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Resampling Time Series Data with Pandas
Daniel Goldfarb edited this page Jan 28, 2020
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The following is from Resampling Time Series Data with Pandas
- pandas comes with many in-built options for resampling, and you can even define your own methods.
- In terms of date ranges, the following is a table for common time period options when resampling a time series:
| Alias | Description |
|---|---|
| B | Business day |
| D | Calendar day |
| W | Weekly |
| M | Month end |
| Q | Quarter end |
| A | Year end |
| BA | Business year end |
| AS | Year start |
| H | Hourly frequency |
| T, min | Minutely frequency |
| S | Secondly frequency |
| L, ms | Millisecond frequency |
| U, us | Microsecond frequency |
| N, ns | Nanosecond frequency |
| Method | Description |
|---|---|
| bfill | Backward fill |
| count | Count of values |
| ffill | Forward fill |
| first | First valid data value |
| last | Last valid data value |
| max | Maximum data value |
| mean | Mean of values in time range |
| median | Median of values in time range |
| min | Minimum data value |
| nunique | Number of unique values |
| ohlc | Opening value, highest value, lowest value, closing value |
| pad | Same as forward fill |
| std | Standard deviation of values |
| sum | Sum of values |
| var | Variance of values |