pandas 绘图与滑窗

Posted 2021-01-12 yangjing000

#import nessary library before start
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
import os

a=np.random.normal(0,1,100)
b=a.reshape(25,4)
data=pd.DataFrame(b,index=pd.date_range('2018/10/1',periods=25),columns=(['A','B','C','D']))

#data['A']slide_window
fig,axes=plt.subplots(2,2)
sns.lineplot(x=data.index,y=data['A'],data=data,ax=axes[0,0])
data['A'].plot(ax=axes[0,1],figsize=(15,12))
data['A'].rolling(3).var().plot(ax=axes[1,0],label='var')
data['A'].rolling(3).min().plot(ax=axes[1,0],label='min')
data['A'].rolling(3).max().plot(ax=axes[1,0],label='max')
data['A'].rolling(3).sum().plot(ax=axes[1,0],label='sum')
data['A'].rolling(window=10).corr(data['B']).plot(ax=axes[1,1])