熊猫:过去n天的平均值

aho*_*osh 12 python time-series aggregation pandas

我有一个这样的Pandas数据框:

test = pd.DataFrame({ 'Date' : ['2016-04-01','2016-04-01','2016-04-02',
                             '2016-04-02','2016-04-03','2016-04-04',
                             '2016-04-05','2016-04-06','2016-04-06'],
                      'User' : ['Mike','John','Mike','John','Mike','Mike',
                             'Mike','Mike','John'],
                      'Value' : [1,2,1,3,4.5,1,2,3,6]
                })
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如下所示,数据集不一定每天都有观察结果:

         Date  User  Value
0  2016-04-01  Mike    1.0
1  2016-04-01  John    2.0
2  2016-04-02  Mike    1.0
3  2016-04-02  John    3.0
4  2016-04-03  Mike    4.5
5  2016-04-04  Mike    1.0
6  2016-04-05  Mike    2.0
7  2016-04-06  Mike    3.0
8  2016-04-06  John    6.0
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我想添加一个新列,显示过去n天内每个用户的平均值(在这种情况下n = 2),如果至少有一天可用,否则它会nan有价值.例如,2016-04-06约翰得到一个nan因为他没有2016-04-05和的数据2016-04-04.所以结果将是这样的:

         Date  User  Value  Value_Average_Past_2_days
0  2016-04-01  Mike    1.0                        NaN
1  2016-04-01  John    2.0                        NaN
2  2016-04-02  Mike    1.0                       1.00
3  2016-04-02  John    3.0                       2.00
4  2016-04-03  Mike    4.5                       1.00
5  2016-04-04  Mike    1.0                       2.75
6  2016-04-05  Mike    2.0                       2.75
7  2016-04-06  Mike    3.0                       1.50
8  2016-04-06  John    6.0                        NaN
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在阅读论坛中的几篇帖子之后,我似乎应该结合group_by并定制rolling_mean,但我无法弄清楚如何去做.

jez*_*ael 11

我觉得你可以先用转换栏Date to_datetime,然后找到丢失Daysgroupbyresample和最后apply rolling

test['Date'] = pd.to_datetime(test['Date'])

df = test.groupby('User').apply(lambda x: x.set_index('Date').resample('1D').first())
print df
                 User  Value
User Date                   
John 2016-04-01  John    2.0
     2016-04-02  John    3.0
     2016-04-03   NaN    NaN
     2016-04-04   NaN    NaN
     2016-04-05   NaN    NaN
     2016-04-06  John    6.0
Mike 2016-04-01  Mike    1.0
     2016-04-02  Mike    1.0
     2016-04-03  Mike    4.5
     2016-04-04  Mike    1.0
     2016-04-05  Mike    2.0

df1 = df.groupby(level=0)['Value']
        .apply(lambda x: x.shift().rolling(min_periods=1,window=2).mean())
        .reset_index(name='Value_Average_Past_2_days')
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print df1
    User       Date  Value_Average_Past_2_days
0   John 2016-04-01                        NaN
1   John 2016-04-02                       2.00
2   John 2016-04-03                       2.50
3   John 2016-04-04                       3.00
4   John 2016-04-05                        NaN
5   John 2016-04-06                        NaN
6   Mike 2016-04-01                        NaN
7   Mike 2016-04-02                       1.00
8   Mike 2016-04-03                       1.00
9   Mike 2016-04-04                       2.75
10  Mike 2016-04-05                       2.75
11  Mike 2016-04-06                       1.50

print pd.merge(test, df1, on=['Date', 'User'], how='left')
        Date  User  Value  Value_Average_Past_2_days
0 2016-04-01  Mike    1.0                        NaN
1 2016-04-01  John    2.0                        NaN
2 2016-04-02  Mike    1.0                       1.00
3 2016-04-02  John    3.0                       2.00
4 2016-04-03  Mike    4.5                       1.00
5 2016-04-04  Mike    1.0                       2.75
6 2016-04-05  Mike    2.0                       2.75
7 2016-04-06  Mike    3.0                       1.50
8 2016-04-06  John    6.0                        NaN
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