pandas 之 时间序列索引

import numpy as np 
import pandas as pd

引入

A basic kind of time series object in pandas is a Series indexed by timestamps, which is often represented external to pandas as Python string or datetime objects:

from datetime import datetime

dates = [
    datetime(2011, 1, 2),
    datetime(2011, 1, 5),
    datetime(2011, 1, 7),
    datetime(2011, 1, 8),
    datetime(2011, 1, 10),
    datetime(2011, 1, 12)
]

ts = pd.Series(np.random.randn(6), index=dates)

ts

2011-01-02    0.825502
2011-01-05    0.453766
2011-01-07    0.077024
2011-01-08   -1.320742
2011-01-10   -1.109912
2011-01-12   -0.469907
dtype: float64

Under the hood, these datetime objects have been put in a DatetimeIndex:

ts.index

DatetimeIndex(['2011-01-02', '2011-01-05', '2011-01-07', '2011-01-08',
               '2011-01-10', '2011-01-12'],
              dtype='datetime64[ns]', freq=None)

Like other Series, arithmetic operations between differently indexed time series auto-matically align(自动对齐) on the dates:

ts + ts[::2]

2011-01-02    1.651004
2011-01-05         NaN
2011-01-07    0.154049
2011-01-08         NaN
2011-01-10   -2.219823
2011-01-12         NaN
dtype: float64

Recall that ts[::2] selects every second element in ts:

pandas stores timestamp using NumPy‘s datetime64 data type the nanosecond resolution:

ts.index.dtype

dtype('<M8[ns]')

Scalar values from a DatetimeIndex are Timestamp object:

stamp = ts.index[0]

stamp

Timestamp('2011-01-02 00:00:00')

A Timestamp can be substituted(被替代) anywhere you would use a datetime object. Additionally, it can store frequency information(if any) and understands how to do time zone conversions and other kinds of manipulations. More on both of these things later.
(各种转换操作, 对于时间序列)

索引-切片

Time series behaves like any other pandas.Series when you are indexing and selecting data based on label:

stamp = ts.index[2]

ts[stamp]

0.0770243257021936

As a convenience, you can also pass a string that is interpretable as a date:

ts['1/10/2011']

-1.109911691867437

ts['20110110']

-1.109911691867437

For longer time series, a year or only a year and month can be passed to easly select slices of data:

longer_ts = pd.Series(np.random.randn(1000),
                     index=pd.date_range('1/1/2000', periods=1000))

longer_ts[:5]

2000-01-01    0.401394
2000-01-02    0.720214
2000-01-03    0.488505
2000-01-04    0.446179
2000-01-05   -2.129299
Freq: D, dtype: float64

longer_ts['2001'][:5]

2001-01-01    0.315472
2001-01-02    0.796386
2001-01-03    0.611503
2001-01-04    0.980799
2001-01-05    0.184401
Freq: D, dtype: float64

Here, the string ‘2001‘ is interpreted as a year and selects that time period. This also works if you speicify the month:

longer_ts['2001-05'][:5]

2001-05-01    0.439009
2001-05-02   -0.304236
2001-05-03    0.603268
2001-05-04   -0.726460
2001-05-05   -0.521669
Freq: D, dtype: float64

"Slicing with detetime objects works as well"

ts[datetime(2011, 1, 7):]

'Slicing with detetime objects works as well'






2011-01-07    0.077024
2011-01-08   -1.320742
2011-01-10   -1.109912
2011-01-12   -0.469907
dtype: float64

Because most time series data is ordered chrnologically(按年代顺序的), you can slice with time-stamps not contained in a time series to perform a range query:

ts

2011-01-02    0.825502
2011-01-05    0.453766
2011-01-07    0.077024
2011-01-08   -1.320742
2011-01-10   -1.109912
2011-01-12   -0.469907
dtype: float64

ts['1/6/2011': '1/11/2011']

2011-01-07    0.077024
2011-01-08   -1.320742
2011-01-10   -1.109912
dtype: float64

As before, you can pass either a string date, datetime or timestamp. Remember that slicing in this manner produces views on the source time series like slicing NumPy arrays. This means that no data is copied and modifications on the slice will be reflected in the orginal data.

There is an equivalent instance method,truncate that slices a Series between two dates:

ts.truncate(after='1/9/2011')

2011-01-02    0.825502
2011-01-05    0.453766
2011-01-07    0.077024
2011-01-08   -1.320742
dtype: float64

All of this holds true for DataFrame as well, indexing on its rows:

# periods: 多少个, freq: 间隔
dates = pd.date_range('1/1/2000', periods=100, freq='W-WED')

long_df = pd.DataFrame(np.random.randn(100, 4), 
                      index=dates, 
                      columns=['Colorado', 'Texas', 'New York', 'Ohio'])

long_df.loc['5-2001']

重复索引

• ts.is_unique
• ts.groupby(level=0)

In some applications, there may be multiple data observations falling on a particular timestamp.Here is an example:

dates = pd.DatetimeIndex(['1/1/2000', '1/2/2000', 
                         '1/2/2000', '1/2/2000', '1/3/2000'
                         ])

dup_ts = pd.Series(np.arange(5), index=dates)

dup_ts

2000-01-01    0
2000-01-02    1
2000-01-02    2
2000-01-02    3
2000-01-03    4
dtype: int32

We can tell that the index is not unique by checking its is_unique property:

dup_ts.index.is_unique

False

Indexing into this time series will now either produce scalar values or slice depending on whether a timestamp is duplicated:

dup_ts['1/3/2000']  # not duplicated

4

dup_ts['1/2/2000']  # duplicated

2000-01-02    1
2000-01-02    2
2000-01-02    3
dtype: int32

Suppose you wanted to aggregate the data having non-unique timestamps. One way to do this is use groupby and pass level=0

grouped = dup_ts.groupby(level=0)  # 没有level 会报错, 默认是None

grouped.mean()

2000-01-01    0
2000-01-02    2
2000-01-03    4
dtype: int32

grouped.count()

2000-01-01    1
2000-01-02    3
2000-01-03    1
dtype: int64