Relating to up- or down-sampling time series data in the Python package pandas, specifically the methods pandas.DataFrame.resample() and pandas.Series.resample().
Questions tagged [pandas-resample]
314 questions
21
votes
4 answers
Pandas resample with start date
I'd like to resample a pandas object using a specific date (or month) as the edge of the first bin. For instance, in the following snippet I'd like my first index value to be 2020-02-29 and I'd be happy specifying start=2 or start="2020-02-29".
>>>…
jsignell
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12
votes
2 answers
Pandas df.resample with column-specific aggregation function
With pandas.DataFrame.resample I can downsample a DataFrame:
df.resample("3s", how="mean")
This resamples a data frame with a datetime-like index such that all values within 3 seconds are aggregated into one row. The values of the columns are…
knub
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9
votes
1 answer
similar to pandas.resample but in node.js [danfo.js]
I am new to node.js and I am looking for a way to mimick the output of pandas.resample(‘3H’, label=’right’, closed=’left’).max() working with timeseries, being able to obtain a dataframe-like structure with the maximum value that happened in blocks…
user14335505
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- 1
9
votes
3 answers
Pandas: resample a dataframe to match a DatetimeIndex of a different dataframe
I have a two time series in separate pandas.dataframe, the first one - series1 has less entries and different start datatime from the second - series2:
index1 = pd.date_range(start='2020-06-16 23:16:00', end='2020-06-16 23:40:30', freq='1T')
series1…
Ohm
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9
votes
1 answer
Resample Pandas Dataframe Without Filling in Missing Times
Resampling a dataframe can take the dataframe to either a higher or lower temporal resolution. Most of the time this is used to go to lower resolution (e.g. resample 1-minute data to monthly values). When the dataset is sparse (for example, no…
tnknepp
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5
votes
1 answer
Pandas: resample hourly values to monthly values with offset
I want to aggregate a pandas.Series with an hourly DatetimeIndex to monthly values - while considering the offset to midnight.
Example
Consider the following (uniform) timeseries that spans about 1.5 months.
import pandas as pd
hours = pd.Series(1,…
ElRudi
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5
votes
3 answers
pandas: resample a multi-index dataframe
I have a dataframe with a multi-index: "subject" and "datetime".
Each row corresponds to a subject and a datetime, and columns of the dataframe correspond to various measurements.
The range of days differ per subject and some days can be missing for…
Stéphane Deparis
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- 5
4
votes
1 answer
Fill Gaps in time series pandas dataframe
I have a pandas dataframe with gaps in time series.
It looks like the following:
Example Input
--------------------------------------
Timestamp Close
2021-02-07 09:30:00 124.624
2021-02-07 09:31:00 124.617
2021-02-07 10:04:00 …
Chris Bauer
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4
votes
4 answers
Fill dates on dataframe within groups with same ending
This is what I have:
df = pd.DataFrame({'item': [1,1,2,2,1,1],
'shop': ['A','A','A','A','B','B'],
'date': pd.to_datetime(['2018.01.'+ str(x) for x in [2,3,1,4,4,5]]),
'qty':…
Edo
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4
votes
2 answers
Pandas upsampling does not include the 23 hours of last day in year
I have a time series dataframe with dates|weather information that looks like this:
2017-01-01 5
2017-01-02 10
.
.
2017-12-31 6
I am trying to upsample it to hourly data using the following:
weather.resample('H').pad()
I expected to see 8760…
Gopakumar G
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- 3
4
votes
2 answers
Panda time series resample + adjusting values linearly
Using python and pandas, how do I resample a time series to even 5-min intervals (offset=zero min from whole hours) while also adjusting the values linearly?
Hence, I want to turn this:
value
00:01 2
00:05 10
00:11 22
00:14 …
Blue Demon
- 293
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4
votes
3 answers
Pandas Resampling Hourly OHLC to Daily OHLC
I have a dataframe of hourly OHLC as follows (please ignore the values of OHLC, I typed them in for better illustration),
hr_df =
Close High Low Open
2017-09-04 05:00:00 0.715035 0.715035 0.715035 …
Denzel
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3
votes
3 answers
Resample a data frame into n-month periods with arbitrary end-of-period months
I want to resample() my daily data into six-month chunks. However, I want the ends of the six-month chunks to be the ends of April and October. If I use df.resample('6M').sum() (or df.groupby(pd.Grouper(freq='6M').sum()), the end of the first…
Richard Herron
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3
votes
1 answer
Custom intervals for pandas.resample (or groupby)
Let's say that I start with this dataframe
d = {'price': [10, 12, 8, 12, 14, 18, 10, 20],
'volume': [50, 60, 40, 100, 50, 100, 40, 50]}
df = pd.DataFrame(d)
df['a_date'] = pd.date_range('01/01/2018',
periods=8,
…
duff18
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3
votes
2 answers
Pandas: how to fill missing data with a mean value?
I read from a remote device some data every 5 seconds.
They are saved as:
2018-01-01 00:00:00 2
2018-01-01 00:00:05 3
2018-01-01 00:00:10 3
2018-01-01 00:00:15 2
2018-01-01 00:00:20 3
2018-01-01 00:00:25 4
2018-01-01…
Alex Poca
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