python 离群点检测

 import numpy as np
import pandas as pd
from sklearn.cluster import KMeans
import matplotlib.pyplot as mp def get_data_zs(inputfile):
data = pd.read_excel(inputfile, index_col='Id', encoding='gb18030')
data_zs = 1.0 * (data - data.mean()) / data.std()
return data, data_zs def model_data_zs(data, k, b):
model = KMeans(n_clusters=k, n_jobs=4, max_iter=b)
model.fit(data_zs) # 标准化数据及其类别
r = pd.concat(
[data_zs, pd.Series(model.labels_, index=data.index)], axis=1)
# print(r.head())
# 每个样本对应的类别
r.columns = list(data.columns) + [u'聚类类别'] # 重命名表头
return model, r, k def make_norm(model, k):
norm = []
for i in range(k):
norm_tmp = r[['R', 'F', 'M']][
r[u'聚类类别'] == i] - model.cluster_centers_[i]
norm_tmp = norm_tmp.apply(np.linalg.norm, axis=1) # 求出绝对距离
norm.append(norm_tmp / norm_tmp.median()) # 求相对距离并添加
norm = pd.concat(norm)
return norm def draw_discrete_point(threshold):
mp.rcParams['font.sans-serif'] = ['SimHei']
mp.rcParams['axes.unicode_minus'] = False
norm[norm <= threshold].plot(style='go') # 正常点 discrete_points = norm[norm > threshold] # 离散点阈值
discrete_points.plot(style='rs')
# print(discrete_points) for i in range(len(discrete_points)): # 离群点做标记
id = discrete_points.index[i]
n = discrete_points.iloc[i]
mp.annotate('(%s,%0.2f)' % (id, n), xy=(id, n), xytext=(id, n))
mp.xlabel(r'编号')
mp.ylabel(r'相对距离')
mp.show() if __name__ == '__main__':
inputfile = 'data/consumption_data.xls'
threshold = 2 # 离散点阈值
k = 3 # 聚类类别
b = 500 # 聚类最大循环次数
data, data_zs = get_data_zs(inputfile)
model, r, k = model_data_zs(data, k, b)
norm = make_norm(model, k)
draw_discrete_point(threshold)
print('All Done')

显示结果:

python 离群点检测

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