不规则间隔重采样

Question

I have a regularly spaced time series stored in a pandas data frame:

1998-01-01 00:00:00    5.71
1998-01-01 12:00:00    5.73
1998-01-02 00:00:00    5.68
1998-01-02 12:00:00    5.69
...

I also have a list of dates that are irregularly spaced:

1998-01-01
1998-07-05
1998-09-21
....

I would like to calculate the average of the time series between each time interval of the list of dates. Is this somehow possible using pandas.DataFrame.resample? If not, what is the easiest way to do it?

Edited: For example, calculate the mean of 'series' in between the dates in 'dates', created by the following code:

import pandas as pd
import numpy as np
import datetime

rng = pd.date_range('1998-01-01', periods=365, freq='D')
series = pd.DataFrame(np.random.randn(len(rng)), index=rng)

dates = [pd.Timestamp('1998-01-01'), pd.Timestamp('1998-07-05'), pd.Timestamp('1998-09-21')]

Answer 1

You can loop through the dates and use select only the rows falling in between those dates like this,

import pandas as pd
import numpy as np
import datetime

rng = pd.date_range('1998-01-01', periods=365, freq='D')
series = pd.DataFrame(np.random.randn(len(rng)), index=rng)

dates = [pd.Timestamp('1998-01-01'), pd.Timestamp('1998-07-05'), pd.Timestamp('1998-09-21')]

for i in range(len(dates)-1):

    start = dates[i]
    end = dates[i+1]

    sample = series.loc[(series.index > start) & (series.index <= end)]

    print(f'Mean value between {start} and {end} : {sample.mean()[0]}')

# Output
Mean value between 1998-01-01 00:00:00 and 1998-07-05 00:00:00 : -0.024342221543215112
Mean value between 1998-07-05 00:00:00 and 1998-09-21 00:00:00 : 0.13945008064765074

Instead of a loop, you can also use a list comprehension like this,

print([series.loc[(series.index > dates[i]) & (series.index <= dates[i+1])].mean()[0] for i in range(len(dates) - 1) ]) # [-0.024342221543215112, 0.13945008064765074]

Answer 2

You could iterate over the dates like this:

for ti in range(1,len(dates)):
    start_date, end_date = dates[ti-1],dates[ti]
    mask = (series.index > start_date) & (series.index <= end_date)
    print(series[mask].mean())