S.V*_*S.V 4 python dataframe pandas rolling-computation pandas-groupby
如何通过滚动平均值/中位数并删除缺失值来进入熊猫组?即输出应该在计算平均值/中位数之前删除缺失值,而不是在存在缺失值时给我 NaN。
import pandas as pd
t = pd.DataFrame(data={v.date:[0,0,0,0,1,1,1,1,2,2,2,2],
'i0':[0,1,2,3,0,1,2,3,0,1,2,3],
'i1':['A']*12,
'x':[10.,20.,30.,np.nan,np.nan,21.,np.nan,41.,np.nan,np.nan,32.,42.]})
t.set_index([v.date,'i0','i1'], inplace=True)
t.sort_index(inplace=True)
print(t)
print(t.groupby('date').apply(lambda x: x.rolling(window=2).mean()))
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给
x
date i0 i1
0 0 A 10.0
1 A 20.0
2 A 30.0
3 A NaN
1 0 A NaN
1 A 21.0
2 A NaN
3 A 41.0
2 0 A NaN
1 A NaN
2 A 32.0
3 A 42.0
x
date i0 i1
0 0 A NaN
1 A 15.0
2 A 25.0
3 A NaN
1 0 A NaN
1 A NaN
2 A NaN
3 A NaN
2 0 A NaN
1 A NaN
2 A NaN
3 A 37.0
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虽然我想要这个例子的以下内容:
x
date i0 i1
0 0 A 10.0
1 A 15.0
2 A 25.0
3 A 30.0
1 0 A NaN
1 A 21.0
2 A 21.0
3 A 41.0
2 0 A NaN
1 A NaN
2 A 32.0
3 A 37.0
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我试过的
t.groupby('date').apply(lambda x: x.rolling(window=2).dropna().median())
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和
t.groupby('date').apply(lambda x: x.rolling(window=2).median(dropna=True))
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(两者都引发异常,但也许存在一些沿线的东西)
感谢您的帮助!
你在找min_periods?请注意,您不需要apply,GroupBy.Rolling直接调用:
t.groupby('date', group_keys=False).rolling(window=2, min_periods=1).mean()
x
date i0 i1
0 0 A 10.0
1 A 15.0
2 A 25.0
3 A 30.0
1 0 A NaN
1 A 21.0
2 A 21.0
3 A 41.0
2 0 A NaN
1 A NaN
2 A 32.0
3 A 37.0
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