I have a very large DF with bike ride data from the Chicago DIVVY system. It includes start/end data for each ride, including station ID and lat/lng information.
My Goal: find the station with the most "start" rides. Return the number of rides and the lat/long data for the station.
I can find the 15 busiest stations with:
df['startID'].value_counts().head(15)
This creates a pd.series with the ID (as index) and the N rides. Executes quite fast (<1 sec).
(After changing the series to a DF) What's the easiest / fastest way to add the lat/lng data to this df?
I've got a very kludgy and slow solution that takes the series, turns it into a DF, and then iterates over the DF, looking up the station ID in the big DF and returns the lat/lng values. (I put these in a dictionary, because I will plot them on a map later.)
points = {}
for index, row in stat_df.iterrows():
id = row['start_station_id']
lat_lng = bigData.loc[bigData['start_station_id'] == id].head(1)[['start_lat','start_lng']].values.tolist()
points[id] = [row['count'],lat_lng[0]]
Although my list is short (15 stations/rows), this is REALLY slow (over 2 minutes!), since .loc finds all the rows in the main DF that match the station ID (thousands of rows) and then takes just the head row.
I've tried to use .merge() to match the station/frequency table with the big DF, but that does a one-to-many match, which results in a huge new DF, which isn't what I want.
This seems like a very basic goal, so I suspect there is a simple solution that eludes me.
Is this what you are trying to do? Where df1 equal the list of highest starts and df2 is the df that would have all the long/lats?
df1 = pd.DataFrame({
'Location' : ['Here', 'There', 'Over There'],
'Count' : [1000, 20000, 3000]
})
df2 = pd.DataFrame({
'Location' : ['Here', 'Here', 'Somewhere', 'There', 'Else where', 'Over There'],
'Long_Lat' : [10.123, 10.123, 21830.238, 10238.2318, 830.2139, 10223.123]
})
pd.merge(df1, df2.drop_duplicates())
My apologies if this is rather basic; I can't seem to find a good answer yet because everything refers only to histograms. I have circular data, with a degrees value as the index. I am using pd.cut() to create bins of a few degrees in order to summarize the dataset. Then, I use df.groupby() and .mean() to calculate mean values of all columns for the respective bins.
Now - I would like to plot this, with the bins on the x-axis, and lines for the columns.
I tried to iterate over the columns, adding them as:
for i in df.columns:
ax.plot(df.index,df[i])
However, this gives me the error: "float() argument must be a string or number, not 'pandas._libs.interval.Interval'
Therefore, I assume it wants the x-axis values to be numbers or strings and not intervals. Is there a way I can make this work?
To get the dataframe containing the mean values of each variable with respect to bins, I used:
bins = np.arange(0,360,5)
df = df.groupby(pd.cut(df[Dir]),bins)).mean()
Here is what df looks like at the point of plotting - each column includes mean values for each variable 0,1,2 etc. for each bin, which I would like plotted on y-axis, and "Dir" is the index with bins.
0 1 2 3 4 5
Dir
(0, 5] 37.444135 2922.848675 3244.325904 4203.001446 36.262371 37.493497
(5, 10] 42.599494 3248.194328 3582.355759 4061.098517 36.351476 37.148341
(10, 15] 47.277694 2374.379517 2709.435714 2932.064076 36.537377 36.878293
(15, 20] 52.345712 2626.774240 2659.391040 3087.324800 36.114965 36.603918
(20, 25] 57.318976 2207.845000 2228.002353 2811.066176 36.279392 37.165979
(25, 30] 62.454386 2436.117405 2839.255696 3329.441772 36.762896 37.861577
(30, 35] 67.705955 3138.968411 3462.831977 4007.180620 36.462313 37.560977
(35, 40] 72.554786 2554.552620 2548.955581 3079.570159 36.256386 36.819579
(40, 45] 77.501479 2862.703066 2965.408491 2857.901887 36.170788 36.140976
(45, 50] 82.386679 2973.858188 2539.348967 2000.606359 36.067776 37.210645
We have multiple options, we can obtain the middle of the bin using as shown below. You can also access the left and right side of the bins, as described here. Let me know if you need any further help.
df = pd.DataFrame(data={'x': np.random.uniform(low=0, high=10, size=10), 'y': np.random.exponential(size=10)})
bins = range(0,360,5)
df['bin'] = pd.cut(df['x'], bins)
agg_df = df.groupby(by='bin').mean()
# this is the important step. We can obtain the interval index from the categorical input using this line.
mids = pd.IntervalIndex(agg_df.index.get_level_values('bin')).mid
# to apply for plots:
for col in df.columns:
plt.plot(mids, df[col])
I have item_code column in my data and another column, sales, which represents sales quantity for the particular item.
The data can have a particular item id many times. There are other columns tell apart these entries.
I want to plot only the outlier sales for each item (because data has thousands of different item ids, plotting every entry can be difficult).
Since I'm very new to this, what is the right way and tool to do this?
you can use pandas. You should choose a method to detect outliers, but I have an example for you:
If you want to get outliers for all sales (not in groups), you can use apply with function (example - lambda function) to have outliers indexes.
import numpy as np
%matplotlib inline
df = pd.DataFrame({'item_id': [1, 1, 2, 1, 2, 1, 2],
'sales': [0, 2, 30, 3, 30, 30, 55]})
df[df.apply(lambda x: np.abs(x.sales - df.sales.mean()) / df.sales.std() > 1, 1)
].set_index('item_id').plot(style='.', color='red')
In this example we generated data sample and search indexes of points what are more then mean / std + 1 (you can try another method). And then just plot them where y is count of sales and x is item id. This method detected points 0 and 55. If you want search outliers in groups, you can group data before.
df.groupby('item_id').apply(lambda data: data.loc[
data.apply(lambda x: np.abs(x.sales - data.sales.mean()) / data.sales.std() > 1, 1)
]).set_index('item_id').plot(style='.', color='red')
In this example we have points 30 and 55, because 0 isn't outlier for group where item_id = 1, but 30 is.
Is it what you want to do? I hope it helps start with it.
I am trying to run some computations on DataFrames. I want to compute the average difference between two sets of rolling mean. To be more specific, the average of the difference between a long-term mean (lst) and a smaller-one (lst_2). I am trying to combine the calculation with a double for loop as follows:
import pandas as pd
import numpy as pd
def main(df):
df=df.pct_change()
lst=[100,150,200,250,300]
lst_2=[5,10,15,20]
result=pd.DataFrame(np.sum([calc(df,T,t) for T in lst for t in lst_2]))/(len(lst)+len(lst_2))
return result
def calc(df,T,t):
roll=pd.DataFrame(np.sign(df.rolling(t).mean()-df.rolling(T).mean()))
return roll
Overall I should have 20 differences (5 and 100, 10 and 100, 15 and 100 ... 20 and 300); I take the sign of the difference and I want the average of these differences at each point in time. Ideally the result would be a dataframe result.
I got the error: cannot copy sequence with size 3951 to array axis with dimension 1056 when it runs the double for loops. Obviously I understand that due to rolling of different T and t, the dimensions of the dataframes are not equal when it comes to the array conversion (with np.sum), but I thought it would put "NaN" to align the dimensions.
Hope I have been clear enough. Thank you.
As requested in the comments, here is an example. Let's suppose the following
dataframe:
df = pd.DataFrame({'A': [100,101.4636,104.9477,106.7089,109.2701,111.522,113.3832,113.8672,115.0718,114.6945,111.7446,108.8154]},index=[0, 1, 2, 3,4,5,6,7,8,9,10,11])
df=df.pct_change()
and I have the following 2 sets of mean I need to compute:
lst=[8,10]
lst_1=[3,4]
Then I follow these steps:
1/
I want to compute the rolling mean(3) - rolling mean(8), and get the sign of it:
roll=np.sign(df.rolling(3).mean()-df.rolling(8).mean())
This should return the following:
roll = pd.DataFrame({'A': ['NaN','NaN','NaN','NaN','NaN','NaN','NaN','NaN',-1,-1,-1,-1},index=[0, 1, 2, 3,4,5,6,7,8,9,10,11])
2/
I redo step 1 with the combination of differences 3-10 ; 4-8 ; 4-10. So I get overall 4 roll dataframes.
roll_3_8 = pd.DataFrame({'A': ['NaN','NaN','NaN','NaN','NaN','NaN','NaN','NaN',-1,-1,-1,-1},index=[0, 1, 2, 3,4,5,6,7,8,9,10,11])
roll_3_10 = pd.DataFrame({'A': ['NaN','NaN','NaN','NaN','NaN','NaN','NaN','NaN','NaN','NaN',-1,-1},index=[0, 1, 2, 3,4,5,6,7,8,9,10,11])
roll_4_8 = pd.DataFrame({'A': ['NaN','NaN','NaN','NaN','NaN','NaN','NaN','NaN',-1,-1,-1,-1},index=[0, 1, 2, 3,4,5,6,7,8,9,10,11])
roll_4_10 = pd.DataFrame({'A': ['NaN','NaN','NaN','NaN','NaN','NaN','NaN','NaN','NaN','NaN',-1,-1},index=[0, 1, 2, 3,4,5,6,7,8,9,10,11])
3/
Now that I have all the diffs, I simply want the average of them, so I sum all the 4 rolling dataframes, and I divide it by 4 (number of differences computed). The results should be (before dropping all N/A values):
result = pd.DataFrame({'A': ['NaN','NaN','NaN','NaN','NaN','NaN','NaN','NaN','NaN','NaN',-1,-1},index=[0, 1, 2, 3,4,5,6,7,8,9,10,11])
I am not sure I understand the parameter min_periods in Pandas rolling functions : why does it have to be smaller than the window parameter?
I would like to compute (for instance) the rolling max minus rolling min with a window of ten values BUT I want to wait maybe 20 values before starting computations:
In[1]: import pandas as pd
In[2]: import numpy as np
In[3]: df = pd.DataFrame(columns=['A','B'], data=np.random.randint(low=0,high=100,size=(100,2)))
In[4]: roll = df['A'].rolling(window=10, min_periods=20)
In[5]: df['C'] = roll.max() - roll.min()
In[6]: roll
Out[6]: Rolling [window=10,min_periods=20,center=False,axis=0]
In[7]: df['C'] = roll.max()-roll.min()
I get the following error:
ValueError: Invalid min_periods size 20 greater than window 10
I thought that min_periods was there to tell how many values the function had to wait before starting computations. The documentation says:
min_periods : int, default None
Minimum number of observations in window required to have a value
(otherwise result is NA)
I had not been carefull to the "in window" detail here...
Then what would be the most efficient way to achieve what I am trying to achieve? Should I do something like:
roll = df.loc[20:,'A'].rolling(window=10)
df['C'] = roll.max() - roll.min()
Is there a more efficient way?
the min_period = n option simply means that you require at least n valid observations to compute your rolling stats.
Example, suppose min_period = 5 and you have a rolling mean over the last 10 observations. Now, what happens if 6 of the last 10 observations are actually missing values? Then, given that 4<5 (indeed, there are only 4 non-missing values here and you require at least 5 non-missing observations), the rolling mean will be missing as well.
It's a very, very important option.
From the documentation
min_periods : int, default None Minimum number of observations in
window required to have a value (otherwise result is NA).
The min period argument is just a way to apply the function to a smaller sample than the rolling window. So let say you want the rolling minimum of window of 10, passing the min period argument of 5 would allow to calculate the min of the first 5 data, then the first 6, then 7,8,9 and finally 10. Now that pandas can start rolling his 10 data point windows, because it has more than 10 data point, it will keep period window of 10.