Python：如何线性插值月度数据？

Question

I'm fairly new to python, especially the data libraries, so please excuse any idiocy.

I'm trying to practise with a made up data set of monthly observations over 12 months, data looks like this...

print(data)

2017-04-17  156
2017-05-09  216
2017-06-11  300
2017-07-29  184
2017-08-31  162
2017-09-24   91
2017-10-15  225
2017-11-03  245
2017-12-26  492
2018-01-26  485
2018-02-18  401
2018-03-09  215
2018-04-30  258

These monthly observations are irregular (there is exactly one in each month but nowhere near the same time).

Now, I want to use liner interpolation to get the values at the start of each month -

I've tried a bunch of methods... and was able to do it 'manually', but I'm trying to get to grips with pandas and numpy, and I know it can be done with these, here's what I had so far: I make a Series holding data, and then I do:

resampled1 = data.resample('MS')
interp1 = resampled1.interpolate()

print(interp1)

This prints:

2017-04-01   NaN
2017-05-01   NaN
2017-06-01   NaN
2017-07-01   NaN
2017-08-01   NaN
2017-09-01   NaN
2017-10-01   NaN
2017-11-01   NaN
2017-12-01   NaN
2018-01-01   NaN
2018-02-01   NaN
2018-03-01   NaN
2018-04-01   NaN

Now, I know that the first one 2017-4-17 should be NaN as linear interpolation (which I believe is the default), interpolates between the two points before and after... which is not possible since I don't have a datapoint before April 1st. As for the others... I'm not certain what I'm doing wrong... probably just because I'm struggling to wrap my head around exactly what resample is doing?

Answer 1

You probably want to resample('D') to interpolate, eg:

In []:
data.resample('D').interpolate().asfreq('MS')

Out[]:
2017-05-01  194.181818
2017-06-01  274.545455
2017-07-01  251.666667
2017-08-01  182.000000
2017-09-01  159.041667
2017-10-01  135.666667
2017-11-01  242.894737
2017-12-01  375.490566
2018-01-01  490.645161
2018-02-01  463.086957
2018-03-01  293.315789
2018-04-01  234.019231

Answer 2

Try to use RedBlackPy .

from datetime import datetime
import redblackpy as rb

index = [datetime(2017,4,17), datetime(2017,5,9), datetime(2017,6, 11)]
values = [156, 216, 300]

series = rb.Series(index=index, values=values, interpolate='linear')
# Now you can access by any key with no insertion, using interpolation.
print(series[datetime(2017, 5, 1)]) # prints 194.18182373046875