我有几天的timneseries每天,我有可变数量的数据点。生成示例数据帧bwlow:
n=10,20
init=datetime.datetime(2016, 7, 24, 0, 0)
df=pd.DataFrame()
for i in np.arange(n[0],n[1]):
s =init+datetime.timedelta(days=i-10)
df = pd.concat([df,pd.DataFrame(np.random.rand(i) ,index= pd.date_range(s, periods=i, freq='T') )])
给定一个像上面那样的数据帧,我要创建另一个dataframe / ndarray,其索引=来自df以上的日期(在ndarray的情况下不适用)。并且值(行)=前两天的连接数据(因为所有行都使用不同的长度,我们可以使用“NA”使它们相等)
我试过这样做:
g = df.groupby(pd.TimeGrouper('D'))
d = {k: v for k, v in g}
k=d.keys()
k.sort()
X=pd.DataFrame(index=k)
for i in np.arange(1,len(k)):
X.ix[i]=pd.concat([d[k[i]],d[k[i-1]]]).ix[:,0]
但这不起作用。
答案 0 :(得分:2)
不容易,循环是必要的:
import datetime as datetime
n= 1,5
np.random.seed(1)
init=datetime.datetime(2016, 7, 24, 0, 0)
df=pd.DataFrame()
for i in np.arange(n[0],n[1]):
s = init+datetime.timedelta(days=int(i)-10)
df = pd.concat([df,pd.DataFrame({"col": np.random.rand(i)},
index= pd.date_range(s, periods=i, freq='T'))])
print (df)
col
2016-07-15 00:00:00 0.417022
2016-07-16 00:00:00 0.720324
2016-07-16 00:01:00 0.000114
2016-07-17 00:00:00 0.302333
2016-07-17 00:01:00 0.146756
2016-07-17 00:02:00 0.092339
2016-07-18 00:00:00 0.186260
2016-07-18 00:01:00 0.345561
2016-07-18 00:02:00 0.396767
2016-07-18 00:03:00 0.538817
按numpy.unique
创建所有独特日期:
u = np.unique(np.array(df.index.values.astype('<M8[D]')))
print (u)
['2016-07-15' '2016-07-16' '2016-07-17' '2016-07-18']
然后按datetimeindex partial string indexing
按dict
d
循环创建所有值:
d = {}
for i in u:
dat = str(i)
dat1 = str((i - pd.Timedelta('1D')))
d[i] = pd.Series(df.loc[dat1:dat, 'col'].values)
print (d)
{numpy.datetime64('2016-07-18'): 0 0.302333
1 0.146756
2 0.092339
3 0.186260
4 0.345561
5 0.396767
6 0.538817
dtype: float64, numpy.datetime64('2016-07-15'): 0 0.417022
dtype: float64, numpy.datetime64('2016-07-16'): 0 0.417022
1 0.720324
2 0.000114
dtype: float64, numpy.datetime64('2016-07-17'): 0 0.720324
1 0.000114
2 0.302333
3 0.146756
4 0.092339
dtype: float64}
上次创建DataFrame.from_dict
:
print (pd.DataFrame.from_dict(d, orient='index'))
0 1 2 3 4 5 \
2016-07-15 0.417022 NaN NaN NaN NaN NaN
2016-07-16 0.417022 0.720324 0.000114 NaN NaN NaN
2016-07-17 0.720324 0.000114 0.302333 0.146756 0.092339 NaN
2016-07-18 0.302333 0.146756 0.092339 0.186260 0.345561 0.396767
6
2016-07-15 NaN
2016-07-16 NaN
2016-07-17 NaN
2016-07-18 0.538817