I have a dataset that looks like this:
date,value1,value2
2016-01-01 00:00:00,3,0
2016-01-01 01:00:00,0,0
2016-01-01 02:00:00,0,0
2016-01-01 03:00:00,0,0
2016-01-01 04:00:00,0,0
2016-01-01 05:00:00,0,0
2016-01-01 06:00:00,0,0
2016-01-01 07:00:00,0,2
2016-01-01 08:00:00,3,11
2016-01-01 09:00:00,14,14
2016-01-01 10:00:00,12,13
2016-01-01 11:00:00,11,13
2016-01-01 12:00:00,11,9
2016-01-01 13:00:00,17,21
2016-01-01 14:00:00,9,22
2016-01-01 15:00:00,10,9
2016-01-01 16:00:00,11,9
2016-01-01 17:00:00,8,8
2016-01-01 18:00:00,4,2
2016-01-01 19:00:00,5,7
2016-01-01 20:00:00,5,5
2016-01-01 21:00:00,3,4
2016-01-01 22:00:00,2,4
2016-01-01 23:00:00,2,4
2016-01-02 00:00:00,0,0
2016-01-02 01:00:00,0,0
2016-01-02 02:00:00,0,0
2016-01-02 03:00:00,0,0
2016-01-02 04:00:00,0,0
2016-01-02 05:00:00,0,0
2016-01-02 06:00:00,1,0
2016-01-02 07:00:00,0,0
2016-01-02 08:00:00,0,0
2016-01-02 09:00:00,0,0
2016-01-02 10:00:00,0,0
2016-01-02 11:00:00,0,0
2016-01-02 12:00:00,0,0
2016-01-02 13:00:00,1,0
2016-01-02 14:00:00,0,0
2016-01-02 15:00:00,0,0
2016-01-02 16:00:00,0,0
2016-01-02 17:00:00,0,0
2016-01-02 18:00:00,0,0
2016-01-02 19:00:00,0,0
2016-01-02 20:00:00,1,0
2016-01-02 21:00:00,0,0
2016-01-02 22:00:00,0,0
2016-01-02 23:00:00,0,0
What I want to do is calculate the rmse between value1 and value2 per day. So basically, I want to run the function 31 times (once per day), and the input would be the 24 entries of the day (one every hour) I tried using
rmse(df.groupby([df.index.day]).mean().value1,
df.groupby([df.index.day]).mean().value2)
but it gave me a single value, and what I want is a list with the rmse of each day, such as
daily_rmse = [rmse01_01, rmse01_02, ..., rmse01_31]
You do not need to keep redoing the groupby
and you need to compute rmse
on each element of it, not on the sequence of means:
gb = df.groupby(df.index.date)
mean_by_day = gb.mean()
rmse_by_day = gb.std(ddof=0)
I suspect that the RMSE formula you are applying is exactly equivalent to the standard deviation normalized by the number of elements (not the number of elements - 1, as is default in Pandas).
You should now be able to access mean_by_day.value1
and std_by_day.value1
to get the values that you want.
The value I get for mean_by_day
is
value1 value2
2016-01-01 5.416667 6.541667
2016-01-02 0.125000 0.000000
Similarly, for rmse_by_day
I get
value1 value2
2016-01-01 5.139039 6.422481
2016-01-02 0.330719 0.000000
Note that the date
field of the index is used rather than day
, which could be repeated if your data went on for multiple months.
use sklearn
s mean_squared_error
from sklearn.metrics import mean_squared_error
df.groupby(df.date.dt.date).apply(
lambda x: mean_squared_error(x.value1, x.value2) ** .5)
date
2016-01-01 3.494043
2016-01-02 0.377964
dtype: float64
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