更改Pandas Dataframe中的时间频率

时间:2014-10-13 14:44:21

标签: python pandas time-series time-frequency

我有一个Pandas DataFrame,如下所示。

df
                              A           B
date_time                                    
2014-07-01 06:03:59.614000  62.1250       NaN
2014-07-01 06:03:59.692000  62.2500       NaN
2014-07-01 06:13:34.524000  62.2500  241.0625
2014-07-01 06:13:34.602000  62.2500  241.5000
2014-07-01 06:15:05.399000  62.2500  241.3750
2014-07-01 06:15:05.399000  62.2500  241.2500
2014-07-01 06:15:42.004000  62.2375  241.2500
2014-07-01 06:15:42.082000  62.2375  241.3750
2014-07-01 06:15:42.082000  62.2375  240.2500

我想将此频率更改为常规1 minute间隔。但是得到以下错误:

new = df.asfreq('1Min')
>>error: cannot reindex from a duplicate axis

现在,我明白为什么会这样。由于我的时间粒度很高(以毫秒为单位)但不规则,我每分钟获得多个读数,甚至每秒。因此,我尝试将这些毫秒读数合并到分钟,并删除重复项,如下所示。

# try to convert the index to minutes and drop duplicates
df['index'] = df.index
df['minute_index']= df['index'].apply( lambda x: x.strftime('%Y-%m-%d %H:%M'))
df.drop_duplicates(cols = 'minute_index', inplace = True, take_last = True)
df_by_minute = df.set_index('minute_index')
df_by_minute
                        A                B               index
minute_index                                                     
2014-07-01 06:03    62.2500        NaN 2014-07-01 06:03:59.692000
2014-07-01 06:13    62.2500     241.50 2014-07-01 06:13:34.602000
2014-07-01 06:15    62.2375     240.25 2014-07-01 06:15:42.082000

# now change the frequency to 1 minute but I just get NaNs (!)
df_by_minute.asfreq('1Min')
                            A          B   index
2014-07-01 06:03:00        NaN        NaN   NaT
2014-07-01 06:04:00        NaN        NaN   NaT
2014-07-01 06:05:00        NaN        NaN   NaT
2014-07-01 06:06:00        NaN        NaN   NaT
2014-07-01 06:07:00        NaN        NaN   NaT
2014-07-01 06:08:00        NaN        NaN   NaT
2014-07-01 06:09:00        NaN        NaN   NaT
2014-07-01 06:10:00        NaN        NaN   NaT
2014-07-01 06:11:00        NaN        NaN   NaT
2014-07-01 06:12:00        NaN        NaN   NaT
2014-07-01 06:13:00        NaN        NaN   NaT
2014-07-01 06:14:00        NaN        NaN   NaT
2014-07-01 06:15:00        NaN        NaN   NaT

如你所见它不起作用..有人可以帮忙吗?我想要实现的是获得一个返回A or B as of DateTime的函数,而DateTime将以1Min为增量。

1 个答案:

答案 0 :(得分:6)

我认为,不是asfreq,而是resample符合您的需求:

new = df.resample('T', how='mean')

对于how选项,您还可以使用' last'或者'首先'。