删除 2.py
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2.py
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2.py
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import numpy as np
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from scipy import stats
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from collections import defaultdict
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def detect_outliers_3sigma(series, threshold=3):
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"""3倍标准差法检测离群点"""
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mean = np.mean(series)
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std = np.std(series)
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upper_bound = mean + threshold * std
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lower_bound = mean - threshold * std
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outliers = (series > upper_bound) | (series < lower_bound)
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outlier_indices = np.where(outliers)[0]
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return {
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'series': series,
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'series_name': series.name if series.name else '序列',
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'mean': mean,
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'std': std,
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'upper_bound': upper_bound,
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'lower_bound': lower_bound,
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'outliers': series[outliers],
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'outlier_indices': outlier_indices,
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'threshold': threshold
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}
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def detect_outliers_iqr(series, k=1.5):
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"""四分位数法检测离群点"""
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q1 = series.quantile(0.25)
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q3 = series.quantile(0.75)
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iqr = q3 - q1
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upper_bound = q3 + k * iqr
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lower_bound = q1 - k * iqr
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outliers = (series > upper_bound) | (series < lower_bound)
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outlier_indices = np.where(outliers)[0]
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return {
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'series': series,
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'series_name': series.name if series.name else '序列',
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'q1': q1,
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'q3': q3,
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'iqr': iqr,
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'upper_bound': upper_bound,
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'lower_bound': lower_bound,
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'outliers': series[outliers],
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'outlier_indices': outlier_indices,
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'k': k
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}
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def detect_outliers_grubbs(series, alpha=0.05):
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"""Grubbs法检测离群点"""
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values = series.values
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n = len(values)
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outlier_indices = []
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while True:
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if n <= 2:
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break
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mean = np.mean(values)
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std = np.std(values)
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abs_dev = np.abs(values - mean)
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max_idx = np.argmax(abs_dev)
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g = abs_dev[max_idx] / std
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t = stats.t.ppf(1 - alpha / (2 * n), n - 2)
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critical = (n - 1) / np.sqrt(n) * np.sqrt(t**2 / (n - 2 + t**2))
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if g > critical:
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outlier_indices.append(series.index.get_loc(series.index[max_idx]))
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values = np.delete(values, max_idx)
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n -= 1
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else:
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break
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upper_bound = mean + critical * std
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lower_bound = mean - critical * std
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return {
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'series': series,
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'series_name': series.name if series.name else '序列',
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'mean': mean,
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'std': std,
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'upper_bound': upper_bound,
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'lower_bound': lower_bound,
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'outliers': series[outlier_indices],
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'outlier_indices': outlier_indices,
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'alpha': alpha
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}
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def detect_outliers_gesd(series, alpha=0.05, max_outliers=None):
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"""GESD (广义极端学生化偏差) 方法检测离群点"""
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values = series.copy()
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n = len(values)
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if max_outliers is None:
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max_outliers = n // 10 # 默认最多检测10%的数据点为离群点
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outlier_indices = []
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r_values = []
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lambda_values = []
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for i in range(1, max_outliers + 1):
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mean = np.mean(values)
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std = np.std(values)
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abs_dev = np.abs(values - mean)
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max_idx = np.argmax(abs_dev)
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r = abs_dev[max_idx] / std
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r_values.append(r)
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p = 1 - alpha / (2 * (n - i + 1))
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t = stats.t.ppf(p, n - i - 1)
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lambda_val = (n - i) * t / np.sqrt((n - i - 1 + t**2) * (n - i + 1))
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lambda_values.append(lambda_val)
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if r > lambda_val:
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original_idx = series.index.get_loc(values.index[max_idx])
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outlier_indices.append(original_idx)
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values = values.drop(values.index[max_idx])
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else:
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break
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if len(outlier_indices) > 0:
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upper_bound = series.iloc[outlier_indices].max() + 0.1 * series.std()
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lower_bound = series.iloc[outlier_indices].min() - 0.1 * series.std()
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else:
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upper_bound = series.mean() + 3 * series.std()
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lower_bound = series.mean() - 3 * series.std()
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return {
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'series': series,
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'series_name': series.name if series.name else '序列',
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'mean': np.mean(series),
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'std': np.std(series),
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'upper_bound': upper_bound,
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'lower_bound': lower_bound,
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'outliers': series[outlier_indices],
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'outlier_indices': outlier_indices,
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'alpha': alpha,
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'max_outliers': max_outliers,
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'r_values': r_values,
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'lambda_values': lambda_values
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}
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