[英]Pandas rolling mean for Series returns NaN
為什么我會收到Nan作為滾動平均值? 這是代碼和此代碼的輸出。 最初,我認為我的數據是錯誤的,但是簡單的.mean()
可以正常工作。
print(df_train.head())
y_hat_avg['mean'] = df_train['pickups'].mean()
print(y_hat_avg.head())
y_hat_avg['moving_avg_forecast'] = df_train['pickups'].rolling(1).mean()
print(y_hat_avg.head())
添加了一些數據:.............................................. .....................
pickups
date
2014-04-01 00:00:00 12
2014-04-01 01:00:00 5
2014-04-01 02:00:00 2
2014-04-01 03:00:00 4
2014-04-01 04:00:00 3
pickups mean
date
2014-08-01 00:00:00 19 47.25888
2014-08-01 01:00:00 26 47.25888
2014-08-01 02:00:00 9 47.25888
2014-08-01 03:00:00 4 47.25888
2014-08-01 04:00:00 11 47.25888
pickups mean moving_avg_forecast
date
2014-08-01 00:00:00 19 47.25888 NaN
2014-08-01 01:00:00 26 47.25888 NaN
2014-08-01 02:00:00 9 47.25888 NaN
2014-08-01 03:00:00 4 47.25888 NaN
2014-08-01 04:00:00 11 47.25888 NaN
df_train.index = pd.RangeIndex(len(df_train.index))
為我解決了這個問題。
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