我在熊猫中有一个时间序列,如下所示:
2012-01-01 00:00:00.250000 12
2012-01-01 00:00:00.257000 34
2012-01-01 00:00:00.258000 45
2012-01-01 00:00:01.350000 56
2012-01-01 00:00:02.300000 78
2012-01-01 00:00:03.200000 89
2012-01-01 00:00:03.500000 90
2012-01-01 00:00:04.200000 12
有没有办法将其下采样到1秒数据而不对齐1秒边界?例如,有没有办法将这些数据输出(假设下采样的方式是使用采样时间之前或采样时间的最新值):
2012-01-01 00:00:00.250000 12
2012-01-01 00:00:01.250000 45
2012-01-01 00:00:02.250000 56
2012-01-01 00:00:03.250000 89
2012-01-01 00:00:04.250000 12
答案 0 :(得分:5)
创建一个DateTimeIndex,频率为1秒,偏移量为四分之一秒,如此。
index = pd.date_range('2012-01-01 00:00:00.25',
'2012-01-01 00:00:04.25', freq='S')
将您的数据与此索引相符合,并“填充”以按照您在所需结果中显示的方式进行下采样。</ p>
s.reindex(index, method='ffill')
data
2012-01-01 00:00:00.250000 12
2012-01-01 00:00:01.250000 45
2012-01-01 00:00:02.250000 56
2012-01-01 00:00:03.250000 89
2012-01-01 00:00:04.250000 12