3. Statistical Analysis

Aug 1, 2023268

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This code reads data from a CSV file, sets the time column as the index, and converts the time to a standard format using pandas library. It then performs various analysis on the data including calculating differences, average differences, growth rates, and average growth rates. Finally, it demonstrates time series resampling by grouping data into weekly intervals and calculating short-term averages.

Read data, specify time as the index, and convert time to standard format.

import pandas as pd
data=pd.read_csv('data.csv',index_col=0,parse_dates=True)

Analysis of sequence variations

View the interpolation of the previous day.

data.diff()

Average difference.

data.diff().mean()

Growth rate.

data.pct_change().round(3)

Average growth rate.

data.pct_change().mean()

Time series resampling

By week.

data.resample('1w').last()

By week, specify labels.

data.resample('1w',label='left').last()

Time window.

Short-term average calculation.