I have a times series with temperature and radiation in a pandas dataframe. The time resolution is 1 minute in regular steps.
import datetime
import pandas as pd
import numpy as np
date_times = pd.date_range(datetime.datetime(2012, 4, 5, 8, 0),
datetime.datetime(2012, 4, 5, 12, 0),
freq='1min')
tamb = np.random.sample(date_times.size) * 10.0
radiation = np.random.sample(date_times.size) * 10.0
frame = pd.DataFrame(data={'tamb': tamb, 'radiation': radiation},
index=date_times)
frame
<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 241 entries, 2012-04-05 08:00:00 to 2012-04-05 12:00:00
Freq: T
Data columns:
radiation 241 non-null values
tamb 241 non-null values
dtypes: float64(2)
How can I down-sample this dataframe to a resolution of one hour, computing the hourly mean for the temperature and the hourly sum for radiation?
With pandas 0.18 the resample API changed (see the docs). So for pandas >= 0.18 the answer is:
In [31]: frame.resample('1H').agg({'radiation': np.sum, 'tamb': np.mean})
Out[31]:
tamb radiation
2012-04-05 08:00:00 5.161235 279.507182
2012-04-05 09:00:00 4.968145 290.941073
2012-04-05 10:00:00 4.478531 317.678285
2012-04-05 11:00:00 4.706206 335.258633
2012-04-05 12:00:00 2.457873 8.655838
Old Answer:
I am answering my question to reflect the time series related changes in pandas >= 0.8 (all other answers are outdated).
Using pandas >= 0.8 the answer is:
In [30]: frame.resample('1H', how={'radiation': np.sum, 'tamb': np.mean})
Out[30]:
tamb radiation
2012-04-05 08:00:00 5.161235 279.507182
2012-04-05 09:00:00 4.968145 290.941073
2012-04-05 10:00:00 4.478531 317.678285
2012-04-05 11:00:00 4.706206 335.258633
2012-04-05 12:00:00 2.457873 8.655838
frame.resample('1H', how={'radiation': {'sum_rad': np.sum, 'min_rad': np.min}, 'tamb': np.mean})Def_Os 2015-05-27 20:27
You can also downsample using the asof method of pandas.DateRange objects.
In [21]: hourly = pd.DateRange(datetime.datetime(2012, 4, 5, 8, 0),
... datetime.datetime(2012, 4, 5, 12, 0),
... offset=pd.datetools.Hour())
In [22]: frame.groupby(hourly.asof).size()
Out[22]:
key_0
2012-04-05 08:00:00 60
2012-04-05 09:00:00 60
2012-04-05 10:00:00 60
2012-04-05 11:00:00 60
2012-04-05 12:00:00 1
In [23]: frame.groupby(hourly.asof).agg({'radiation': np.sum, 'tamb': np.mean})
Out[23]:
radiation tamb
key_0
2012-04-05 08:00:00 271.54 4.491
2012-04-05 09:00:00 266.18 5.253
2012-04-05 10:00:00 292.35 4.959
2012-04-05 11:00:00 283.00 5.489
2012-04-05 12:00:00 0.5414 9.532
DateRange.asofdiliop 2012-04-05 02:48
To tantalize you, in pandas 0.8.0 (under heavy development in the timeseries branch on GitHub), you'll be able to do:
In [5]: frame.convert('1h', how='mean')
Out[5]:
radiation tamb
2012-04-05 08:00:00 7.840989 8.446109
2012-04-05 09:00:00 4.898935 5.459221
2012-04-05 10:00:00 5.227741 4.660849
2012-04-05 11:00:00 4.689270 5.321398
2012-04-05 12:00:00 4.956994 5.093980
The above mentioned methods are the right strategy with the current production version of pandas.
frame.convert('1h', how={'radiation': 'sum, 'tamb': 'mean'}). Is this an option in 0.8 - bmu 2012-04-08 10:30
You need to use groupby as such:
grouped = frame.groupby(lambda x: x.hour)
grouped.agg({'radiation': np.sum, 'tamb': np.mean})
# Same as: grouped.agg({'radiation': 'sum', 'tamb': 'mean'})
with the output being:
radiation tamb
key_0
8 298.581107 4.883806
9 311.176148 4.983705
10 315.531527 5.343057
11 288.013876 6.022002
12 5.527616 8.507670
So in essence I am splitting on the hour value and then calculating the mean of tamb and the sum of radiation and returning back the DataFrame (similar approach to R's ddply). For more info I would check the documentation page for groupby as well as this blog post.
Edit: To make this scale a bit better you could group on both the day and time as such:
grouped = frame.groupby(lambda x: (x.day, x.hour))
grouped.agg({'radiation': 'sum', 'tamb': 'mean'})
radiation tamb
key_0
(5, 8) 298.581107 4.883806
(5, 9) 311.176148 4.983705
(5, 10) 315.531527 5.343057
(5, 11) 288.013876 6.022002
(5, 12) 5.527616 8.507670
frame.resample('1H', how={'radiation': [np.sum, np.min], 'tamb': np.mean}). The resulting DataFrame has a MultiIndex on its columns, with the original column name as level 0 and the function name as level 1 - Def_Os 2015-05-26 23:36