根据最近的日期时间合并两个数据帧

Question

I have two data sets, one containing air quality data and one containing weather data, each with a column named 'dt' for date and time. However these times do not match exactly. I would like to join these tables so that the air quality data is retained and the closest time on the weather data is matched and merged.

df_aq:

                  dt   Latitude  Longitude  ...   Speed_kmh  PM2.5  PM10
0    11/20/2018 12:16  33.213922 -97.151055  ...        0.35   16.0  86.1
1    11/20/2018 12:16  33.213928 -97.151007  ...        5.01   16.0  86.1
2    11/20/2018 12:16  33.213907 -97.150953  ...        5.27   16.0  86.1
3    11/20/2018 12:16  33.213872 -97.150883  ...        5.03   16.0  86.1
...
364  11/20/2018 12:46  33.209462 -97.148623  ...        0.00    2.8   6.3
365  11/20/2018 12:46  33.209462 -97.148623  ...        0.00    2.8   6.3
366  11/20/2018 12:46  33.209462 -97.148623  ...        0.00    2.8   6.3]

df_weather:

     USAF  WBAN               dt  DIR SPD ... PCP01  PCP06  PCP24  PCPXX
0  722589  3991  11/20/2018 0:53  360   6 ...     0  *****  *****  *****
1  722589  3991  11/20/2018 1:53  350   6 ...     0  *****  *****  *****
2  722589  3991  11/20/2018 2:53  310   3 ...     0  *****  *****  *****
3  722589  3991  11/20/2018 3:53  330   5 ...     0  *****  *****  *****
4  722589  3991  11/20/2018 4:53  310   6 ...     0  *****  *****  *****

df_aq ranges from 12:16-12:46, and df_weather has data every hour on the 53 minute mark. Therefore the closest times would be 11:53 and 12:53, so I would like those two times and the subsequent weather data to merge appropriately with all the data on df_aq

I've tried experimenting with iloc and Index.get_loc as that seems to be the best way, but I keep getting an error.

I've tried:

ctr = df_aq['dt'].count() - 1 
startTime = df_aq['dt'][0]
endTime = df_aq['dt'][ctr]
print df_weather.iloc[df_weather.index.get_loc(startTime,method='nearest') or df_weather.index.get_loc(endTime,method='nearest')]

but then I get an error:

TypeError: unsupported operand type(s) for -: 'long' and 'str'

I'm not sure what this error means

Is there a better way to do this than iloc? And if not, what am I doing wrong with this bit of code?

Thank you very much for any help you can offer.

Answer 1

I'm taking liberty to have an example which i used during my learning :-) , hope that will help to achieve what you are looking.

As stated in the comment section you can try special function merge_asof() for merging Time-series DataFrames

DataFrame First:

>>> df1
                     time ticker   price  quantity
0 2016-05-25 13:30:00.023   MSFT   51.95        75
1 2016-05-25 13:30:00.038   MSFT   51.95       155
2 2016-05-25 13:30:00.048   GOOG  720.77       100
3 2016-05-25 13:30:00.048   GOOG  720.92       100
4 2016-05-25 13:30:00.048   AAPL   98.00       100

DataFrame Second:

>>> df2
                     time ticker     bid     ask
0 2016-05-25 13:30:00.023   GOOG  720.50  720.93
1 2016-05-25 13:30:00.023   MSFT   51.95   51.96
2 2016-05-25 13:30:00.030   MSFT   51.97   51.98
3 2016-05-25 13:30:00.041   MSFT   51.99   52.00
4 2016-05-25 13:30:00.048   GOOG  720.50  720.93
5 2016-05-25 13:30:00.049   AAPL   97.99   98.01
6 2016-05-25 13:30:00.072   GOOG  720.50  720.88
7 2016-05-25 13:30:00.075   MSFT   52.01   52.03


>>> new_df = pd.merge_asof(df1, df2, on='time', by='ticker')

>>> new_df
                     time ticker   price  quantity     bid     ask
0 2016-05-25 13:30:00.023   MSFT   51.95        75   51.95   51.96
1 2016-05-25 13:30:00.038   MSFT   51.95       155   51.97   51.98
2 2016-05-25 13:30:00.048   GOOG  720.77       100  720.50  720.93
3 2016-05-25 13:30:00.048   GOOG  720.92       100  720.50  720.93
4 2016-05-25 13:30:00.048   AAPL   98.00       100     NaN     NaN

Check the Documentation Doc merge_asof