How to trim outliers in dates in python?

Question

I have a dataframe df:

0    2003-01-02
1    2015-10-31
2    2015-11-01
16   2015-11-02
33   2015-11-03
44   2015-11-04

and I want to trim the outliers in the dates. So in this example I want to delete the row with the date 2003-01-02. Or in bigger data frames I want to delete the dates who do not lie in the interval where 95% or 99% lie. Is there a function who can do this ?

Answer 1

You could use quantile() on Series or DataFrame.

dates = [datetime.date(2003,1,2),
         datetime.date(2015,10,31),
         datetime.date(2015,11,1),
         datetime.date(2015,11,2),
         datetime.date(2015,11,3),
         datetime.date(2015,11,4)]
df = pd.DataFrame({'DATE': [pd.Timestamp(x) for x in dates]})
print(df)

qa = df['DATE'].quantile(0.1) #lower 10%
qb = df['DATE'].quantile(0.9) #higher 10%

print(qa, qb)

#remove outliers
xf = df[(df['DATE'] >= qa) & (df['DATE'] <= qb)]
print(xf)

The output is:

        DATE
0 2003-01-02
1 2015-10-31
2 2015-11-01
3 2015-11-02
4 2015-11-03
5 2015-11-04
2009-06-01 12:00:00 2015-11-03 12:00:00
        DATE
1 2015-10-31
2 2015-11-01
3 2015-11-02
4 2015-11-03