Python异常值预警

#-*- coding: utf-8 -*-

#基于3sigma的异常值检测



import numpy as np

import pandas as pd

import matplotlib.pyplot as plt #导入绘图库



n = 3 # n*sigma



catering_sale =r"C:\Users\18703\Desktop\catering_sale.xls" #数据路径



data = pd.read_excel(catering_sale, index_col = False) #读取数据

data_y = data[u'销量']

data_x = data[u'日期']



ymean = np.mean(data_y)

ystd = np.std(data_y)

threshold1 = ymean - n * ystd

threshold2 = ymean + n * ystd



outlier = [] #将异常值保存

outlier_x = []



for i in range(0, len(data_y)):

    if (data_y[i] < threshold1)|(data_y[i] > threshold2):

        outlier.append(data_y[i])

        outlier_x.append(data_x[i])

    else:

        continue



print('\n异常数据如下：\n')

print(outlier)

print(outlier_x)

plt.plot(data_x, data_y)

plt.plot(outlier_x, outlier, 'ro')

for j in range(len(outlier)):

    plt.annotate(outlier[j], xy=(outlier_x[j], outlier[j]), xytext=(outlier_x[j],outlier[j])) #用于标注

plt.show()