I want to write a piece of code to create multiple arrays of dataFrames with their names in the format of word_0000, where the four digits are month and year. An example of what I'd like to do is to create the following dataframes:
df_0115, df_0215, df_0315, ... , df_1215
stat_0115, stat_0215, stat_0315, ... , stat_1215
                How do you convert an array to a DataFrame in Python? To convert an array to a dataframe with Python you need to 1) have your NumPy array (e.g., np_array), and 2) use the pd. DataFrame() constructor like this: df = pd. DataFrame(np_array, columns=['Column1', 'Column2']) .
In Python, you can create new datatypes, called arrays using the NumPy package. NumPy arrays are optimized for numerical analyses and contain only a single data type. You first import NumPy and then use the array() function to create an array. The array() function takes a list as an input.
DataFrames and Series in Pandas Series are similar to one-dimensional NumPy arrays, with a single dtype, although with an additional index (list of row labels). DataFrames are an ordered sequence of Series, sharing the same index, with labeled columns.
A data frame is a table or a two-dimensional array-like structure in which each column contains values of one variable and each row contains one set of values from each column. Following are the characteristics of a data frame. The column names should be non-empty. The row names should be unique.
I suggest that you create a dictionary to hold the DataFrames. That way you will be able to index them with a month-day key: 
import datetime as dt 
import numpy as np
import pandas as pd
dates_list = [dt.datetime(2015,11,i+1) for i in range(3)]
month_day_list = [d.strftime("%m%d") for d in dates_list]
dataframe_collection = {} 
for month_day in month_day_list:
    new_data = np.random.rand(3,3)
    dataframe_collection[month_day] = pd.DataFrame(new_data, columns=["one", "two", "three"])
for key in dataframe_collection.keys():
    print("\n" +"="*40)
    print(key)
    print("-"*40)
    print(dataframe_collection[key])
The code above prints out the following result:
========================================
1102
----------------------------------------
        one       two     three
0  0.896120  0.742575  0.394026
1  0.414110  0.511570  0.268268
2  0.132031  0.142552  0.074510
========================================
1103
----------------------------------------
        one       two     three
0  0.558303  0.259172  0.373240
1  0.726139  0.283530  0.378284
2  0.776430  0.243089  0.283144
========================================
1101
----------------------------------------
        one       two     three
0  0.849145  0.198028  0.067342
1  0.620820  0.115759  0.809420
2  0.997878  0.884883  0.104158
                        df will have all the CSV files you need.
df[0] to access first one
df=[]    
files = glob.glob("*.csv")
    for a in files:
        df.append( pd.read_csv(a))
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