我有两个不同频率的时间序列。要使用较低频率数据填充值。
这就是我的意思。希望这样能说清楚:
index = [pd.datetime(2022,1,10,1),
pd.datetime(2022,1,10,2),
pd.datetime(2022,1,12,7),
pd.datetime(2022,1,14,12),]
df1 = pd.DataFrame([1,2,3,4],index=index)
2022-01-10 01:00:00 1
2022-01-10 02:00:00 2
2022-01-12 07:00:00 3
2022-01-14 12:00:00 4
index = pd.date_range(start=pd.datetime(2022,1,9),
end = pd.datetime(2022,1,15),
freq='D')
df2 = pd.DataFrame([n+99 for n in range(len(index))],index=index)
2022-01-09 99
2022-01-10 100
2022-01-11 101
2022-01-12 102
2022-01-13 103
2022-01-14 104
2022-01-15 105
最终的df应该只在df1下缺少超过一天的情况下填充值。所以结果应该是:
2022-01-09 00:00:00 99
2022-01-10 01:00:00 1
2022-01-10 02:00:00 2
2022-01-11 00:00:00 101
2022-01-12 07:00:00 3
2022-01-13 00:00:00 103
2022-01-14 12:00:00 4
2022-01-15 00:00:00 105
你知道怎么做吗?
您可以将df2
筛选为只保留新的日期,并将concat
筛选为df1
:
import numpy as np
idx1 = pd.to_datetime(df1.index).date
idx2 = pd.to_datetime(df2.index).date
df3 = pd.concat([df1, df2[~np.isin(idx2, idx1)]]).sort_index()
输出:
0
2022-01-09 00:00:00 99
2022-01-10 01:00:00 1
2022-01-10 02:00:00 2
2022-01-11 00:00:00 101
2022-01-12 07:00:00 3
2022-01-13 00:00:00 103
2022-01-14 12:00:00 4
2022-01-15 00:00:00 105