python - Pandas 中不规则时间序列的下采样

Question

我在 pandas 中有一个时间序列，如下所示:

2012-01-01 00:00:00.250000    12
2012-01-01 00:00:00.257000    34
2012-01-01 00:00:00.258000    45
2012-01-01 00:00:01.350000    56
2012-01-01 00:00:02.300000    78
2012-01-01 00:00:03.200000    89
2012-01-01 00:00:03.500000    90
2012-01-01 00:00:04.200000    12

有没有办法在不对齐 1 秒边界的情况下将其下采样为 1 秒数据？例如，是否有办法获取这些数据(假设使用采样时间之前或采样时间出现的最新值进行下采样):

2012-01-01 00:00:00.250000    12
2012-01-01 00:00:01.250000    45
2012-01-01 00:00:02.250000    56
2012-01-01 00:00:03.250000    89
2012-01-01 00:00:04.250000    12

Answer 1

像这样创建一个频率为 1 秒、偏移量为四分之一秒的 DateTimeIndex。

index = pd.date_range('2012-01-01 00:00:00.25', 
                      '2012-01-01 00:00:04.25', freq='S')

使您的数据符合该索引，并“向前填充”以缩减您在所需结果中显示的方式。

s.reindex(index, method='ffill')
                            data
2012-01-01 00:00:00.250000    12
2012-01-01 00:00:01.250000    45
2012-01-01 00:00:02.250000    56
2012-01-01 00:00:03.250000    89
2012-01-01 00:00:04.250000    12