim()
plt.xlim(s, e)

# Draw Horizontal Tick lines  
for y in range(8, 20, 2):    
    plt.hlines(y, xmin=s, xmax=e, colors='black', alpha=0.5, linestyles="--", lw=0.5)

plt.show()

5、时间序列分解图

时间序列分解图显示了时间序列按趋势，季节和残差成分的分解。

"Data Source: https://www.kaggle.com/olistbr/brazilian-ecommerce#olist_orders_dataset.csv"
from dateutil.parser import parse
from scipy.stats import sem

# Import Data
df_raw = pd.read_csv('https://raw.githubusercontent.com/selva86/datasets/master/orders_45d.csv', 
                     parse_dates=['purchase_time', 'purchase_date'])

# Prepare Data: Daily Mean and SE Bands
df_mean = df_raw.groupby('purchase_date').quantity.mean()
df_se = df_raw.groupby('purchase_date').quantity.apply(sem).mul(1.96)

# Plot
plt.figure(figsize=(16,10), dpi= 80)
plt.ylabel("# Daily Orders", fontsize=16)  
x = [d.date().strftime('%Y-%m-%d') for d in df_mean.index]
plt.plot(x, df_mean, color="white", lw=2) 
plt.fill_between(x, df_mean - df_se, df_mean + df_se, color="#3F5D7D")  

# Decorations
# Lighten borders
plt.gca().spines["top"].set_alpha(0)
plt.gca().spines["bottom"].set_alpha(1)
plt.gca().spines["right"].set_alpha(0)
plt.gca().spines["left"].set_alpha(1)
plt.xticks(x[::6], [str(d) for d in x[::6]] , fontsize=12)
plt.title("Daily Order Quantity of Brazilian Retail with Error Bands (95% confidence)", fontsize=20)

# Axis limits
s, e = plt.gca().get_xlim()
plt.xlim(s, e-2)
plt.ylim(4, 10)

# Draw Horizontal Tick lines  
for y in range(5, 10, 1):    
    plt.hlines(y, xmin=s, xmax=e, colors='black', alpha=0.5, linestyles="--", lw=0.5)

plt.show()

6、多时间序列图

您可以在同一张图表上绘制测量同一值的多个时间序列，如下所示。

"Data Source: https://www.kaggle.com/olistbr/brazilian-ecommerce#olist_orders_dataset.csv"
from dateutil.parser import parse
from scipy.stats import sem

# Import Data
df_raw = pd.read_csv('https://raw.githubusercontent.com/selva86/datasets/master/orders_45d.csv', 
                     parse_dates=['purchase_time', 'purchase_date'])

# Prepare Data: Daily Mean and SE Bands
df_mean = df_raw.groupby('purchase_date').quantity.mean()
df_se = df_raw.groupby('purchase_date').quantity.apply(sem).mul(1.96)

# Plot
plt.figure(figsize=(16,10), dpi= 80)
plt.ylabel("# Daily Orders", fontsize=16)  
x = [d.date().strftime('%Y-%m-%d') for d in df_mean.index]
plt.plot(x, df_mean, color="white", lw=2) 
plt.fill_between(x, df_mean - df_se, df_mean + df_se, color="#3F5D7D")  

# Decorations
# Lighten borders
plt.gca().spines["top"].set_alpha(0)
plt.gca().spines["bottom"].set_alpha(1)
plt.gca().spines["right"].set_alpha(0)
plt.gca().spines["left"].set_alpha(1)
plt.xticks(x[::6], [str(d) for d in x[::6]] , fontsize=12)
plt.title("Daily Order Quantity of Brazilian Retail with Error Bands (95% confidence)", fontsize=20)

# Axis limits
s, e = plt.gca().get_xlim()
plt.xlim(s, e-2)
plt.ylim(4, 10)

# Draw Horizontal Tick lines  
for y in range(5, 10, 1):    
    plt.hlines(y, xmin=s, xmax=e, colors='black', alpha=0.5, linestyles="--", lw=0.5)

plt.show()

7、双y轴图

如果要显示在同一时间点测量两个不同量的两个时间序列，则可以在右边的第二个Y轴上再次绘制第二个序列。

"Data Source: https://www.kaggle.com/olistbr/brazilian-ecommerce#olist_orders_dataset.csv"
from dateutil.parser import parse
from scipy.stats import sem

# Import Data
df_raw = pd.read_csv('https://raw.githubusercontent.com/selva86/datasets/master/orders_45d.csv', 
                     parse_dates=['purchase_time', 'purchase_date'])

# Prepare Data: Daily Mean and SE Bands
df_mean = df_raw.groupby('purchase_date').quantity.mean()
df_se = df_raw.groupby('purchase_date').quantity.apply(sem).mul(1.96)

# Plot
plt.figure(figsize=(16,10), dpi= 80)
plt.ylabel("# Daily Orders", fontsize=16)  
x = [d.date().strftime('%Y-%m-%d') for d in df_mean.index]
plt.plot(x, df_mean, color="white", lw=2) 
plt.fill_between(x, df_mean - df_se, df_mean + df_se, color="#3F5D7D")  

# Decorations
# Lighten borders
plt.gca().spines["top"].set_alpha(0)
plt.gca().spines["bottom"].set_alpha(1)
plt.gca().spines["right"].set_alpha(0)
plt.gca().spines["left"].set_alpha(1)
plt.xticks(x[::6], [str(d) for d in x[::6]] , fontsize=12)
plt.title("Daily Order Quantity of Brazilian Retail with Error Bands (95% confidence)", fontsize=20)

# Axis limits
s, e = plt.gca().get_xlim()
plt.xlim(s, e-2)
plt.ylim(4, 10)

# Draw Horizontal Tick lines  
for y in range(5, 10, 1):    
    plt.hlines(y, xmin=s, xmax=e, colors='black', alpha=0.5, linestyles="--", lw=0.5)

plt.show()

8、具有误差带的时间序列

如果您具有每个时间点（日期/时间戳）具有多个观测值的时间序列数据集，则可以构建带有误差带的时间序列。您可以在下面看到一些基于一天中不同时间下达的订单的示例。另一个例子是在45天的时间内到达的订单数量。

在这种方法中，订单数量的平均值由白线表示。然后计算出95％的置信带并围绕均值绘制。

"Data Source: https://www.kaggle.com/olistbr/brazilian-ecommerce#olist_orders_dataset.csv"
from dateutil.parser import parse
from scipy.stats import sem

# Import Data
df_raw = pd.read_csv('https://raw.githubusercontent.com/selva86/datasets/master/orders_45d.csv', 
                     parse_dates=['purchase_time', 'purchase_date'])

# Prepare Data: Daily Mean and SE Bands
df_mean = df_raw.groupby('purchase_date').quantity.mean()
df_se = df_raw.groupby('purchase_date').quantity.apply(sem).mul(1.96)

# Plot
plt.figure(figsize=(16,10), dpi= 80)
plt.ylabel("# Daily Orders", fontsize=16)  
x = [d.date().strftime('%Y-%m-%d') for d in df_mean.index]
plt.plot(x, df_mean, color="white", lw=2) 
plt.fill_between(x, df_mean - df_se, df_mean + df_se, color="#3F5D7D")  

# Decorations
# Lighten borders
plt.gca().spines["top"].set_alpha(0)
plt.gca().spines["bottom"].set_alpha(1)
plt.gca().spines["right"].set_alpha(0)
plt.gca().spines["left"].set_alpha(1)
plt.xticks(x[::6], [str(d) for d in x[::6]] , fontsize=12)
plt.title("Daily Order Quantity of Brazilian Retail with Error Bands (95% confidence)", fontsize=20)

# Axis limits
s, e = plt.gca().get_xlim()
plt.xlim(s, e-2)
plt.ylim(4, 10)

# Draw Horizontal Tick lines  
for y in range(5, 10, 1):    
    plt.hlines(y, xmin=s, xmax=e, colors='black', alpha=0.5, linestyles="--", lw=0.5)

plt.show()

"Data Source: https://www.kaggle.com/olistbr/brazilian-ecommerce#olist_orders_dataset.csv"
from dateutil.parser import parse
from scipy.stats import sem

# Import Data
df_raw = pd.read_csv('https://raw.githubusercontent.com/selva86/datasets/master/orders_45d.csv', 
                     parse_dates=['purchase_time', 'purchase_date'])

# Prepare Data: Daily Mean and SE Bands
df_mean = df_raw.groupby('purchase_date').quantity.mean()
df_se = df_raw.groupby('purchase_date').quantity.apply(sem).mul(1.96)

# Plot
plt.figure(figsize=(16,10), dpi= 80)
plt.ylabel("# Daily Orders", fontsize=16)  
x = [d.date().strftime('%Y-%m-%d') for d in df_mean.index]
plt.plot(x, df_mean, color="white", lw=2) 
plt.fill_between(x, df_mean - df_se, df_mean + df_se, color="#3F5D7D")  

# Decorations
# Lighten borders
plt.gca().spines["top"].set_alpha(0)
plt.gca().spines["bottom"].set_alpha(1)
plt.gca().spines["right"].set_alpha(0)
plt.gca().spines["left"].set_alpha(1)
plt.xticks(x[::6], [str(d) for d in x[::6]] , fontsize=12)
plt.title("Daily Order Quantity of Brazilian Retail with Error Bands (95% confidence)", fontsize=20)

# Axis limits
s, e = plt.gca().get_xlim()
plt.xlim(s, e-2)
plt.ylim(4, 10)

# Draw Horizontal Tick lines

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