I'm looking to adjust values of one column based on a conditional in another column.
I'm using np.busday_count, but I don't want the weekend values to behave like a Monday (Sat to Tues is given 1 working day, I'd like that to be 2)
dispdf = df[(df.dispatched_at.isnull()==False) & (df.sold_at.isnull()==False)]
dispdf["dispatch_working_days"] = np.busday_count(dispdf.sold_at.tolist(), dispdf.dispatched_at.tolist())
for i in range(len(dispdf)):
if dispdf.dayofweek.iloc[i] == 5 or dispdf.dayofweek.iloc[i] == 6:
dispdf.dispatch_working_days.iloc[i] +=1
Sample:
dayofweek dispatch_working_days
43159 1.0 3
48144 3.0 3
45251 6.0 1
49193 3.0 0
42470 3.0 1
47874 6.0 1
44500 3.0 1
43031 6.0 3
43193 0.0 4
43591 6.0 3
Expected Results:
dayofweek dispatch_working_days
43159 1.0 3
48144 3.0 3
45251 6.0 2
49193 3.0 0
42470 3.0 1
47874 6.0 2
44500 3.0 1
43031 6.0 2
43193 0.0 4
43591 6.0 4
At the moment I'm using this for loop to add a working day to Saturday and Sunday values. It's slow!
Can I use a vectorization instead to speed this up. I tried using .apply but to no avail.
Pretty sure this works, but there are more optimized implementations:
def adjust_dispatch(df_line):
if df_line['dayofweek'] >= 5:
return df_line['dispatch_working_days'] + 1
else:
return df_line['dispatch_working_days']
df['dispatch_working_days'] = df.apply(adjust_dispatch, axis=1)
for in you code could be replaced by that line:
dispdf.loc[dispdf.dayofweek>5,'dispatch_working_days']+=1
or you could use numpy.where
https://docs.scipy.org/doc/numpy/reference/generated/numpy.where.html
Related
I have some trips, and for each trip contains different steps, the data frame looks like following:
tripId duration (s) distance (m) speed Km/h
1819714 NaN NaN NaN
1819714 6.0 8.511452 5.106871
1819714 10.0 6.908963 2.487227
1819714 5.0 15.960625 11.491650
1819714 6.0 26.481649 15.888989
... ... ... ... ...
1865507 6.0 16.280313 9.768188
1865507 5.0 17.347482 12.490187
1865507 5.0 14.266625 10.271970
1865507 6.0 22.884008 13.730405
1865507 5.0 21.565655 15.527271
I want to know if, on a trip X, the cyclist has braked (speed has decreased by at least 30%).
The problem is that the duration between every two steps is each time different.
For example, in 6 seconds, the speed of a person X has decreased from 28 km/h to 15 km/h.. here we can say, he has braked, but if the duration was high, we will not be able to say that
My question is if there is a way to apply something to know if there is a braking process, for all data frame in a way that makes sense
The measure of braking is the "change in speed" relative to "change in time". From your data, I created a column 'acceleration', which is change in speed (Km/h) divided by duration (seconds). Then the final column to detect braking if the value is less than -1 (Km/h/s).
Note that you need to determine if a reduction of 1km/h per second is good enough to be considered as braking.
df['speedChange'] = df['speedKm/h'].diff()
df['acceleration'] = df['speedChange'] / df['duration(s)']
df['braking'] = df['acceleration'].apply(lambda x: 'yes' if x<-1 else 'no')
print(df)
Output:
tripId duration(s) distance(m) speedKm/h speedChange acceleration braking
0 1819714.0 6.0 8.511452 5.106871 NaN NaN no
1 1819714.0 10.0 6.908963 2.487227 -2.619644 -0.261964 no
2 1819714.0 5.0 15.960625 11.491650 9.004423 1.800885 no
3 1819714.0 6.0 26.481649 15.888989 4.397339 0.732890 no
4 1865507.0 6.0 16.280313 9.768188 -6.120801 -1.020134 yes
5 1865507.0 5.0 17.347482 12.490187 2.721999 0.544400 no
6 1865507.0 5.0 14.266625 10.271970 -2.218217 -0.443643 no
7 1865507.0 6.0 22.884008 13.730405 3.458435 0.576406 no
I have time-series data in a dataframe. Is there any way to calculate for each day the percent change of that day's value from the average of the previous 7 days?
I have tried
df['Change'] = df['Column'].pct_change(periods=7)
However, this simply finds the difference between t and t-7 days. I need something like:
For each value of Ti, find the average of the previous 7 days, and subtract from Ti
Sure, you can for example use:
s = df['Column']
n = 7
mean = s.rolling(n, closed='left').mean()
df['Change'] = (s - mean) / mean
Note on closed='left'
There was a bug prior to pandas=1.2.0 that caused incorrect handling of closed for fixed windows. Make sure you have pandas>=1.2.0; for example, pandas=1.1.3 will not give the result below.
As described in the docs:
closed: Make the interval closed on the ‘right’, ‘left’, ‘both’ or ‘neither’ endpoints. Defaults to ‘right’.
A simple way to understand is to try with some very simple data and a small window:
a = pd.DataFrame(range(5), index=pd.date_range('2020', periods=5))
b = a.assign(
sum_left=a.rolling(2, closed='left').sum(),
sum_right=a.rolling(2, closed='right').sum(),
sum_both=a.rolling(2, closed='both').sum(),
sum_neither=a.rolling(2, closed='neither').sum(),
)
>>> b
0 sum_left sum_right sum_both sum_neither
2020-01-01 0 NaN NaN NaN NaN
2020-01-02 1 NaN 1.0 1.0 NaN
2020-01-03 2 1.0 3.0 3.0 NaN
2020-01-04 3 3.0 5.0 6.0 NaN
2020-01-05 4 5.0 7.0 9.0 NaN
I recently came across a k-means tutorial that looks a bit different than what I remember the algorithm to be, but it should still do the same after all it's k-means. So, I went and gave it a try with some data, here's how the code looks:
# Assignment Stage:
def assignment(data, centroids):
for i in centroids.keys():
#sqrt((x1-x2)^2+(y1-y2)^2 + etc)
data['distance_from_{}'.format(i)]= (
np.sqrt((data['soloRatio']-centroids[i][0])**2
+(data['secStatus']-centroids[i][1])**2
+(data['shipsDestroyed']-centroids[i][2])**2
+(data['combatShipsLost']-centroids[i][3])**2
+(data['miningShipsLost']-centroids[i][4])**2
+(data['exploShipsLost']-centroids[i][5])**2
+(data['otherShipsLost']-centroids[i][6])**2
))
print(data['distance_from_{}'.format(i)])
centroid_distance_cols = ['distance_from_{}'.format(i) for i in centroids.keys()]
data['closest'] = data.loc[:, centroid_distance_cols].idxmin(axis=1)
data['closest'] = data['closest'].astype(str).str.replace('\D+', '')
return data
data = assignment(data, centroids)
and:
#Update stage:
import copy
old_centroids = copy.deepcopy(centroids)
def update(k):
for i in centroids.keys():
centroids[i][0]=np.mean(data[data['closest']==i]['soloRatio'])
centroids[i][1]=np.mean(data[data['closest']==i]['secStatus'])
centroids[i][2]=np.mean(data[data['closest']==i]['shipsDestroyed'])
centroids[i][3]=np.mean(data[data['closest']==i]['combatShipsLost'])
centroids[i][4]=np.mean(data[data['closest']==i]['miningShipsLost'])
centroids[i][5]=np.mean(data[data['closest']==i]['exploShipsLost'])
centroids[i][6]=np.mean(data[data['closest']==i]['otherShipsLost'])
return k
#TODO: add graphical representation?
while True:
closest_centroids = data['closest'].copy(deep=True)
centroids = update(centroids)
data = assignment(data,centroids)
if(closest_centroids.equals(data['closest'])):
break
When I run the initial assignment stage, it returns the distances, however when I run the update stage, all distance values become NaN, and I just dont know why or at which point exactly this happens... Maybe I made I mistake I can't spot?
Here's an excerpt of the data im working with:
Unnamed: 0 characterID combatShipsLost exploShipsLost miningShipsLost \
0 0 90000654.0 8.0 4.0 5.0
1 1 90001581.0 97.0 5.0 1.0
2 2 90001595.0 61.0 0.0 0.0
3 3 90002023.0 22.0 1.0 0.0
4 4 90002030.0 74.0 0.0 1.0
otherShipsLost secStatus shipsDestroyed soloRatio
0 0.0 5.003100 1.0 10.0
1 0.0 2.817807 6251.0 6.0
2 0.0 -2.015310 752.0 0.0
3 4.0 5.002769 43.0 5.0
4 1.0 3.090204 301.0 7.0
I have many dataframes (timeseries) that are of different lengths ranging between 28 and 179. I need to make them all of length 104. (upsampling those below 104 and downsampling those above 104)
For upsampling, the linear method can be sufficient to my needs. For downsampling, the mean of the values should be good.
To get all files to be the same length, I thought that I need to make all dataframes start and end at the same dates.
I was able to downsample all to the size of the smallest dataframe (i.e. 28) using below lines of code:
df.set_index(pd.date_range(start='1/1/1991' ,periods=len(df), end='1/1/2000'), inplace=True)
resampled=df.resample('120D').mean()
However, this will not give me good results when I feed them into the model I need them for as it shrinks the longer files so much thus distorting the data.
This is what I tried so far:
df.set_index(pd.date_range(start='1/1/1991' ,periods=len(df), end='1/1/2000'), inplace=True)
if df.shape[0]>100: resampled=df.resample('D').mean()
elif df.shape[0]<100: resampled=df.astype(float).resample('33D').interpolate(axis=0, method='linear')
else: break
Now, in the above lines of code, I am getting the files to be the same length (length 100). The downsampling part works fine too.
What's not working is the interpoaltion on the upsampling part. It just returns dataframes of length 100 with the first value of every column just copied over to all the rows.
What I need is to make them all size 104 (average size). This means any df of length>104 needs to downsampled and any df of length<104 needs to be upsampled.
As an example, please consider the two dfs as follows:
>>df1
index
0 3 -1 0
1 5 -3 2
2 9 -5 0
3 11 -7 -2
>>df2
index
0 3 -1 0
1 5 -3 2
2 9 -5 0
3 6 -3 -2
4 4 0 -4
5 8 2 -6
6 10 4 -8
7 12 6 -10
Suppose the avg length is 6, the expected output would be:
df1 upsampled to length 6 using interpolation - for e.g. resamle(rule).interpolate().
And df2 downsampled to length 6 using resample(rule).mean() .
Update:
If I could get all the files to be upsampled to 179, that would be fine as well.
I assume the problem is when you do resample in the up-sampling case, the other values are not kept. With you example df1, you can see it by using asfreq on one column:
print (df1.set_index(pd.date_range(start='1/1/1991' ,periods=len(df1), end='1/1/2000'))[1]
.resample('33D').asfreq().isna().sum(0))
#99 rows are nan on the 100 length resampled dataframe
So when you do interpolate instead of asfreq, it actually interpolates with just the first value, meaning that the first value is "repeated" over all the rows
To get the result you want, then before interpolating, use also mean even in the up-sampling case, such as:
print (df1.set_index(pd.date_range(start='1/1/1991' ,periods=len(df1), end='1/1/2000'))[1]
.resample('33D').mean().interpolate().head())
1991-01-01 3.000000
1991-02-03 3.060606
1991-03-08 3.121212
1991-04-10 3.181818
1991-05-13 3.242424
Freq: 33D, Name: 1, dtype: float64
and you will get values as you want.
To conclude, I think in both up-sampling and down-sampling cases, you can use the same command
resampled = (df.set_index(pd.date_range(start='1/1/1991' ,periods=len(df), end='1/1/2000'))
.resample('33D').mean().interpolate())
Because the interpolate would not affect the result in the down-sampling case.
Here is my version using skimage.transform.resize() function:
df1 = pd.DataFrame({
'a': [3,5,9,11],
'b': [-1,-3,-5,-7],
'c': [0,2,0,-2]
})
df1
a b c
0 3 -1 0
1 5 -3 2
2 9 -5 0
3 11 -7 -2
import pandas as pd
import numpy as np
from skimage.transform import resize
def df_resample(df1, num=1):
df2 = pd.DataFrame()
for key, value in df1.iteritems():
temp = value.to_numpy()/value.abs().max() # normalize
resampled = resize(temp, (num,1), mode='edge')*value.abs().max() # de-normalize
df2[key] = resampled.flatten().round(2)
return df2
df2 = df_resample(df1, 20) # resampling rate is 20
df2
a b c
0 3.0 -1.0 0.0
1 3.0 -1.0 0.0
2 3.0 -1.0 0.0
3 3.4 -1.4 0.4
4 3.8 -1.8 0.8
5 4.2 -2.2 1.2
6 4.6 -2.6 1.6
7 5.0 -3.0 2.0
8 5.8 -3.4 1.6
9 6.6 -3.8 1.2
10 7.4 -4.2 0.8
11 8.2 -4.6 0.4
12 9.0 -5.0 0.0
13 9.4 -5.4 -0.4
14 9.8 -5.8 -0.8
15 10.2 -6.2 -1.2
16 10.6 -6.6 -1.6
17 11.0 -7.0 -2.0
18 11.0 -7.0 -2.0
19 11.0 -7.0 -2.0
This question already has answers here:
Subtract one dataframe from another excluding the first column Pandas
(3 answers)
Closed 4 years ago.
I have two data frames with same column names.
wave num stlines fwhm EWs MeasredWave
0 4050.32 3.0 0.282690 0.073650 22.160800 4050.311360
1 4208.98 5.5 0.490580 0.084925 44.323130 4208.973512
2 4374.94 9.0 0.714830 0.114290 86.964970 4374.927110
3 4379.74 9.0 0.314040 0.091070 30.442710 4379.760601
4 4398.01 14.0 0.504150 0.098450 52.832360 4398.007473
5 4502.21 8.0 0.562780 0.101090 60.559960 4502.205220
wave num stlines fwhm EWs MeasredWave
0 4050.32 3.0 0.276350 0.077770 22.876240 4050.310469
1 4208.98 5.5 0.493035 0.084065 44.095755 4208.974363
2 4374.94 6.0 0.716760 0.111550 85.111070 4374.927649
3 4379.74 1.0 0.299070 0.098400 31.325300 4379.759339
4 4398.01 6.0 0.508810 0.084530 45.783740 4398.004164
5 4502.21 9.0 0.572320 0.100540 61.252070 4502.205764
As the both the dataframes have column names and column one wave is same in both the dataframes. I want to take the difference of all the column except column 1 i.e, wave.
So, the resultant dataframe should have column1 and the difference of all the other columns
how can i do that?
I believe need extract columns names by difference and then use DataFrame.sub:
cols = df1.columns.difference(['wave'])
#is possible specify multiple columns
#cols = df1.columns.difference(['wave','MeasredWave'])
#df1[cols] = means in output are not touch columns from df1
df1[cols] = df1[cols].sub(df2[cols])
print (df1)
wave num stlines fwhm EWs MeasredWave
0 4050.32 0.0 0.006340 -0.00412 -0.715440 0.000891
1 4208.98 0.0 -0.002455 0.00086 0.227375 -0.000851
2 4374.94 3.0 -0.001930 0.00274 1.853900 -0.000539
3 4379.74 8.0 0.014970 -0.00733 -0.882590 0.001262
4 4398.01 8.0 -0.004660 0.01392 7.048620 0.003309
5 4502.21 -1.0 -0.009540 0.00055 -0.692110 -0.000544
cols = df1.columns.difference(['wave'])
#df2[cols] = means in output are not touch columns from df2
df2[cols] = df1[cols].sub(df2[cols])
print (df2)
wave num stlines fwhm EWs MeasredWave
0 4050.32 0.0 0.006340 -0.00412 -0.715440 0.000891
1 4208.98 0.0 -0.002455 0.00086 0.227375 -0.000851
2 4374.94 3.0 -0.001930 0.00274 1.853900 -0.000539
3 4379.74 8.0 0.014970 -0.00733 -0.882590 0.001262
4 4398.01 8.0 -0.004660 0.01392 7.048620 0.003309
5 4502.21 -1.0 -0.009540 0.00055 -0.692110 -0.000544