interpolate/extrapolate missing dates in python? - python

lets say i have the following dataframe
bb = pd.DataFrame(data = {'date' :['','','','2015-09-02', '2015-09-02', '2015-09-03','','2015-09-08', '', '2015-09-11','2015-09-14','','' ]})
bb['date'] = pd.to_datetime(bb['date'], format="%Y-%m-%d")
I want to interpolate and exptrapolate linearly to fill the missing date values . I used the following code but it doesn't change anything. I am new to pandas. please help
bb= bb.interpolate(method='time')

To extrapolate you have to use bfill() and ffill(). Missing values will be assigned by back- (or forward) values.
To linear interpolate you have to use function interpolate but dates need to convert to numbers:
import numpy as np
import pandas as pd
from datetime import datetime
bb = pd.DataFrame(data = {'date' :['','','','2015-09-02', '2015-09-02', '2015-09-03','','2015-09-08', '', '2015-09-11','2015-09-14','','' ]})
bb['date'] = pd.to_datetime(bb['date'], format="%Y-%m-%d")
# convert to seconds
tmp = bb['date'].apply(lambda t: (t-datetime(1970,1,1)).total_seconds())
# linear interpolation
tmp.interpolate(inplace=True)
# back convert to dates
bb['date'] = pd.to_datetime(tmp, unit='s')
bb['date'] = bb['date'].apply(lambda t: t.date())
# extrapolation for the first missing values
bb.bfill(inplace='True')
print bb
Result:
date
0 2015-09-02
1 2015-09-02
2 2015-09-02
3 2015-09-02
4 2015-09-02
5 2015-09-03
6 2015-09-05
7 2015-09-08
8 2015-09-09
9 2015-09-11
10 2015-09-14
11 2015-09-14
12 2015-09-14

Related

Finding dates between two consecutive dates

I have the a pandas dataframe in this format:
Dates
11-Feb-18
18-Feb-18
03-Mar-18
25-Mar-18
29-Mar-18
04-Apr-18
08-Apr-18
14-Apr-18
17-Apr-18
30-Apr-18
04-May-18
I want to find dates between two consecutive dates. In this example I want to make a new column which will contain dates between two consecutive dates. For example between 11-Feb-18 and 18-Feb-18, I will get all the dates between these two dates.
I tried this code but it's throwing me error:
pd.DataFrame({'dates':pd.date_range(pd.to_datetime(df_new['Time.[Day]'].loc[i].diff(-1)))})
if you want to add a column with the list of dates tat are missing in between, this shoudl work. This could be more efficient and it has to work around the NaT in the last row and becomes a bit longer as intended, but gives you the result.
import pandas as pd
from datetime import timedelta
test_df = pd.DataFrame({
"Dates" :
["11-Feb-18", "18-Feb-18", "03-Mar-18", "25-Mar-18", "29-Mar-18", "04-Apr-18",
"08-Apr-18", "14-Apr-18", "17-Apr-18", "30-Apr-18", "04-May-18"]
})
res = (
test_df
.assign(
# convert to datetime
Dates = lambda x : pd.to_datetime(x.Dates),
# get next rows date
Dates_next = lambda x : x.Dates.shift(-1),
# create the date range
Dates_list = lambda x : x.apply(
lambda x :
pd.date_range(
x.Dates + timedelta(days=1),
x.Dates_next - timedelta(days=1),
freq="D").date.tolist()
if pd.notnull(x.Dates_next)
else None
, axis = 1
))
)
print(res)
results in:
Dates Dates_next Dates_list
0 2018-02-11 2018-02-18 [2018-02-12, 2018-02-13, 2018-02-14, 2018-02-1...
1 2018-02-18 2018-03-03 [2018-02-19, 2018-02-20, 2018-02-21, 2018-02-2...
2 2018-03-03 2018-03-25 [2018-03-04, 2018-03-05, 2018-03-06, 2018-03-0...
3 2018-03-25 2018-03-29 [2018-03-26, 2018-03-27, 2018-03-28]
4 2018-03-29 2018-04-04 [2018-03-30, 2018-03-31, 2018-04-01, 2018-04-0...
5 2018-04-04 2018-04-08 [2018-04-05, 2018-04-06, 2018-04-07]
6 2018-04-08 2018-04-14 [2018-04-09, 2018-04-10, 2018-04-11, 2018-04-1...
7 2018-04-14 2018-04-17 [2018-04-15, 2018-04-16]
8 2018-04-17 2018-04-30 [2018-04-18, 2018-04-19, 2018-04-20, 2018-04-2...
9 2018-04-30 2018-05-04 [2018-05-01, 2018-05-02, 2018-05-03]
10 2018-05-04 NaT None
As a sidenote, if you don't need the last row after the analysis, you could filter out the last row after assigning the next date and eliminate the if statement to make it faster.
This works with dataframes, adding a new column containing the requested list
It iterates over the column 1, preparing a list of lists for column 2.
At the and it creates a new dataframe column and assigns the prepared values to it.
import pandas as pd
from pprint import pp
from datetime import datetime, timedelta
df = pd.read_csv("test.csv")
in_betweens = []
for i in range(len(df["dates"])-1):
d = datetime.strptime(df["dates"][i],"%d-%b-%y")
d2 = datetime.strptime(df["dates"][i+1],"%d-%b-%y")
d = d + timedelta(days=1)
in_between = []
while d < d2:
in_between.append(d.strftime("%d-%b-%y"))
d = d + timedelta(days=1)
in_betweens.append(in_between)
in_betweens.append([])
df["in_betwens"] = in_betweens
df.head()

Elegant pandas pre-fill using date_range with various possible freq settings

I am trying to prefill a dataframe akin to:
In the sample I am randomly removing some rows to highlight the challenge. I am trying to *elegantly calculate the dti value. The dti value in the first row would be 0 (even if first row is deleted as per script) but as gaps appear in the dti sequence needs to skip the missing rows. A logical approach would be to divide dt/delta to create a unique integer representing the bucket but nothing I tried felt or seemed elegant.
A bit of code to help simulate the problem:
from datetime import datetime, timedelta
import pandas as pd
import numpy as np
start = datetime.now()
nin = 24
delta='4H'
df = pd.date_range( start, periods=nin, freq=deltadf, name ='dt')
# remove some random data points
frac_points = 8/24 # Fraction of points to retain
r = np.random.rand(nin)
df = df[r <= frac_points] # reduce the number of points
df = df.to_frame(index=False) # reindex
df['dti'] = ...
Thank you in advance,
One solution is to divide the time differences between each row by the timedelta:
from datetime import datetime, timedelta
import pandas as pd
import numpy as np
start = datetime.now()
nin = 24
delta='4H'
df = pd.date_range(start, periods=nin, freq=delta, name='dt')
# Round to nearest ten minutes for better readability
df = df.round('10min')
# Ensure reproducibility
np.random.seed(1)
# remove some random data points
frac_points = 8/24 # Fraction of points to retain
r = np.random.rand(nin)
df = df[r <= frac_points] # reduce the number of points
df = df.to_frame(index=False) # reindex
df['dti'] = df['dt'].diff() / pd.to_timedelta(delta)
df['dti'] = df['dti'].fillna(0).cumsum().astype(int)
df
dt dti
0 2019-03-17 18:10:00 0
1 2019-03-17 22:10:00 1
2 2019-03-18 02:10:00 2
3 2019-03-18 06:10:00 3
4 2019-03-18 10:10:00 4
5 2019-03-19 10:10:00 10
6 2019-03-19 18:10:00 12
7 2019-03-20 10:10:00 16
8 2019-03-20 14:10:00 17
9 2019-03-21 02:10:00 20

Sort Values in DataFrame using Categorical Key without groupby Split Apply Combine

So... I have a Dataframe that looks like this, but much larger:
DATE ITEM STORE STOCK
0 2018-06-06 A L001 4
1 2018-06-06 A L002 0
2 2018-06-06 A L003 4
3 2018-06-06 B L001 1
4 2018-06-06 B L002 2
You can reproduce the same DataFrame with the following code:
import pandas as pd
import numpy as np
import itertools as it
lojas = ['L001', 'L002', 'L003']
itens = list("ABC")
dr = pd.date_range(start='2018-06-06', end='2018-06-12')
df = pd.DataFrame(data=list(it.product(dr, itens, lojas)), columns=['DATE', 'ITEM', 'STORE'])
df['STOCK'] = np.random.randint(0,5, size=len(df.ITEM))
I wanna calculate de STOCK difference between days in every pair ITEM-STORE and iterating over groups in a groupby object is easy using the function .diff() to get something like this:
DATE ITEM STORE STOCK DELTA
0 2018-06-06 A L001 4 NaN
9 2018-06-07 A L001 0 -4.0
18 2018-06-08 A L001 4 4.0
27 2018-06-09 A L001 0 -4.0
36 2018-06-10 A L001 3 3.0
45 2018-06-11 A L001 2 -1.0
54 2018-06-12 A L001 2 0.0
I´ve manage to do so by the following code:
gg = df.groupby([df.ITEM, df.STORE])
lg = []
for (name, group) in gg:
aux = group.copy()
aux.reset_index(drop=True, inplace=True)
aux['DELTA'] = aux.STOCK.diff().fillna(value=0, inplace=Tr
lg.append(aux)
df = pd.concat(lg)
But in a large DataFrame, it gets impracticable. Is there a faster more pythonic way to do this task?
I've tried to improve your groupby code, so this should be a lot faster.
v = df.groupby(['ITEM', 'STORE'], sort=False).STOCK.diff()
df['DELTA'] = np.where(np.isnan(v), 0, v)
Some pointers/ideas here:
Don't iterate over groups
Don't pass series as the groupers if the series belong to the same DataFrame. Pass string labels instead.
diff can be vectorized
The last line is tantamount to a fillna, but fillna is slower than np.where
Specifying sort=False will prevent the output from being sorted by grouper keys, improving performance further
This can also be re-written as
df['DELTA'] = df.groupby(['ITEM', 'STORE'], sort=False).STOCK.diff().fillna(0)

PANDAS Time Series Window Labels

I currently have a process for windowing time series data, but I am wondering if there is a vectorized, in-place approach for performance/resource reasons.
I have two lists that have the start and end dates of 30 day windows:
start_dts = [2014-01-01,...]
end_dts = [2014-01-30,...]
I have a dataframe with a field called 'transaction_dt'.
What I am trying accomplish is method to add two new columns ('start_dt' and 'end_dt') to each row when the transaction_dt is between a pair of 'start_dt' and 'end_dt' values. Ideally, this would be vectorized and in-place if possible.
EDIT:
As requested here is some sample data of my format:
'customer_id','transaction_dt','product','price','units'
1,2004-01-02,thing1,25,47
1,2004-01-17,thing2,150,8
2,2004-01-29,thing2,150,25
IIUC
By suing IntervalIndex
df2.index=pd.IntervalIndex.from_arrays(df2['Start'],df2['End'],closed='both')
df[['End','Start']]=df2.loc[df['transaction_dt']].values
df
Out[457]:
transaction_dt End Start
0 2017-01-02 2017-01-31 2017-01-01
1 2017-03-02 2017-03-31 2017-03-01
2 2017-04-02 2017-04-30 2017-04-01
3 2017-05-02 2017-05-31 2017-05-01
Data Input :
df=pd.DataFrame({'transaction_dt':['2017-01-02','2017-03-02','2017-04-02','2017-05-02']})
df['transaction_dt']=pd.to_datetime(df['transaction_dt'])
list1=['2017-01-01','2017-02-01','2017-03-01','2017-04-01','2017-05-01']
list2=['2017-01-31','2017-02-28','2017-03-31','2017-04-30','2017-05-31']
df2=pd.DataFrame({'Start':list1,'End':list2})
df2.Start=pd.to_datetime(df2.Start)
df2.End=pd.to_datetime(df2.End)
If you want start and end we can use this, Extracting the first day of month of a datetime type column in pandas:
import io
import pandas as pd
import datetime
string = """customer_id,transaction_dt,product,price,units
1,2004-01-02,thing1,25,47
1,2004-01-17,thing2,150,8
2,2004-01-29,thing2,150,25"""
df = pd.read_csv(io.StringIO(string))
df["transaction_dt"] = pd.to_datetime(df["transaction_dt"])
df["start"] = df['transaction_dt'].dt.floor('d') - pd.offsets.MonthBegin(1)
df["end"] = df['transaction_dt'].dt.floor('d') + pd.offsets.MonthEnd(1)
df
Returns
customer_id transaction_dt product price units start end
0 1 2004-01-02 thing1 25 47 2004-01-01 2004-01-31
1 1 2004-01-17 thing2 150 8 2004-01-01 2004-01-31
2 2 2004-01-29 thing2 150 25 2004-01-01 2004-01-31
new approach:
import io
import pandas as pd
import datetime
string = """customer_id,transaction_dt,product,price,units
1,2004-01-02,thing1,25,47
1,2004-01-17,thing2,150,8
2,2004-06-29,thing2,150,25"""
df = pd.read_csv(io.StringIO(string))
df["transaction_dt"] = pd.to_datetime(df["transaction_dt"])
# Get all timestamps that are necessary
# This assumes dates are sorted
# if not we should change [0] -> min_dt and [-1] --> max_dt
timestamps = [df.iloc[0]["transaction_dt"].floor('d') - pd.offsets.MonthBegin(1)]
while df.iloc[-1]["transaction_dt"].floor('d') > timestamps[-1]:
timestamps.append(timestamps[-1]+datetime.timedelta(days=30))
# We store all ranges here
ranges = list(zip(timestamps,timestamps[1:]))
# Loop through all values and add to column start and end
for ind,value in enumerate(df["transaction_dt"]):
for i,(start,end) in enumerate(ranges):
if (value >= start and value <= end):
df.loc[ind, "start"] = start
df.loc[ind, "end"] = end
# When match is found let's also
# remove all ranges that aren't met
# This can be removed if dates are not sorted
# But this should speed things up for large datasets
for _ in range(i):
ranges.pop(0)

pandas datetimeindex between_time function(how to get a not_between_time)

I have a pandas df, and I use between_time a and b to clean the data. How do I
get a non_between_time behavior?
I know i can try something like.
df.between_time['00:00:00', a]
df.between_time[b,23:59:59']
then combine it and sort the new df. It's very inefficient and it doesn't work for me as I have data betweeen 23:59:59 and 00:00:00
Thanks
You could find the index locations for rows with time between a and b, and then use df.index.diff to remove those from the index:
import pandas as pd
import io
text = '''\
date,time, val
20120105, 080000, 1
20120105, 080030, 2
20120105, 080100, 3
20120105, 080130, 4
20120105, 080200, 5
20120105, 235959.01, 6
'''
df = pd.read_csv(io.BytesIO(text), parse_dates=[[0, 1]], index_col=0)
index = df.index
ivals = index.indexer_between_time('8:01:30','8:02')
print(df.reindex(index.diff(index[ivals])))
yields
val
date_time
2012-01-05 08:00:00 1
2012-01-05 08:00:30 2
2012-01-05 08:01:00 3
2012-01-05 23:59:59.010000 6

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