我想每五秒对数据帧进行一次重采样,其中原始数据的时间戳是不规则的。抱歉,如果这看起来像一个重复的问题,但我对与数据时间戳对齐的插值有问题,这就是我在这个问题中包含我的数据帧的原因。此答案中的图表显示了我想要的结果,但我无法使用那里建议的traces
包。我使用pandas 0.19.0
.
考虑以下飞机的爬升路径(如 pastebin 上的命令):
Altitude Time
1 0.00 0.00000
2 1000.00 16.45350
3 2000.00 33.19584
4 3000.00 50.25330
5 4000.00 67.64580
6 5000.00 85.38720
7 6000.00 103.56720
8 7000.00 122.29260
9 8000.00 141.61440
10 9000.00 161.59140
11 9999.67 182.27940
12 10000.30 182.33940
13 10000.30 199.76880
14 10000.30 199.82880
15 11000.00 221.67660
16 12000.00 244.36260
17 13000.00 267.93900
18 14000.00 292.46940
19 15000.00 318.01080
20 16000.00 344.36820
21 17000.00 371.32200
22 18000.00 398.91420
23 19000.00 427.19100
24 20000.00 456.24900
25 21000.00 486.38940
26 22000.00 517.91640
27 23000.00 550.96140
28 24000.00 585.65460
29 25000.00 622.12800
30 26000.00 660.35400
31 27000.00 700.37400
32 28000.00 742.39200
33 29000.00 786.57600
34 30000.00 833.13000
35 31000.00 882.09000
36 32000.00 933.46200
37 33000.00 987.40800
38 34000.00 1044.06000
39 35000.00 1103.85000
40 36000.00 1167.52200
41 36088.90 1173.39000
42 36089.60 1173.45000
43 36671.70 1216.60200
44 36672.40 1216.66200
45 38000.00 1295.80200
46 39000.00 1368.45000
47 40000.00 1458.00000
48 41000.00 1574.08200
49 42000.00 1730.97000
50 42231.00 1775.19600
尝试的解决方案
首先,我尝试在保持原始索引不变的同时重新采样,如本问题所示,因此我可以线性插值,但我发现没有产生正确结果的插值方法(请注意仅在 16.45s 处匹配的原始时间列):
df = df.set_index(pd.to_datetime(df['Time'], unit='s'), drop=False)
resample_index = pd.date_range(start=df.index[0], end=df.index[-1], freq='5s')
dummy_frame = pd.DataFrame(np.NaN, index=resample_index, columns=df.columns)
df.combine_first(dummy_frame).interpolate().iloc[:6]
Time Altitude
1970-01-01 00:00:00.000000 0.000000 0.0
1970-01-01 00:00:05.000000 4.113375 250.0
1970-01-01 00:00:10.000000 8.226750 500.0
1970-01-01 00:00:15.000000 12.340125 750.0
1970-01-01 00:00:16.453500 16.453500 1000.0
1970-01-01 00:00:20.000000 20.639085 1250.0
其次,我尝试在不保留原始索引的情况下重新采样,首先下降到 1 秒,然后下降到 5 秒,如这个答案所示,但插值值没有在数据的末尾对齐,高度值也没有(1000ft 应该在 15 到 20 秒之间)。只是重新采样到 1s 已经产生了错误的结果。
df.resample('1s').interpolate(method='linear').resample('5s').asfreq()
Time Altitude
1970-01-01 00:00:00 0.0 0.000000
1970-01-01 00:00:05 5.0 137.174211
1970-01-01 00:00:10 10.0 274.348422
1970-01-01 00:00:15 15.0 411.522634
1970-01-01 00:00:20 20.0 548.696845
1970-01-01 00:00:25 25.0 685.871056
1970-01-01 00:00:30 30.0 823.045267
1970-01-01 00:00:35 35.0 960.219479
1970-01-01 00:00:40 40.0 1097.393690
1970-01-01 00:00:45 45.0 1234.567901
1970-01-01 00:00:50 50.0 1371.742112
1970-01-01 00:00:55 55.0 1508.916324
1970-01-01 00:01:00 60.0 1646.090535
1970-01-01 00:01:05 65.0 1783.264746
1970-01-01 00:01:10 70.0 1920.438957
1970-01-01 00:01:15 75.0 2057.613169
1970-01-01 00:01:20 80.0 2194.787380
1970-01-01 00:01:25 85.0 2331.961591
1970-01-01 00:01:30 90.0 2469.135802
1970-01-01 00:01:35 95.0 2606.310014
1970-01-01 00:01:40 100.0 2743.484225
1970-01-01 00:01:45 105.0 2880.658436
1970-01-01 00:01:50 110.0 3017.832647
1970-01-01 00:01:55 115.0 3155.006859
1970-01-01 00:02:00 120.0 3292.181070
1970-01-01 00:02:05 125.0 3429.355281
1970-01-01 00:02:10 130.0 3566.529492
1970-01-01 00:02:15 135.0 3703.703704
1970-01-01 00:02:20 140.0 3840.877915
1970-01-01 00:02:25 145.0 3978.052126
... ... ...
1970-01-01 00:27:10 1458.0 40000.000000
1970-01-01 00:27:15 1458.0 40000.000000
1970-01-01 00:27:20 1458.0 40000.000000
1970-01-01 00:27:25 1458.0 40000.000000
1970-01-01 00:27:30 1458.0 40000.000000
1970-01-01 00:27:35 1458.0 40000.000000
1970-01-01 00:27:40 1458.0 40000.000000
1970-01-01 00:27:45 1458.0 40000.000000
1970-01-01 00:27:50 1458.0 40000.000000
1970-01-01 00:27:55 1458.0 40000.000000
1970-01-01 00:28:00 1458.0 40000.000000
1970-01-01 00:28:05 1458.0 40000.000000
1970-01-01 00:28:10 1458.0 40000.000000
1970-01-01 00:28:15 1458.0 40000.000000
1970-01-01 00:28:20 1458.0 40000.000000
1970-01-01 00:28:25 1458.0 40000.000000
1970-01-01 00:28:30 1458.0 40000.000000
1970-01-01 00:28:35 1458.0 40000.000000
1970-01-01 00:28:40 1458.0 40000.000000
1970-01-01 00:28:45 1458.0 40000.000000
1970-01-01 00:28:50 1458.0 40000.000000
1970-01-01 00:28:55 1458.0 40000.000000
1970-01-01 00:29:00 1458.0 40000.000000
1970-01-01 00:29:05 1458.0 40000.000000
1970-01-01 00:29:10 1458.0 40000.000000
1970-01-01 00:29:15 1458.0 40000.000000
1970-01-01 00:29:20 1458.0 40000.000000
1970-01-01 00:29:25 1458.0 40000.000000
1970-01-01 00:29:30 1458.0 40000.000000
1970-01-01 00:29:35 1458.0 40000.000000
问题
如何在执行正确插值的同时将原始数据重采样为 5s?我只是使用了错误的插值方法吗?
在施梅尔策@Martin的帮助下(谢谢!我发现问题中的第一个建议方法有效,当应用time
作为熊猫插值方法的method
参数时:
resample_index = pd.date_range(start=df.index[0], end=df.index[-1], freq='5s')
dummy_frame = pd.DataFrame(np.NaN, index=resample_index, columns=df.columns)
df.combine_first(dummy_frame).interpolate('time').iloc[:6]
Altitude Time
1970-01-01 00:00:00.000000 0.000000 0.0000
1970-01-01 00:00:05.000000 303.886711 5.0000
1970-01-01 00:00:10.000000 607.773422 10.0000
1970-01-01 00:00:15.000000 911.660133 15.0000
1970-01-01 00:00:16.453500 1000.000000 16.4535
1970-01-01 00:00:20.000000 1211.828215 20.0000
然后我可以将其重新采样为 5s 或其他什么,结果是准确的。
df.combine_first(dummy_frame).interpolate('time').resample('5s').asfreq().head()
Altitude Time
1970-01-01 00:00:00 0.000000 0.0
1970-01-01 00:00:05 303.886711 5.0
1970-01-01 00:00:10 607.773422 10.0
1970-01-01 00:00:15 911.660133 15.0
1970-01-01 00:00:20 1211.828215 20.0
所以最后事实证明我只是使用了错误的插值方法。
我发现这个问题出奇地困难。特别是如果内插值集不容易由 date_range() 定义。有许多陷阱:
- 原始数据集中的重复项将传播到插值数据框中的重复项。这是不希望的行为,并导致不同长度的插值数组。 如果插值
- 值已在数据框中,则将添加重复项。
- 您必须确保合并数据框,然后进行适当的排序。
这段代码对我有用:
import pandas as pd
import numpy as np
def interpolate_into(df, interpolate_keys, index_name, columns):
# Downselect to only those columns necessary
# Also, remove duplicated values in the data frame. Eye roll.
df = df[[index_name] + columns]
df = df.drop_duplicates(subset=[index_name], keep="first")
df = df.set_index(index_name)
# Only interpolate into values that don't already exist. This is not handled manually.
needed_interpolate_keys = [i for i in interpolate_keys if i not in df.index]
# Create a dummy DF that has the x or time values we want to interpolate into.
dummy_frame = pd.DataFrame(np.NaN, index=needed_interpolate_keys, columns=df.columns)
dummy_frame[index_name] = pd.to_datetime(needed_interpolate_keys)
dummy_frame = dummy_frame.set_index(index_name)
# Combine the dataframes, sort, interpolate, downselect.
df = dummy_frame.combine_first(df)
df = df.sort_values(by=index_name, ascending=True)
df = df.interpolate()
df = df[df.index.isin(interpolate_keys)]
return df
df
是原始数据框。
interpolated_keys
是要为其插入新值的"x"值列表。
index_name
是这些键的列的名称
columns
是要为其插值的其他列。