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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 |