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  
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()

 

9、堆积面积图

堆积面积图直观地显示了多个时间序列的贡献程度，因此可以轻松地进行相互比较。

 

 

# import data
df = pd.read_csv('https://raw.githubusercontent.com/selva86/datasets/master/nightvisitors.csv')

# decide colors 
mycolors = ['tab:red', 'tab:blue', 'tab:green', 'tab:orange', 'tab:brown', 'tab:grey', 'tab:pink', 'tab:olive']      

# draw plot and annotate
fig, ax = plt.subplots(1,1,figsize=(16, 9), dpi= 80)
columns = df.columns[1:]
labs = columns.values.tolist()

# prepare data
x  = df['yearmon'].values.tolist()
y0 = df[columns[0]].values.tolist()
y1 = df[columns[1]].values.tolist()
y2 = df[columns[2]].values.tolist()
y3 = df[columns[3]].values.tolist()
y4 = df[columns[4]].values.tolist()
y5 = df[columns[5]].values.tolist()
y6 = df[columns[6]].values.tolist()
y7 = df[columns[7]].values.tolist()
y = np.vstack([y0, y2, y4, y6, y7, y5, y1, y3])

# plot for each column
labs = columns.values.tolist()
ax = plt.gca()
ax.stackplot(x, y, labels=labs, colors=mycolors, alpha=0.8)

# decorations
ax.set_title('night visitors in australian regions', fontsize=18)
ax.set(ylim=[0, 100000])
ax.legend(fontsize=10, ncol=4)
plt.xticks(x[::5], fontsize=10, horizontalalignment='center')
plt.yticks(np.arange(10000, 100000, 20000), fontsize=10)
plt.xlim(x[0], x[-1])

# 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.show()

 

10、区域图（未堆叠）

未堆积的面积图用于可视化两个或多个系列相对于彼此的进度（涨跌）。在下面的图表中，您可以清楚地看到随着失业时间的中位数增加，个人储蓄率如何下降。未堆积面积图很好地显示了这种现象。

 

import matplotlib as mpl
import calmap

# import data
df = pd.read_csv("https://raw.githubusercontent.com/selva86/datasets/master/yahoo.csv", parse_dates=['date'])
df.set_index('date', inplace=true)

# plot
plt.figure(figsize=(16,10), dpi= 80)
calmap.calendarplot(df['2014']['vix.close'], fig_kws={'figsize': (16,10)}, yearlabel_kws={'color':'black', 'fontsize':14}, subplot_kws={'title':'yahoo stock prices'})
plt.show()

11、日历热图

日历地图是与时间序列相比可视化基于时间的数据的替代方法，而不是首选方法。尽管可以在视觉上吸引人，但数值并不十分明显。但是，它可以有效地很好地描绘出极端值和假日效果。

 

import matplotlib as mpl
import calmap

# import data
df = pd.read_csv("https://raw.githubusercontent.com/selva86/datasets/master/yahoo.csv", parse_dates=['date'])
df.set_index('date', inplace=true)

# plot
plt.figure(figsize=(16,10), dpi= 80)
calmap.calendarplot(df['2014']['vix.close'], fig_kws={'figsize': (16,10)}, yearlabel_kws={'color':'black', 'fontsize':14}, subplot_kws={'title':'yahoo stock prices'})
plt.show()

 

12、季节性图

季节性图可用于比较上一个季节的同一天（年/月/周等）的时间序列执行情况。

 

 

from dateutil.parser import parse 

# import data
df = pd.read_csv('https://github.com/selva86/datasets/raw/master/airpassengers.csv')

# prepare data
df['year'] = [parse(d).year for d in df.date]
df['month'] = [parse(d).strftime('%b') for d in df.date]
years = df['year'].unique()

# draw plot
mycolors = ['tab:red', 'tab:blue', 'tab:green', 'tab:orange', 'tab:brown', 'tab:grey', 'tab:pink', 'tab:olive', 'deeppink', 'steelblue', 'firebrick', 'mediumseagreen']      
plt.figure(figsize=(16,10), dpi= 80)

for i, y in enumerate(years):
    plt.plot('month', 'traffic', data=df.loc[df.year==y, :], color=mycolors[i], label=y)
    plt.text(df.loc[df.year==y, :].shape[0]-.9, df.loc[df.year==y, 'traffic'][-1:].values[0], y, fontsize=12, color=mycolors[i])

# decoration
plt.ylim(50,750)
plt.xlim(-0.3, 11)
plt.ylabel('$air traffic$')
plt.yticks(fontsize=12, alpha=.7)
plt.title("monthly seasonal plot: air passengers traffic (1949 - 1969)", fontsize=22)
plt.grid(axis='y', alpha=.3)

# remove borders
plt.gca().spines["top"].set_alpha(0.0)    
plt.gca().spines["bottom"].set_alpha(0.5)
plt.gca().spines["right"].set_alpha(0.0)    
plt.gca().spines["left"].set_alpha(0.5)   
# plt.legend(loc='upper right', ncol=2, fontsize=12)
plt.show()

 

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