analytics-hand-skill

Data Analytics Expert Knowledge

pandas Quick Reference

Data Loading

import pandas as pd

# CSV
df = pd.read_csv('data.csv')
df = pd.read_csv('data.csv', parse_dates=['date_col'], index_col='id')

# JSON
df = pd.read_json('data.json')
df = pd.read_json('data.json', orient='records')

# Excel
df = pd.read_excel('data.xlsx', sheet_name='Sheet1')

# From dict
df = pd.DataFrame({'col1': [1, 2, 3], 'col2': ['a', 'b', 'c']})

Data Inspection

df.shape              # (rows, columns)
df.dtypes             # Column types
df.info()             # Summary including memory usage
df.describe()         # Statistical summary
df.head(10)           # First 10 rows
df.isnull().sum()     # Missing values per column
df.duplicated().sum() # Number of duplicate rows
df.nunique()          # Unique values per column

Data Cleaning

# Handle missing values
df.dropna()                          # Drop rows with any NaN
df.fillna(0)                         # Fill NaN with 0
df.fillna(df.mean())                 # Fill with column means
df['col'].interpolate()              # Interpolate missing values

# Remove duplicates
df.drop_duplicates()
df.drop_duplicates(subset=['col1', 'col2'])

# Type conversion
df['col'] = df['col'].astype(int)
df['date'] = pd.to_datetime(df['date'])
df['cat'] = df['cat'].astype('category')

# Outlier removal (IQR method)
Q1 = df['col'].quantile(0.25)
Q3 = df['col'].quantile(0.75)
IQR = Q3 - Q1
df = df[(df['col'] >= Q1 - 1.5*IQR) & (df['col'] <= Q3 + 1.5*IQR)]

Aggregation & Grouping

# Group by
df.groupby('category').agg({'value': ['mean', 'sum', 'count']})

# Pivot table
pd.pivot_table(df, values='value', index='row_cat', columns='col_cat', aggfunc='mean')

# Cross tabulation
pd.crosstab(df['cat1'], df['cat2'])

# Rolling statistics
df['rolling_mean'] = df['value'].rolling(window=7).mean()

# Percentage change
df['pct_change'] = df['value'].pct_change()

Time Series

# Set datetime index
df.set_index('date', inplace=True)

# Resample
df.resample('W').mean()   # Weekly average
df.resample('M').sum()    # Monthly sum
df.resample('Q').count()  # Quarterly count

# Date range
pd.date_range(start='2025-01-01', periods=30, freq='D')

# Shift/Lag
df['prev_value'] = df['value'].shift(1)
df['next_value'] = df['value'].shift(-1)

---

Visualization Best Practices

matplotlib + seaborn Reference

import matplotlib
matplotlib.use('Agg')  # Non-interactive backend
import matplotlib.pyplot as plt
import seaborn as sns

# Set style
sns.set_theme(style='whitegrid')
plt.rcParams['figure.figsize'] = (10, 6)

Chart Selection Guide

Chart Templates

Bar Chart:

fig, ax = plt.subplots(figsize=(10, 6))
data = df['category'].value_counts()
data.plot(kind='bar', ax=ax, color='steelblue')
ax.set_title('Distribution by Category', fontsize=14, fontweight='bold')
ax.set_xlabel('Category')
ax.set_ylabel('Count')
plt.xticks(rotation=45, ha='right')
plt.tight_layout()
plt.savefig('bar_chart.png', dpi=150, bbox_inches='tight')
plt.close()

Line Chart (Time Series):

fig, ax = plt.subplots(figsize=(12, 6))
ax.plot(df.index, df['value'], linewidth=2, color='steelblue')
ax.fill_between(df.index, df['value'], alpha=0.1, color='steelblue')
ax.set_title('Trend Over Time', fontsize=14, fontweight='bold')
ax.set_xlabel('Date')
ax.set_ylabel('Value')
plt.tight_layout()
plt.savefig('line_chart.png', dpi=150, bbox_inches='tight')
plt.close()

Correlation Heatmap:

fig, ax = plt.subplots(figsize=(10, 8))
corr = df.select_dtypes(include='number').corr()
sns.heatmap(corr, annot=True, fmt='.2f', cmap='RdBu_r', center=0, ax=ax)
ax.set_title('Correlation Matrix', fontsize=14, fontweight='bold')
plt.tight_layout()
plt.savefig('heatmap.png', dpi=150, bbox_inches='tight')
plt.close()

Scatter Plot:

fig, ax = plt.subplots(figsize=(10, 6))
ax.scatter(df['x'], df['y'], alpha=0.6, edgecolors='black', linewidth=0.5)
ax.set_title('X vs Y', fontsize=14, fontweight='bold')
ax.set_xlabel('X Variable')
ax.set_ylabel('Y Variable')
plt.tight_layout()
plt.savefig('scatter.png', dpi=150, bbox_inches='tight')
plt.close()

Visualization Do's and Don'ts

Do:

• Start y-axis at 0 for bar charts
• Use consistent colors across related charts
• Label axes clearly with units
• Add titles that describe the insight, not just the data
• Use appropriate scales (log scale for exponential data)

Don't:

• Use 3D charts (distorts perception)
• Use more than 6-7 colors in one chart
• Truncate axes to exaggerate differences
• Use pie charts for more than 5 categories
• Add unnecessary chart junk (borders, backgrounds, grids)

---

Statistical Methods

Descriptive Statistics

Correlation Analysis

# Pearson correlation (linear)
df['col1'].corr(df['col2'])

# Spearman correlation (monotonic)
df['col1'].corr(df['col2'], method='spearman')

# Full correlation matrix
df.select_dtypes(include='number').corr()

Interpretation:

• |r| > 0.7: Strong correlation
• 0.4 < |r| < 0.7: Moderate correlation
• |r| < 0.4: Weak correlation
• Correlation != Causation

Hypothesis Testing (scipy)

from scipy import stats

# T-test (compare two group means)
t_stat, p_value = stats.ttest_ind(group1, group2)

# Chi-squared test (categorical independence)
chi2, p_value, dof, expected = stats.chi2_contingency(contingency_table)

# Significance: p < 0.05 is commonly used threshold

# Mann-Whitney U test (non-parametric alternative to t-test)
u_stat, p_value = stats.mannwhitneyu(group1, group2, alternative='two-sided')

# One-way ANOVA (compare 3+ group means)
f_stat, p_value = stats.f_oneway(group1, group2, group3)

# Normality check (determines which test to use)
shapiro_stat, p_value = stats.shapiro(data)  # p > 0.05 means normal

Statistical Significance Decision Guide

Test selection flowchart:

P-value interpretation:

Practical significance — always report effect size:

# Cohen's d for comparing two means
def cohens_d(group1, group2):
    n1, n2 = len(group1), len(group2)
    var1, var2 = group1.var(), group2.var()
    pooled_std = ((n1 - 1) * var1 + (n2 - 1) * var2) / (n1 + n2 - 2)
    return (group1.mean() - group2.mean()) / (pooled_std ** 0.5)

# Interpretation: |d| < 0.2 = negligible, 0.2-0.5 = small, 0.5-0.8 = medium, > 0.8 = large

Sample size awareness:

• n < 30: Use non-parametric tests; results are exploratory
• 30 ≤ n < 100: Parametric tests OK if normality holds; moderate confidence
• n ≥ 100: Central Limit Theorem applies; high confidence in parametric tests
• Always report sample size alongside p-values

Confidence threshold mapping:

---

Report Structure Best Practices

CRISP-DM Framework

1. Business Understanding: What question are we answering?
2. Data Understanding: What data do we have? Quality?
3. Data Preparation: Cleaning, transformation, feature engineering
4. Modeling: Statistical analysis, ML models
5. Evaluation: Are results valid and useful?
6. Deployment: Reports, dashboards, recommendations

Insight Hierarchy

Level 1: What happened (descriptive)
  "Revenue increased 15% last quarter"

Level 2: Why it happened (diagnostic)
  "Revenue increase driven by 30% growth in enterprise segment"

Level 3: What will happen (predictive)
  "Based on current trends, Q2 revenue projected at $X"

Level 4: What to do (prescriptive)
  "Invest in enterprise sales team to capitalize on growth trajectory"

Data Quality Assessment Template

| Dimension | Score | Details |
|-----------|-------|---------|
| Completeness | 85% | 15% missing values in 'email' column |
| Accuracy | High | Validated against source system |
| Consistency | Medium | Date formats vary across sources |
| Timeliness | Current | Data refreshed daily |
| Uniqueness | 99% | 1% duplicate records found |

---

Worked Examples

Example 1: E-commerce Sales Analysis

Goal: Analyze 12 months of order data to identify revenue drivers, customer segments, and growth trends.

Step 1 — Load and clean

import pandas as pd
import numpy as np

df = pd.read_csv('orders.csv', parse_dates=['order_date'])

# Quick audit
print(f"Rows: {len(df):,}  Columns: {df.shape[1]}")
print(df.isnull().sum()[df.isnull().sum() > 0])

# Clean
df = df.dropna(subset=['customer_id', 'order_total'])
df['order_total'] = df['order_total'].clip(lower=0)  # Remove negative values
df['order_month'] = df['order_date'].dt.to_period('M')

Step 2 — Revenue trend analysis

monthly = (
    df.groupby('order_month')
    .agg(revenue=('order_total', 'sum'),
         orders=('order_id', 'nunique'),
         customers=('customer_id', 'nunique'))
    .reset_index()
)
monthly['aov'] = monthly['revenue'] / monthly['orders']  # Average order value
monthly['revenue_mom'] = monthly['revenue'].pct_change()  # Month-over-month growth

fig, axes = plt.subplots(2, 1, figsize=(12, 8), sharex=True)
axes[0].bar(monthly['order_month'].astype(str), monthly['revenue'], color='steelblue')
axes[0].set_title('Monthly Revenue', fontsize=14, fontweight='bold')
axes[0].set_ylabel('Revenue ($)')

axes[1].plot(monthly['order_month'].astype(str), monthly['aov'], marker='o', color='coral')
axes[1].set_title('Average Order Value', fontsize=14, fontweight='bold')
axes[1].set_ylabel('AOV ($)')
plt.xticks(rotation=45, ha='right')
plt.tight_layout()
plt.savefig('revenue_trend.png', dpi=150, bbox_inches='tight')
plt.close()

Step 3 — Customer segmentation (RFM)

snapshot_date = df['order_date'].max() + pd.Timedelta(days=1)

rfm = df.groupby('customer_id').agg(
    recency=('order_date', lambda x: (snapshot_date - x.max()).days),
    frequency=('order_id', 'nunique'),
    monetary=('order_total', 'sum')
)

# Score each dimension 1-4 using quartiles
for col in ['recency', 'frequency', 'monetary']:
    labels = [4, 3, 2, 1] if col == 'recency' else [1, 2, 3, 4]
    rfm[f'{col}_score'] = pd.qcut(rfm[col], q=4, labels=labels, duplicates='drop')

rfm['rfm_score'] = (rfm['recency_score'].astype(int)
                     + rfm['frequency_score'].astype(int)
                     + rfm['monetary_score'].astype(int))

# Segment mapping
def segment(row):
    r, f, m = int(row['recency_score']), int(row['frequency_score']), int(row['monetary_score'])
    if r >= 3 and f >= 3:
        return 'Champions'
    elif r >= 3 and f < 3:
        return 'New / Promising'
    elif r < 3 and f >= 3:
        return 'At Risk'
    else:
        return 'Needs Attention'

rfm['segment'] = rfm.apply(segment, axis=1)
print(rfm.groupby('segment').agg(
    count=('monetary', 'size'),
    avg_revenue=('monetary', 'mean'),
    avg_frequency=('frequency', 'mean')
).sort_values('avg_revenue', ascending=False))

Step 4 — Cohort retention analysis

df['cohort'] = df.groupby('customer_id')['order_date'].transform('min').dt.to_period('M')
df['order_period'] = df['order_date'].dt.to_period('M')
df['cohort_index'] = (df['order_period'] - df['cohort']).apply(lambda x: x.n)

cohort_table = (
    df.groupby(['cohort', 'cohort_index'])['customer_id']
    .nunique()
    .reset_index()
    .pivot(index='cohort', columns='cohort_index', values='customer_id')
)

# Convert to retention percentages
retention = cohort_table.div(cohort_table[0], axis=0) * 100

fig, ax = plt.subplots(figsize=(14, 8))
sns.heatmap(retention, annot=True, fmt='.0f', cmap='YlOrRd_r', ax=ax)
ax.set_title('Cohort Retention (% of original customers)', fontsize=14, fontweight='bold')
ax.set_xlabel('Months Since First Purchase')
ax.set_ylabel('Cohort')
plt.tight_layout()
plt.savefig('cohort_retention.png', dpi=150, bbox_inches='tight')
plt.close()

---

Example 2: A/B Test Analysis

Goal: Evaluate whether a new checkout flow (variant B) improves conversion rate over the existing flow (variant A).

Step 1 — Sample size calculation (pre-test)

from scipy import stats
import numpy as np

baseline_rate = 0.12      # Current conversion rate: 12%
mde = 0.02                # Minimum detectable effect: 2 percentage points
alpha = 0.05              # Significance level
power = 0.80              # Statistical power

# Using the normal approximation formula
p1 = baseline_rate
p2 = baseline_rate + mde
p_avg = (p1 + p2) / 2

z_alpha = stats.norm.ppf(1 - alpha / 2)  # Two-tailed
z_beta = stats.norm.ppf(power)

n_per_group = ((z_alpha * np.sqrt(2 * p_avg * (1 - p_avg))
                + z_beta * np.sqrt(p1 * (1 - p1) + p2 * (1 - p2))) ** 2
               / (p2 - p1) ** 2)

print(f"Required sample size per group: {int(np.ceil(n_per_group)):,}")
print(f"Total required: {int(np.ceil(n_per_group)) * 2:,}")

Step 2 — Run the test and collect results

ab = pd.read_csv('ab_test_results.csv')

summary = ab.groupby('variant').agg(
    visitors=('user_id', 'nunique'),
    conversions=('converted', 'sum')
)
summary['conversion_rate'] = summary['conversions'] / summary['visitors']
print(summary)

Step 3 — Statistical significance

a = ab[ab['variant'] == 'A']
b = ab[ab['variant'] == 'B']

# Chi-squared test for proportions
contingency = pd.crosstab(ab['variant'], ab['converted'])
chi2, p_value, dof, expected = stats.chi2_contingency(contingency)

# Proportions z-test (more direct)
from statsmodels.stats.proportion import proportions_ztest
successes = [summary.loc['B', 'conversions'], summary.loc['A', 'conversions']]
trials = [summary.loc['B', 'visitors'], summary.loc['A', 'visitors']]
z_stat, p_val = proportions_ztest(successes, trials, alternative='larger')

print(f"Z-statistic: {z_stat:.4f}")
print(f"P-value:     {p_val:.4f}")
print(f"Significant: {'Yes' if p_val < 0.05 else 'No'} (at alpha=0.05)")

Step 4 — Effect size and confidence interval

p_a = summary.loc['A', 'conversion_rate']
p_b = summary.loc['B', 'conversion_rate']
n_a = summary.loc['A', 'visitors']
n_b = summary.loc['B', 'visitors']

lift = (p_b - p_a) / p_a
se_diff = np.sqrt(p_a * (1 - p_a) / n_a + p_b * (1 - p_b) / n_b)
ci_lower = (p_b - p_a) - 1.96 * se_diff
ci_upper = (p_b - p_a) + 1.96 * se_diff

print(f"Control rate:        {p_a:.4f}")
print(f"Variant rate:        {p_b:.4f}")
print(f"Absolute lift:       {p_b - p_a:+.4f}")
print(f"Relative lift:       {lift:+.2%}")
print(f"95% CI for diff:     [{ci_lower:+.4f}, {ci_upper:+.4f}]")

Step 5 — Recommendation template

## A/B Test Report: New Checkout Flow

| Metric              | Control (A) | Variant (B) |
|---------------------|-------------|-------------|
| Visitors            | 15,204      | 15,198      |
| Conversions         | 1,824       | 2,127       |
| Conversion Rate     | 12.00%      | 13.99%      |

**Result**: Statistically significant (p = 0.0003, alpha = 0.05)
**Lift**: +1.99pp absolute / +16.6% relative
**95% CI**: [+0.90pp, +3.08pp]
**Recommendation**: Deploy variant B. The effect is both statistically
and practically significant with a lower bound above the +1pp threshold.

---

Example 3: Customer Churn Analysis

Goal: Identify which factors most strongly predict customer churn and quantify their relative importance.

Step 1 — Feature engineering

df = pd.read_csv('customers.csv')

# Create behavioral features from raw data
features = df.copy()
features['tenure_months'] = (pd.Timestamp.now() - pd.to_datetime(df['signup_date'])).dt.days / 30
features['support_tickets_per_month'] = df['total_tickets'] / features['tenure_months'].clip(lower=1)
features['avg_session_minutes'] = df['total_session_minutes'] / df['total_sessions'].clip(lower=1)
features['days_since_last_login'] = (pd.Timestamp.now() - pd.to_datetime(df['last_login'])).dt.days
features['has_premium'] = (df['plan'] == 'premium').astype(int)

# Drop raw columns, keep engineered features
feature_cols = [
    'tenure_months', 'support_tickets_per_month', 'avg_session_minutes',
    'days_since_last_login', 'has_premium', 'monthly_spend', 'num_features_used'
]

Step 2 — Correlation analysis

churn_corr = features[feature_cols + ['churned']].corr()['churned'].drop('churned').sort_values()

fig, ax = plt.subplots(figsize=(8, 5))
churn_corr.plot(kind='barh', ax=ax, color=['coral' if x > 0 else 'steelblue' for x in churn_corr])
ax.set_title('Feature Correlation with Churn', fontsize=14, fontweight='bold')
ax.set_xlabel('Pearson Correlation')
ax.axvline(x=0, color='black', linewidth=0.5)
plt.tight_layout()
plt.savefig('churn_correlations.png', dpi=150, bbox_inches='tight')
plt.close()

Step 3 — Key driver identification via group comparison

churned = features[features['churned'] == 1]
retained = features[features['churned'] == 0]

comparison = []
for col in feature_cols:
    t_stat, p_val = stats.ttest_ind(churned[col].dropna(), retained[col].dropna())
    d = cohens_d(churned[col].dropna(), retained[col].dropna())  # From earlier definition
    comparison.append({
        'feature': col,
        'churned_mean': churned[col].mean(),
        'retained_mean': retained[col].mean(),
        'diff_pct': (churned[col].mean() - retained[col].mean()) / retained[col].mean() * 100,
        'cohens_d': abs(d),
        'p_value': p_val,
        'significant': p_val < 0.05
    })

result = pd.DataFrame(comparison).sort_values('cohens_d', ascending=False)
print(result.to_string(index=False))

Step 4 — Interpret and report

## Churn Driver Analysis

**Top 3 factors distinguishing churned vs. retained customers:**

| Factor                     | Churned (avg) | Retained (avg) | Diff     | Effect Size |
|----------------------------|---------------|----------------|----------|-------------|
| Days since last login      | 34.2          | 8.7            | +293%    | Large       |
| Support tickets per month  | 2.8           | 0.9            | +211%    | Large       |
| Number of features used    | 3.1           | 7.4            | -58%     | Medium      |

**Actionable insights:**
1. Customers inactive >14 days are 4x more likely to churn -- trigger re-engagement email at day 10
2. High support ticket rate signals frustration -- escalate accounts with >2 tickets/month to success team
3. Low feature adoption correlates with churn -- implement onboarding flow targeting unused features

---

Advanced pandas Patterns

Window Functions

# Expanding window (cumulative statistics)
df['cumulative_avg'] = df['value'].expanding().mean()
df['cumulative_max'] = df['value'].expanding().max()

# Exponentially weighted moving average (EWMA) -- emphasizes recent values
df['ewma_7'] = df['value'].ewm(span=7).mean()     # Span-based decay
df['ewma_a'] = df['value'].ewm(alpha=0.3).mean()   # Explicit decay factor

# Comparison: rolling vs. EWMA
# - rolling(7).mean() weights all 7 values equally
# - ewm(span=7).mean() weights recent values exponentially more
# Use EWMA when recent data matters more (stock prices, real-time metrics)

# Rolling with min_periods (handles early rows with insufficient data)
df['rolling_avg'] = df['value'].rolling(window=30, min_periods=5).mean()

# Rolling rank (percentile within window)
df['rolling_pctile'] = df['value'].rolling(90).rank(pct=True)

Multi-Index Operations

# Create multi-index from groupby
multi = df.groupby(['region', 'product']).agg(
    revenue=('amount', 'sum'),
    units=('quantity', 'sum')
)

# Access levels
multi.loc['North']                        # All products in North region
multi.loc[('North', 'Widget')]            # Specific region + product
multi.xs('Widget', level='product')       # All regions for Widget

# Swap and sort levels
multi = multi.swaplevel().sort_index()

# Reset to flat columns
flat = multi.reset_index()

# Stack / unstack (reshape between long and wide)
wide = multi['revenue'].unstack(level='product')    # Products become columns
long = wide.stack()                                  # Back to multi-index

Merge and Join Patterns

# Inner join (only matching rows)
merged = orders.merge(customers, on='customer_id', how='inner')

# Left join with indicator (see which rows matched)
merged = orders.merge(customers, on='customer_id', how='left', indicator=True)
unmatched = merged[merged['_merge'] == 'left_only']

# Join on multiple keys
merged = df1.merge(df2, on=['date', 'region'], how='left')

# Join with different column names
merged = orders.merge(products, left_on='prod_id', right_on='product_id')

# Anti-join (rows in A that have no match in B)
anti = df_a.merge(df_b, on='key', how='left', indicator=True)
anti = anti[anti['_merge'] == 'left_only'].drop(columns='_merge')

# Self-join (compare rows within same table)
df_prev = df[['customer_id', 'order_date', 'amount']].rename(
    columns={'order_date': 'prev_date', 'amount': 'prev_amount'}
)
df_with_prev = df.merge(df_prev, on='customer_id', how='left')
df_with_prev = df_with_prev[df_with_prev['prev_date'] < df_with_prev['order_date']]

Apply and Transform

# transform() returns same-shaped output -- useful for group-level stats on each row
df['group_mean'] = df.groupby('category')['value'].transform('mean')
df['pct_of_group'] = df['value'] / df.groupby('category')['value'].transform('sum')
df['z_within_group'] = df.groupby('category')['value'].transform(
    lambda x: (x - x.mean()) / x.std()
)

# apply() for multi-column group operations
def top_n(group, n=3):
    return group.nlargest(n, 'value')

top3_per_category = df.groupby('category', group_keys=False).apply(top_n, n=3)

# Vectorized operations (prefer these over apply when possible)
# Slow:
df['result'] = df.apply(lambda row: row['a'] * row['b'] + row['c'], axis=1)
# Fast:
df['result'] = df['a'] * df['b'] + df['c']

# np.where for conditional columns (vectorized if/else)
df['tier'] = np.where(df['revenue'] > 10000, 'high', 'low')

# np.select for multiple conditions
conditions = [
    df['revenue'] > 10000,
    df['revenue'] > 5000,
    df['revenue'] > 0,
]
choices = ['high', 'medium', 'low']
df['tier'] = np.select(conditions, choices, default='none')

Memory Optimization for Large Datasets

# Check current memory usage
print(df.memory_usage(deep=True).sum() / 1024**2, "MB")

# Downcast numeric types
df['int_col'] = pd.to_numeric(df['int_col'], downcast='integer')    # int64 -> int8/16/32
df['float_col'] = pd.to_numeric(df['float_col'], downcast='float')  # float64 -> float32

# Use category type for low-cardinality strings
for col in df.select_dtypes(include='object'):
    if df[col].nunique() / len(df) < 0.5:  # Less than 50% unique values
        df[col] = df[col].astype('category')

# Read in chunks for files that exceed memory
chunks = pd.read_csv('huge_file.csv', chunksize=100_000)
results = []
for chunk in chunks:
    processed = chunk.groupby('category')['value'].sum()
    results.append(processed)
final = pd.concat(results).groupby(level=0).sum()

# Specify dtypes at load time (avoids loading as float64/object first)
dtypes = {
    'id': 'int32',
    'category': 'category',
    'value': 'float32',
    'flag': 'bool'
}
df = pd.read_csv('data.csv', dtype=dtypes)

# Use pyarrow backend for better memory efficiency (pandas 2.0+)
df = pd.read_csv('data.csv', engine='pyarrow', dtype_backend='pyarrow')

---

Dashboard and Reporting Patterns

Executive Dashboard Template

import matplotlib.pyplot as plt
import matplotlib.gridspec as gridspec
from matplotlib.patches import FancyBboxPatch

def executive_dashboard(kpis, trend_df, comparison_df, output='dashboard.png'):
    """
    kpis: dict with keys like {'Revenue': '$1.2M', 'Growth': '+15%', ...}
    trend_df: DataFrame with 'date' and 'value' columns
    comparison_df: DataFrame with 'category' and 'current'/'previous' columns
    """
    fig = plt.figure(figsize=(16, 10))
    gs = gridspec.GridSpec(3, len(kpis), hspace=0.4, wspace=0.3)

    # Row 1: KPI cards
    for i, (label, value) in enumerate(kpis.items()):
        ax = fig.add_subplot(gs[0, i])
        ax.text(0.5, 0.6, value, ha='center', va='center',
                fontsize=28, fontweight='bold', color='#2c3e50')
        ax.text(0.5, 0.2, label, ha='center', va='center',
                fontsize=12, color='#7f8c8d')
        ax.set_xlim(0, 1)
        ax.set_ylim(0, 1)
        ax.axis('off')
        # Card background
        rect = FancyBboxPatch((0.05, 0.05), 0.9, 0.9, boxstyle="round,pad=0.05",
                              facecolor='#f8f9fa', edgecolor='#dee2e6')
        ax.add_patch(rect)

    # Row 2: Trend line
    ax_trend = fig.add_subplot(gs[1, :])
    ax_trend.plot(trend_df['date'], trend_df['value'], linewidth=2, color='steelblue')
    ax_trend.fill_between(trend_df['date'], trend_df['value'], alpha=0.1, color='steelblue')
    ax_trend.set_title('Trend Over Time', fontsize=13, fontweight='bold')
    ax_trend.set_ylabel('Value')

    # Row 3: Period comparison (grouped bar)
    ax_comp = fig.add_subplot(gs[2, :])
    x = range(len(comparison_df))
    width = 0.35
    ax_comp.bar([i - width/2 for i in x], comparison_df['previous'], width,
                label='Previous', color='#bdc3c7')
    ax_comp.bar([i + width/2 for i in x], comparison_df['current'], width,
                label='Current', color='steelblue')
    ax_comp.set_xticks(list(x))
    ax_comp.set_xticklabels(comparison_df['category'], rotation=45, ha='right')
    ax_comp.set_title('Current vs. Previous Period', fontsize=13, fontweight='bold')
    ax_comp.legend()

    plt.savefig(output, dpi=150, bbox_inches='tight', facecolor='white')
    plt.close()

Weekly Metrics Report Template

def weekly_report(df, date_col='date', metric_col='value', group_col=None):
    """Generate a standard weekly metrics summary."""
    df[date_col] = pd.to_datetime(df[date_col])
    df['week'] = df[date_col].dt.isocalendar().week.astype(int)
    df['year'] = df[date_col].dt.year

    current_week = df['week'].max()
    prev_week = current_week - 1

    curr = df[df['week'] == current_week]
    prev = df[df['week'] == prev_week]

    report = {
        'period': f"Week {current_week}",
        'total': curr[metric_col].sum(),
        'mean': curr[metric_col].mean(),
        'median': curr[metric_col].median(),
        'wow_change': (curr[metric_col].sum() - prev[metric_col].sum())
                      / prev[metric_col].sum() * 100
                      if prev[metric_col].sum() != 0 else None,
    }

    if group_col:
        report['by_group'] = curr.groupby(group_col)[metric_col].agg(['sum', 'mean', 'count'])

    # Sparkline trend (last 8 weeks)
    weekly_totals = (
        df.groupby('week')[metric_col].sum()
        .tail(8)
        .reset_index()
    )

    fig, ax = plt.subplots(figsize=(6, 2))
    ax.plot(weekly_totals['week'], weekly_totals[metric_col], marker='o',
            linewidth=2, color='steelblue', markersize=4)
    ax.fill_between(weekly_totals['week'], weekly_totals[metric_col],
                    alpha=0.1, color='steelblue')
    ax.set_title(f'{metric_col.title()} — Last 8 Weeks', fontsize=10)
    ax.tick_params(labelsize=8)
    plt.tight_layout()
    plt.savefig('weekly_sparkline.png', dpi=150, bbox_inches='tight')
    plt.close()

    return report

Anomaly Detection Patterns

def detect_anomalies(series, method='zscore', threshold=3.0, window=30):
    """
    Detect anomalies in a numeric series.

    Methods:
    - 'zscore':  Flag values beyond `threshold` standard deviations from mean
    - 'iqr':     Flag values beyond 1.5x IQR from quartiles
    - 'rolling': Flag values beyond `threshold` std devs from rolling mean
    """
    anomalies = pd.Series(False, index=series.index)

    if method == 'zscore':
        z = (series - series.mean()) / series.std()
        anomalies = z.abs() > threshold

    elif method == 'iqr':
        q1 = series.quantile(0.25)
        q3 = series.quantile(0.75)
        iqr = q3 - q1
        anomalies = (series < q1 - 1.5 * iqr) | (series > q3 + 1.5 * iqr)

    elif method == 'rolling':
        rolling_mean = series.rolling(window, min_periods=5).mean()
        rolling_std = series.rolling(window, min_periods=5).std()
        anomalies = (series - rolling_mean).abs() > threshold * rolling_std

    return anomalies


# Usage: detect and visualize
anomalies = detect_anomalies(df['metric'], method='rolling', threshold=2.5, window=30)

fig, ax = plt.subplots(figsize=(14, 5))
ax.plot(df.index, df['metric'], linewidth=1, color='steelblue', label='Metric')
ax.scatter(df.index[anomalies], df['metric'][anomalies],
           color='red', s=40, zorder=5, label='Anomaly')
ax.legend()
ax.set_title('Anomaly Detection (Rolling Z-Score)', fontsize=14, fontweight='bold')
plt.tight_layout()
plt.savefig('anomalies.png', dpi=150, bbox_inches='tight')
plt.close()

print(f"Detected {anomalies.sum()} anomalies out of {len(series):,} data points")

Method selection guide:

---

Common Analytics Pitfalls

Simpson's Paradox

A trend that appears in grouped data reverses when the groups are combined.

Department A: Drug works better     (80% vs 70%)
Department B: Drug works better     (50% vs 40%)
Combined:     Drug appears WORSE    (55% vs 60%)  <-- paradox

Why it happens: Unequal group sizes create a confounding effect. Department B (with lower overall rates) sent most patients to the drug group.

Prevention: Always segment data by relevant confounders before drawing conclusions. If aggregate and segmented results disagree, trust the segmented analysis and report the confounding variable.

Survivorship Bias

Analyzing only entities that "survived" a selection process, ignoring those that dropped out.

Classic examples:

• Studying only successful companies to find success patterns (ignoring failed companies with the same patterns)
• Analyzing only current customers to understand satisfaction (ignoring those who already left)
• Looking at fund performance by examining only funds that still exist (dead funds were closed)

Prevention: Always ask "what is missing from this dataset?" before drawing conclusions. If possible, include data from non-survivors. Explicitly note the selection criteria and what it excludes.

Correlation vs. Causation

A statistically significant correlation between X and Y does not mean X causes Y. Possible explanations:

Prevention: Establish causation only with randomized controlled experiments (A/B tests). For observational data, state findings as "associated with" not "causes." Look for confounders and test whether the relationship holds when controlling for them.

Cherry-Picking Time Windows

Selecting a start/end date that makes a metric look better or worse than the true trend.

# Example: same data, different conclusions
# "Revenue up 40%!"    -- comparing Jan (seasonal low) to Dec (seasonal high)
# "Revenue flat."       -- comparing Dec 2024 to Dec 2025 (year-over-year)

# Prevention: always use year-over-year comparison for seasonal data
df['yoy_change'] = df.groupby(df['date'].dt.month)['revenue'].pct_change(periods=12)

Prevention checklist:

• Compare like-for-like periods (YoY for seasonal businesses)
• Show the full time range, not a selected subset
• Use multiple time windows (WoW, MoM, QoQ, YoY) and note if they disagree
• Include a moving average to show the underlying trend separate from noise

Small Sample Size Issues

Small samples produce unstable statistics that can flip with just a few more observations.

# Illustrate instability: conversion rates with small vs. large samples
from scipy.stats import beta

# Scenario: 3 conversions out of 10 visitors (30%)
a_small, b_small = 3 + 1, 10 - 3 + 1   # Beta posterior
ci_small = beta.interval(0.95, a_small, b_small)
print(f"n=10:   30% conversion, 95% CI: [{ci_small[0]:.1%}, {ci_small[1]:.1%}]")
# Output: 95% CI: [9.9%, 56.8%]  -- extremely wide, almost useless

# Scenario: 300 conversions out of 1000 visitors (30%)
a_large, b_large = 300 + 1, 1000 - 300 + 1
ci_large = beta.interval(0.95, a_large, b_large)
print(f"n=1000: 30% conversion, 95% CI: [{ci_large[0]:.1%}, {ci_large[1]:.1%}]")
# Output: 95% CI: [27.2%, 32.9%]  -- narrow and actionable

Rules of thumb:

• n < 30: Do not draw firm conclusions. Report as directional only.
• Conversion rates need hundreds (not dozens) of conversions to stabilize.
• Always report confidence intervals alongside point estimates.
• If sample size is fixed and small, use exact tests (Fisher's exact) rather than approximations (chi-squared).