根据完整的过去合并和计算移动平均线 window

Question

我有 2 个数据框，如下所示

df = pd.DataFrame(
    {'stud_name' : ['ABC', 'ABC','ABC','ABC', 
                  'DEF'],
     'ques_date' : ['13/11/2020', '10/1/2018','11/11/2017', '27/03/2016', 
                '13/05/2010']})

df_score = pd.DataFrame(
    {'stud_name' : ['ABC', 'ABC','ABC','ABC','ABC','ABC','ABC','DEF','DEF','DEF','DEF'],
     'qtr':['Q1','Q2','Q3','Q4','Q1','Q2','Q3','Q3','Q4','Q2','Q4'],
     'year' : [2015,2015,2015,2015,2016,2017,2017,2017,2017,2018,2017],
     't_score':[11,13,15,17,12,312,14,15,18,43,32],
     'p_score':[32,45,32,21,56,87,32,786,213,32,11]})

我想执行以下操作

a) 对于每个 stud_name，计算两个（t_score）列的移动平均值作为输出

mov_avg_full = 使用stud_name的所有过去数据。（所有过去季度的信息来自 df_score） mov_avg_2qtr = 使用过去 2 个季度的数据（仅来自 df_score 的过去 2 个季度的信息）

例如：如果年份是 2020 年并且是第三季度，我想计算所有过去数据（2020 年第三季度之前）的移动平均值和最后两个季度（2020 年第一季度和 2020 年第二季度）的移动平均值

如果特定 stud_name 没有过去的数据，我们就输入 NA（例如：DEF 在 df_score 中没有过去的数据）

我尝试了以下

df['ques_date'] = pd.to_datetime(df['ques_date'], dayfirst=True)
df.sort_values(by=['stud_name','ques_date'],inplace=True)
df['act_qtr'] = df['ques_date'].dt.to_period('Q').dt.strftime('Q%q')
df['year'] = df['ques_date'].dt.year
df_score.sort_values(by=['year','qtr'],inplace=True)
df_full = df.merge(df_score,on=['stud_name'])
df_full['mov_avg_2qtr'] = df_full['t_score'].rolling(2).mean() # this is incorrect

我希望我的输出如下所示

Answer 1

您可能想要使用 rolling 和 expanding 方法。获取季度指数的笛卡尔积后，可以应用日期掩码来获取目标行。

代码：

import pandas as pd

# Create sample dataframes
df = pd.DataFrame({'stud_name': ['ABC', 'ABC','ABC','ABC', 'DEF'], 'ques_date' : ['13/11/2020', '10/1/2018','11/11/2017', '27/03/2016', '13/05/2010']})
df_score = pd.DataFrame({'stud_name': ['ABC', 'ABC','ABC','ABC','ABC','ABC','ABC','DEF','DEF','DEF','DEF'], 'qtr':['Q1','Q2','Q3','Q4','Q1','Q2','Q3','Q3','Q4','Q2','Q4'], 'year' : [2015,2015,2015,2015,2016,2017,2017,2017,2017,2018,2017], 't_score':[11,13,15,17,12,312,14,15,18,43,32], 'p_score':[32,45,32,21,56,87,32,786,213,32,11]})

# Assign necessary datetime objects
df['ques_date'] = pd.to_datetime(df.ques_date, format='%d/%m/%Y')
df[['act_qtr', 'act_year', 'act_key']] = df['ques_date'].map(lambda e: [f'Q{e.quarter}', e.year, e.to_period('Q')]).apply(pd.Series)
df_score['key'] = df_score.year.astype(str) + df_score.qtr

# Calculate the two kinds of the moving average
df_score.sort_values(['year', 'qtr'], inplace=True)
df_score['mov_avg_full'] = df_score.groupby('stud_name')['t_score'].expanding().mean().values
df_score['mov_avg_2qtr'] = df_score.groupby('stud_name')['t_score'].rolling(2).mean().values

# Get a cross-joined dataframe
df_full = df.merge(df_score, on='stud_name').sort_values(['act_key', 'key'])

# Apply a datetime mask
df_full = df_full[df_full.key < df_full.act_key].groupby(['stud_name', 'act_qtr', 'act_year'], as_index=False).last()

# Deal with the missing null values and use necessary columns
df_full = df.merge(df_full, how='left', on=['stud_name', 'ques_date', 'act_qtr', 'act_year'])
df_full = df_full[['stud_name', 'ques_date', 'act_qtr', 'act_year', 'mov_avg_full', 'mov_avg_2qtr']]

print(df_full)

输出：

stud_name	ques_date	act_qtr	act_year	mov_avg_full	mov_avg_2qtr
ABC	2020-11-13 00:00:00	Q4	2020	56.2857	163
ABC	2018-01-10 00:00:00	Q1	2018	56.2857	163
ABC	2017-11-11 00:00:00	Q4	2017	56.2857	163
ABC	2016-03-27 00:00:00	Q1	2016	14	16
DEF	2010-05-13 00:00:00	Q2	2010	nan	nan

根据完整的过去合并和计算移动平均线 window

Merge and compute moving average based on full past and also window

python

moving-average

dataframe

pandas

pandas-groupby

代码：

输出：