[英]Shift time series with missing dates in Pandas
I have a times series with some missing entries, that looks like this:我有一个时间序列,其中缺少一些条目,如下所示:
date value
---------------
2000 5
2001 10
2003 8
2004 72
2005 12
2007 13
I would like to do create a column for the "previous_value".我想为“previous_value”创建一个列。 But I only want it to show values for consecutive years.
但我只希望它显示连续几年的值。 So I want it to look like this:
所以我希望它看起来像这样:
date value previous_value
-------------------------------
2000 5 nan
2001 10 5
2003 8 nan
2004 72 8
2005 12 72
2007 13 nan
However just applying pandas shift function directly to the column 'value' would give 'previous_value' = 10 for 'time' = 2003, and 'previous_value' = 12 for 'time' = 2007.但是,仅将 Pandas shift 函数直接应用于列 'value' 会为 'time' = 2003 提供 'previous_value' = 10,而对于 'time' = 2007 则为 'previous_value' = 12。
What's the most elegant way to deal with this in pandas?在熊猫中处理这个问题的最优雅的方法是什么? (I'm not sure if it's as easy as setting the 'freq' attribute).
(我不确定它是否像设置 'freq' 属性一样简单)。
In [588]: df = pd.DataFrame({ 'date':[2000,2001,2003,2004,2005,2007],
'value':[5,10,8,72,12,13] })
In [589]: df['previous_value'] = df.value.shift()[ df.date == df.date.shift() + 1 ]
In [590]: df
Out[590]:
date value previous_value
0 2000 5 NaN
1 2001 10 5
2 2003 8 NaN
3 2004 72 8
4 2005 12 72
5 2007 13 NaN
Also see here for a time series approach using resample()
: Using shift() with unevenly spaced data另请参阅此处使用
resample()
的时间序列方法: 使用具有不均匀间隔数据的 shift()
Your example doesn't look like real time series data with timestamps.您的示例看起来不像带有时间戳的实时序列数据。 Let's take another example with the missing date
2020-01-03
:让我们再举一个缺少日期
2020-01-03
:
df = pd.DataFrame({"val": [10, 20, 30, 40, 50]},
index=pd.date_range("2020-01-01", "2020-01-05"))
df.drop(pd.Timestamp('2020-01-03'), inplace=True)
val
2020-01-01 10
2020-01-02 20
2020-01-04 40
2020-01-05 50
To shift by one day you can set the freq
parameter to 'D':要移动一天,您可以将
freq
参数设置为“D”:
df.shift(1, freq='D')
Output:输出:
val
2020-01-02 10
2020-01-03 20
2020-01-05 40
2020-01-06 50
To combine original data with the shifted one you can merge both tables:要将原始数据与移位数据合并,您可以合并两个表:
df.merge(df.shift(1, freq='D'),
left_index=True,
right_index=True,
how='left',
suffixes=('', '_previous'))
Output:输出:
val val_previous
2020-01-01 10 NaN
2020-01-02 20 10.0
2020-01-04 40 NaN
2020-01-05 50 40.0
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