Pandas 将数据重新采样到秒,每 ~10 秒分组一次

Pandas resample data to the second, grouping by every ~10 seconds

假设我有以下数据框:

>>> df
                       a
2019-04-05 00:00:00  2.0                
2019-04-05 00:00:01  1.0
2019-04-05 00:00:02  NaN
2019-04-05 00:00:03  NaN
2019-04-05 00:00:04  NaN
2019-04-05 00:00:05  NaN
2019-04-05 00:00:06  NaN
2019-04-05 00:00:07  NaN
2019-04-05 00:00:08  3.0
2019-04-05 00:00:09  4.0
2019-04-05 00:00:10  NaN
2019-04-05 00:00:11  NaN
2019-04-05 00:00:12  NaN
2019-04-05 00:00:13  NaN
2019-04-05 00:00:14  NaN
2019-04-05 00:00:15  NaN
2019-04-05 00:00:16  NaN
2019-04-05 00:00:17  NaN
2019-04-05 00:00:18  NaN
2019-04-05 00:00:19  NaN
2019-04-05 00:00:20  4.0
2019-04-05 00:00:21  5.0
2019-04-05 00:00:22  NaN
2019-04-05 00:00:23  NaN
2019-04-05 00:00:24  NaN
2019-04-05 00:00:25  NaN
2019-04-05 00:00:26  6.0
2019-04-05 00:00:27  NaN
2019-04-05 00:00:28  4.0
2019-04-05 00:00:29  NaN
2019-04-05 00:00:30  NaN
2019-04-05 00:00:31  NaN

我希望每 7 秒有 1 个值(假设有一个值,否则只是一个 NaN),因此数据框如下所示:

>>> df
                       a
2019-04-05 00:00:00  2.0                
2019-04-05 00:00:01  NaN
2019-04-05 00:00:02  NaN
2019-04-05 00:00:03  NaN
2019-04-05 00:00:04  NaN
2019-04-05 00:00:05  NaN
2019-04-05 00:00:06  NaN
2019-04-05 00:00:07  NaN
2019-04-05 00:00:08  3.0
2019-04-05 00:00:09  NaN
2019-04-05 00:00:10  NaN
2019-04-05 00:00:11  NaN
2019-04-05 00:00:12  NaN
2019-04-05 00:00:13  NaN
2019-04-05 00:00:14  NaN
2019-04-05 00:00:15  NaN
2019-04-05 00:00:16  NaN
2019-04-05 00:00:17  NaN
2019-04-05 00:00:18  NaN
2019-04-05 00:00:19  NaN
2019-04-05 00:00:20  4.0
2019-04-05 00:00:21  NaN
2019-04-05 00:00:22  NaN
2019-04-05 00:00:23  NaN
2019-04-05 00:00:24  NaN
2019-04-05 00:00:25  NaN
2019-04-05 00:00:26  NaN
2019-04-05 00:00:27  NaN
2019-04-05 00:00:28  4.0
2019-04-05 00:00:29  NaN
2019-04-05 00:00:30  NaN
2019-04-05 00:00:31  NaN

7 秒点是任意的,我实际上大约每分钟都取值。到目前为止,这是我尝试过的方法:

df = df.resample('7s').first()

但这会生成以下数据帧:

                       a
2019-04-05 00:00:00  2.0
2019-04-05 00:00:07  3.0
2019-04-05 00:00:14  4.0
2019-04-05 00:00:21  5.0
2019-04-05 00:00:28  4.0

注意:我对这些点之间缺少 NaN 并不感到困扰,因为它们是隐含的。我只是对时间不满意,因为它每 7 秒强制一个值,而我只想禁止值彼此相差 7 秒以内,而不需要每 7 秒一个值。

为清楚起见,伊迪丝:

我不想要的数据框:

                       a
2019-04-05 00:00:00  2.0
2019-04-05 00:00:07  3.0
2019-04-05 00:00:14  4.0
2019-04-05 00:00:21  5.0
2019-04-05 00:00:28  4.0

我想要的数据框:

>>> df
                       a
2019-04-05 00:00:00  2.0                
2019-04-05 00:00:01  NaN
2019-04-05 00:00:02  NaN
2019-04-05 00:00:03  NaN
2019-04-05 00:00:04  NaN
2019-04-05 00:00:05  NaN
2019-04-05 00:00:06  NaN
2019-04-05 00:00:07  NaN
2019-04-05 00:00:08  3.0
2019-04-05 00:00:09  NaN
2019-04-05 00:00:10  NaN
2019-04-05 00:00:11  NaN
2019-04-05 00:00:12  NaN
2019-04-05 00:00:13  NaN
2019-04-05 00:00:14  NaN
2019-04-05 00:00:15  NaN
2019-04-05 00:00:16  NaN
2019-04-05 00:00:17  NaN
2019-04-05 00:00:18  NaN
2019-04-05 00:00:19  NaN
2019-04-05 00:00:20  4.0
2019-04-05 00:00:21  NaN
2019-04-05 00:00:22  NaN
2019-04-05 00:00:23  NaN
2019-04-05 00:00:24  NaN
2019-04-05 00:00:25  NaN
2019-04-05 00:00:26  NaN
2019-04-05 00:00:27  NaN
2019-04-05 00:00:28  4.0
2019-04-05 00:00:29  NaN
2019-04-05 00:00:30  NaN
2019-04-05 00:00:31  NaN

或:

>>> df
                       a
2019-04-05 00:00:00  2.0
2019-04-05 00:00:08  3.0
2019-04-05 00:00:20  4.0
2019-04-05 00:00:28  4.0

你可以对你的数据帧进行上采样,你已经非常接近了;

df = df.resample('7s').first()
df = df.resample(rule='1s')

这将在添加的秒数上为新插入的行创建一个包含 NaN 的数据框。

这不是严格使用 pandas 方法,但它完成了工作。

c = 8
for index, row in df.iterrows():
    c += 1
    if c > 7 and not(np.isnan(row[0])):
        c=0
    else:
        row[0] = np.nan

一旦应用于 df 将 return 所需的数据帧。

编辑:

对于 n 列的数据框,每 x 行一个值:

c = [x+1 for i in range(df.shape[1])]

for index, row in df.iterrows():
    c = [i+1 for i in c]
    for i in range(len(c)):
        if c[i] > x and not(np.isnan(row[i])):
            c[i] = 0
        else:
            row[i] = np.nan

第二次编辑:

上面假设每个时间值都有一个NaN。以下适用于数据框中的空白:

c = [dt.datetime(1,1,1) for i in range(df.shape[1])]

for index, row in df.iterrows():
    for i in range(len(c)):
        if index.to_pydatetime() - c[i] > dt.timedelta(seconds=x) and not(np.isnan(row[i])):
            c[i] = index.to_pydatetime()
        else:
            row[i] = np.nan

在重采样之前填充 NA 值怎么样?

df = df.fillna('something').resample('7s').first()

则不强制取值:

                    a
2019-04-05 00:00:00 2
2019-04-05 00:00:07 something
2019-04-05 00:00:14 something
2019-04-05 00:00:21 5
2019-04-05 00:00:28 4

请注意,如果您用 something 之类的字符串填充 NA,它会将整个列转换为 object 而不是 float。所以如果你想维护数据类型,你可以使用 df.fillna(0) 而不是

df.loc[df.resample("7s").apply(lambda s: s.first_valid_index()).a]

如果你想用 NaN 填充中间值那么

df1 = df.loc[df.resample("7s").apply(lambda s: s.first_valid_index()).a]
df1.resample("1s").apply(lambda s: None if s.empty else s)

编辑:

根据说明,我们开始:

df[df.rolling(window="7s", closed='neither').sum().isna()]

使用上面显示的上采样代码将其填充为 NaN。

编辑-2

我们必须对行使用循环,因为发出值的决定取决于之前发出的值:

def f():
    skip = 0
    for row in df.itertuples():
        if skip == 0:
            if pd.notna(row.a):
                yield row
                skip = 7
        else:
            skip = skip - 1

pd.DataFrame(f())