pandas GroupBy and cumulative mean of previous rows in group

Question

I have a dataframe which looks like this:

pd.DataFrame({'category': [1,1,1,2,2,2,3,3,3,4],
              'order_start': [1,2,3,1,2,3,1,2,3,1],
              'time': [1, 4, 3, 6, 8, 17, 14, 12, 13, 16]})
Out[40]: 
   category  order_start  time
0         1            1     1
1         1            2     4
2         1            3     3
3         2            1     6
4         2            2     8
5         2            3    17
6         3            1    14
7         3            2    12
8         3            3    13
9         4            1    16

I would like to create a new column which contains the mean of the previous times of the same category. How can I create it ?

The new column should look like this:

pd.DataFrame({'category': [1,1,1,2,2,2,3,3,3,4],
              'order_start': [1,2,3,1,2,3,1,2,3,1],
              'time': [1, 4, 3, 6, 8, 17, 14, 12, 13, 16],
              'mean': [np.nan, 1, 2.5, np.nan, 6, 7, np.nan, 14, 13, np.nan]})
Out[41]: 
   category  order_start  time  mean
0         1            1     1   NaN
1         1            2     4   1.0    = 1 / 1
2         1            3     3   2.5    = (4+1)/2
3         2            1     6   NaN
4         2            2     8   6.0    = 6 / 1
5         2            3    17   7.0    = (8+6) / 2
6         3            1    14   NaN
7         3            2    12  14.0
8         3            3    13  13.0
9         4            1    16   NaN

Note: If it is the first time, the mean should be NaN.

EDIT: as stated by cs95, my question was not really the same as this one since here, expanding is required.

@G.Anderson rolling doesn't do it, I think we need expanding here :) — cs95, Jun 27 '19 at 22:53
@G.Anderson: that's not a duplicate, please retract the close vote — smci, Jun 29 '19 at 03:32

score 8 · Accepted Answer · answered Jun 27 '19 at 22:53

"create a new column which contains the mean of the previous times of the same category" sounds like a good use case for GroupBy.expanding (and a shift):

df['mean'] = (
    df.groupby('category')['time'].apply(lambda x: x.shift().expanding().mean()))
df
   category  order_start  time  mean
0         1            1     1   NaN
1         1            2     4   1.0
2         1            3     3   2.5
3         2            1     6   NaN
4         2            2     8   6.0
5         2            3    17   7.0
6         3            1    14   NaN
7         3            2    12  14.0
8         3            3    13  13.0
9         4            1    16   NaN

Another way to calculate this is without the apply (chaining two groupby calls):

df['mean'] = (
    df.groupby('category')['time']
      .shift()
      .groupby(df['category'])
      .expanding()
      .mean()
      .to_numpy())  # replace to_numpy() with `.values` for pd.__version__ < 0.24
df
   category  order_start  time  mean
0         1            1     1   NaN
1         1            2     4   1.0
2         1            3     3   2.5
3         2            1     6   NaN
4         2            2     8   6.0
5         2            3    17   7.0
6         3            1    14   NaN
7         3            2    12  14.0
8         3            3    13  13.0
9         4            1    16   NaN

In terms of performance, it really depends on the number and size of your groups.

score 1 · Answer 2 · answered Jan 11 '20 at 16:52

Inspired by my answer here, one can define a function first:

def mean_previous(df, Category, Order, Var):
    # Order the dataframe first 
    df.sort_values([Category, Order], inplace=True)

    # Calculate the ordinary grouped cumulative sum 
    # and then substract with the grouped cumulative sum of the last order
    csp = df.groupby(Category)[Var].cumsum() - df.groupby([Category, Order])[Var].cumsum()

    # Calculate the ordinary grouped cumulative count 
    # and then substract with the grouped cumulative count of the last order
    ccp = df.groupby(Category)[Var].cumcount() - df.groupby([Category, Order]).cumcount()

    return csp / ccp

And the desired column is

df['mean'] = mean_previous(df, 'category', 'order_start', 'time')

Performance-wise, I believe it's very fast.

pandas GroupBy and cumulative mean of previous rows in group

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