Question

我有一个时间序列，在事件发生时记录时间戳（因此没有给定的频率）。时间戳的精度是毫秒。随着数千行和许多变量的继续，我想创建一个具有给定频率（此处为“5ms”）的新时间范围，并在那时插值。所以我尝试了这个：

import pandas as pd

a = pd.DataFrame({"Time":pd.to_datetime(['2016-01-23 00:00:00.001',
'2016-01-23 00:00:00.013','2016-01-23 00:00:00.018',
'2016-01-23 00:00:00.024']),
"Value": [1,2,3,4]})

a = a.set_index(a["Time"])
b = pd.date_range(start='2016-01-23 00:00:00.00',
  end='2016-01-23 00:00:00.025', freq='5ms')
c = a.reindex(b).interpolate(method="time")
>>                        Time  Value
  2016-01-23 00:00:00.000  NaT    NaN
  2016-01-23 00:00:00.005  NaT    NaN
  2016-01-23 00:00:00.010  NaT    NaN
  2016-01-23 00:00:00.015  NaT    NaN
  2016-01-23 00:00:00.020  NaT    NaN
  2016-01-23 00:00:00.025  NaT    NaN
d=a.resample('5ms').interpolate()
>>                        Time  Value                             
  2016-01-23 00:00:00.000  NaT    NaN
  2016-01-23 00:00:00.005  NaT    NaN
  2016-01-23 00:00:00.010  NaT    NaN
  2016-01-23 00:00:00.015  NaT    NaN
  2016-01-23 00:00:00.020  NaT    NaN

我想如果新的时间尺度不包含之前的时间戳，这些解决方案都不会起作用吗？我最终解决了这个问题如下：

e = a.reindex(a.index.union(b)).interpolate(method='time').reindex(b)
>>                        Time     Value
  2016-01-23 00:00:00.000  NaT       NaN
  2016-01-23 00:00:00.005  NaT  1.333333
  2016-01-23 00:00:00.010  NaT  1.749995
  2016-01-23 00:00:00.015  NaT  2.400031
  2016-01-23 00:00:00.020  NaT  3.333348
  2016-01-23 00:00:00.025  NaT  4.000000

但这对我来说看起来很沉重而且效率不高。我本以为可以直接使用插值函数。有什么想法吗？

Answer 1

如果您在索引上设置时间，则可以使用resample。

if

输出：

a = pd.DataFrame({"Time":pd.to_datetime(['2016-01-23 00:00:00.001',
   '2016-01-23 00:00:00.013','2016-01-23 00:00:00.018',
   '2016-01-23 00:00:00.024']),
   "Value": [1,2,3,4]})

a.set_index('Time', inplace=True)    

print(a.resample('1ms').interpolate().resample('5ms').first())

还有一点解决方法。但这是件事！

直接重新采样到5微秒会产生更粗略的插值：

                        Value
Time                             
2016-01-23 00:00:00.000  1.000000
2016-01-23 00:00:00.005  1.333333
2016-01-23 00:00:00.010  1.750000
2016-01-23 00:00:00.015  2.400000
2016-01-23 00:00:00.020  3.333333

熊猫以新的时间尺度进行插值

1 个答案: