I am trying to create a row that has columns from t0 to t(n).
I have a complete data frame (df) that stores the full set of data, and a data series (df_t) specific time markers I am interested in.
What I want is to create a row that has the time marker as t0 then the previous [sequence_length] rows from the complete data frame.
def t_data(df, df_t, col_names, sequence_length):
df_ret = pd.DataFrame()
for i in range(sequence_length):
col_names_seq = [col_name + "_" + str(i) for col_name in col_names]
df_ret[col_names_seq] = df[df.shift(i)["time"].isin(df_t)][col_names]
return df_ret
Running:
t_data(df, df_t, ["close"], 3)
I get:
close_0 close_1 close_2
1110 1.32080 NaN NaN
2316 1.30490 NaN NaN
2549 1.30290 NaN NaN
The obvious line in issue is:
df[df.shift(i)["time"].isin(df_t)][col_names]
I have tried several ways but cant seem to select data surrounding a subset.
Sample (df):
time open close high low volume EMA21 EMA13 EMA9
20 2005-01-10 04:10:00 1.3071 1.3074 1.3075 1.3070 32.0 1.306624 1.306790 1.306887
21 2005-01-10 04:15:00 1.3074 1.3073 1.3075 1.3073 16.0 1.306685 1.306863 1.306969
22 2005-01-10 04:20:00 1.3073 1.3072 1.3074 1.3072 35.0 1.306732 1.306911 1.307015
Sample (df_t):
1110 2005-01-13 23:00:00
2316 2005-01-18 03:30:00
2549 2005-01-18 22:55:00
Name: time, dtype: datetime64[ns]
I don’t have data but hope this drawing helps:
def t_data(df, df_T, n):
# Get the indexs of the original df that matches with the values of df_T
indexs = df.reset_index().merge(df_T, how="inner")['index'].tolist()
#create new index list where we will store the index-n vales
newIndex = []
#create list of values to subtract from index
toSub = np.arange(n)
#loop over index values and subtract the values, and append in newIndex
for i in indexs:
for sub in toSub:
v = i - sub
newIndex.append(v)
#Use iloc to get all the rows in the original df with the newIndex values that we want
closedCosts = df.iloc[newIndex].reset_index(drop = True)["close"].values
#concat our data back to df_T, and reshape closedCosts by n columns
df_final = pd.concat([df_T, pd.DataFrame(closedCosts.reshape(-1, n))], axis= 1)
#return final df
return df_final
This should do what you're asking for. The easiest way to do this is to figure out all the indexs that you would want from the original df with its corresponding closing value. Note: you will have to rename the columns after this, but all the values are there.
Related
I have this df dataset:
df = pd.DataFrame({'train': {'auc': [0.432, 0.543, 0.523],
'logloss': [0.123, 0.234, 0.345]},
'test': {'auc': [0.456, 0.567, 0.678],
'logloss': [0.321, 0.432, 0.543]}})
Where I'm trying to transform it into this:
And also considering that:
epochs always have the same order for every cell, but instead of only 3 epochs, it could reach 1.000 or 10.000.
The column names and axis could change. For example another day the data could have f1 instead of logloss, or val instead of train. But no matter the names, in df each row will always be a metric name, and each column will always be a dataset name.
The number of columns and rows in df could change too. There are some models with 5 datasets, and 7 metrics for example (which would give a df with 5 columns and 7 rows)
The columname of the output table should be datasetname_metricname
So I'm trying to build some generic code transformation where at the same time avoiding brute force transformations. Just if it's helpful, the df source is:
df = pd.DataFrame(model_xgb.evals_result())
df.columns = ['train', 'test'] # This is the line that can change (and the metrics inside `model_xgb`)
Where model_xgb = xgboost.XGBClassifier(..), but after using model_xgb.fit(..)
Here's a generic way to get the result you've specified, irrespective of the number of epochs or the number or labels of rows and columns:
df2 = df.stack().apply(pd.Series)
df2.index = ['_'.join(reversed(x)) for x in df2.index]
df2 = df2.T.assign(epochs=range(1, len(df2.columns) + 1)).set_index('epochs').reset_index()
Output:
epochs train_auc test_auc train_logloss test_logloss
0 1 0.432 0.456 0.123 0.321
1 2 0.543 0.567 0.234 0.432
2 3 0.523 0.678 0.345 0.543
Explanation:
Use stack() to convert the input dataframe to a series (of lists) with a multiindex that matches the desired column sequence in the question
Use apply(pd.Series) to convert the series of lists to a dataframe with each list converted to a row and with column count equal to the uniform length of the list values in the input series (in other words, equal to the number of epochs)
Create the desired column labels from the latest multiindex rows transformed using join() with _ as a separator, then use T to transpose the dataframe so these index labels (which are the desired column labels) become column labels
Use assign() to add a column named epochs enumerating the epochs beginning with 1
Use set_index() followed by reset_index() to make epochs the leftmost column.
Try this:
df = pd.DataFrame({'train': {'auc': [0.432, 0.543, 0.523],
'logloss': [0.123, 0.234, 0.345]},
'test': {'auc': [0.456, 0.567, 0.678],
'logloss': [0.321, 0.432, 0.543]}})
de=df.explode(['train', 'test'])
df_out = de.set_index(de.groupby(level=0).cumcount()+1, append=True).unstack(0)
df_out.columns = df_out.columns.map('_'.join)
df_out = df_out.reset_index().rename(columns={'index':'epochs'})
print(df_out)
Output:
epochs train_auc train_logloss test_auc test_logloss
0 1 0.432 0.123 0.456 0.321
1 2 0.543 0.234 0.567 0.432
2 3 0.523 0.345 0.678 0.543
I am trying to convert pandas Dataframe to Series based on accepted answer to Convert dataframe to series for multiple column
However I am getting NaN in my integer column 'y'.
Here is my code:
data = [['2021-10-14 18:12:00.000', '22811316'],['2021-10-14 18:42:00.000', '22700704']]
df = pd.DataFrame(data, columns = ['ds', 'y'])
series = pd.Series(df.y, index=df.ds)
printing series gives me:
ds
2021-10-14 18:12:00.000 NaN
2021-10-14 18:42:00.000 NaN
Name: y, dtype: object
What am I missing?
I could find the answer in pandas.Series() Creation using DataFrame Columns returns NaN Data entries
The trick was to use:
series = pd.Series(df.y.values, index=df.ds)
If you just take the series df.y, you will obtain a series with new indices starting from 0, 1, ...
print(df.y)
0 22811316
1 22700704
Name: y, dtype: object
These indices do not match with the values of the column ds that you want to use as index.
So, when you create the new series with index=..., you will probably have all NaN.
In order to put just the values of y column into the new series, you have to take only its values using to_numpy()
series = pd.Series(df.y.to_numpy(), index=df.ds)
print(series)
ds
2021-10-14 18:12:00.000 22811316
2021-10-14 18:42:00.000 22700704
dtype: object
I am looking to perform a fast operation on flightradar data to see if the speed in distance matches the speed reported. I have multiple flights and was told not to run double loops on pandas dataframes. Here is a sample dataframe:
import pandas as pd
from datetime import datetime
from shapely.geometry import Point
from geopy.distance import distance
dates = ['2020-12-26 15:13:01', '2020-12-26 15:13:07','2020-12-26 15:13:19','2020-12-26 15:13:32','2020-12-26 15:13:38']
datetimes = [datetime.fromisoformat(date) for date in dates]
data = {'UTC': datetimes,
'Callsign': ["1", "1","2","2","2"],
'Position':[Point(30.542175,-91.13999200000001), Point(30.546204,-91.14020499999999),Point(30.551443,-91.14417299999999),Point(30.553909,-91.15136699999999),Point(30.554489,-91.155075)]
}
df = pd.DataFrame(data)
What I want to do is add a new column called "dist". This column will be 0 if it is the first element of a new callsign but if not it will be the distance between a point and the previous point.
The resulting df should look like this:
df1 = df
dist = [0,0.27783309075379214,0,0.46131362750613436,0.22464461718704595]
df1['dist'] = dist
What I have tried is to first assign a group index:
df['group_index'] = df.groupby('Callsign').cumcount()
Then groupby
Then try and apply the function:
df['dist'] = df.groupby('Callsign').apply(lambda g: 0 if g.group_index == 0 else distance((g.Position.x , g.Position.y),
(g.Position.shift().x , g.Position.shift().y)).miles)
I was hoping this would give me the 0 for the first index of each group and then run the distance function on all others and return a value in miles. However it does not work.
The code errors out for at least one reason which is because the .x and .y attributes of the shapely object are being called on the series rather than the object.
Any ideas on how to fix this would be much appreciated.
Sort df by callsign then timestamp
Compute distances between adjacent rows using a temporary column of shifted points
For the first row of each new callsign, set distance to 0
Drop temporary column
df = df.sort_values(by=['Callsign', 'UTC'])
df['Position_prev'] = df['Position'].shift().bfill()
def get_dist(row):
return distance((row['Position'].x, row['Position'].y),
(row['Position_prev'].x, row['Position_prev'].y)).miles
df['dist'] = df.apply(get_distances, axis=1)
# Flag row if callsign is different from previous row callsign
new_callsign_rows = df['Callsign'] != df['Callsign'].shift()
# Zero out the first distance of each callsign group
df.loc[new_callsign_rows, 'dist'] = 0.0
# Drop shifted column
df = df.drop(columns='Position_prev')
print(df)
UTC Callsign Position dist
0 2020-12-26 15:13:01 1 POINT (30.542175 -91.13999200000001) 0.000000
1 2020-12-26 15:13:07 1 POINT (30.546204 -91.14020499999999) 0.277833
2 2020-12-26 15:13:19 2 POINT (30.551443 -91.14417299999999) 0.000000
3 2020-12-26 15:13:32 2 POINT (30.553909 -91.15136699999999) 0.461314
4 2020-12-26 15:13:38 2 POINT (30.554489 -91.155075) 0.224645
sampleID
testnames
results
23939332
[32131,34343,35566]
[NEGATIVE,0.234,3.331]
32332323
[34343,96958,39550,88088]
[0,312,0.008,0.1,0.2]
The table above is what I have, and the one below is what I want to achieve:
sampleID
32131
34343
39550
88088
96985
35566
23939332
NEGATIVE
0.234
NaN
NaN
NaN
3.331
32332323
NaN
0,312
0.1
0.2
0.008
NaN
So I need to create columns of unique values from the testnames column and fill the cells with the corresponding values from the results column.
Considering this is as a sample from a very large dataset (table).
Here is a commented solution:
(df.set_index(['sampleID']) # keep sampleID out of the expansion
.apply(pd.Series.explode) # expand testnames and results
.reset_index() # reset the index
.groupby(['sampleID', 'testnames']) #
.first() # set the expected shape
.unstack()) #
It gives the result you expected, though with a different column order:
results
testnames 32131 34343 35566 39550 88088 96958
sampleID
23939332 NEGATIVE 0.234 3.331 NaN NaN NaN
32332323 NaN 0.312 NaN 0.1 0.2 0.008
Let's see how it does on generated data:
def build_df(n_samples, n_tests_per_sample, n_test_types):
df = pd.DataFrame(columns=['sampleID', 'testnames', 'results'])
test_types = np.random.choice(range(0,100000), size=n_test_types, replace=False)
for i in range(n_samples):
testnames = list(np.random.choice(test_types,size=n_tests_per_sample))
results = list(np.random.random(size=n_tests_per_sample))
df = df.append({'sampleID': i, 'testnames':testnames, 'results':results}, ignore_index=True)
return df
def reshape(df):
df2 = (df.set_index(['sampleID']) # keep the sampleID out of the expansion
.apply(pd.Series.explode) # expand testnames and results
.reset_index() # reset the index
.groupby(['sampleID', 'testnames']) #
.first() # set the expected shape
.unstack())
return df2
%time df = build_df(60000, 10, 100)
# Wall time: 9min 48s (yes, it was ugly)
%time df2 = reshape(df)
# Wall time: 1.01 s
reshape() breaks when n_test_types becomes too large, with ValueError: Unstacked DataFrame is too big, causing int32 overflow.
I've got a pandas DataFrame filled mostly with real numbers, but there is a few nan values in it as well.
How can I replace the nans with averages of columns where they are?
This question is very similar to this one: numpy array: replace nan values with average of columns but, unfortunately, the solution given there doesn't work for a pandas DataFrame.
You can simply use DataFrame.fillna to fill the nan's directly:
In [27]: df
Out[27]:
A B C
0 -0.166919 0.979728 -0.632955
1 -0.297953 -0.912674 -1.365463
2 -0.120211 -0.540679 -0.680481
3 NaN -2.027325 1.533582
4 NaN NaN 0.461821
5 -0.788073 NaN NaN
6 -0.916080 -0.612343 NaN
7 -0.887858 1.033826 NaN
8 1.948430 1.025011 -2.982224
9 0.019698 -0.795876 -0.046431
In [28]: df.mean()
Out[28]:
A -0.151121
B -0.231291
C -0.530307
dtype: float64
In [29]: df.fillna(df.mean())
Out[29]:
A B C
0 -0.166919 0.979728 -0.632955
1 -0.297953 -0.912674 -1.365463
2 -0.120211 -0.540679 -0.680481
3 -0.151121 -2.027325 1.533582
4 -0.151121 -0.231291 0.461821
5 -0.788073 -0.231291 -0.530307
6 -0.916080 -0.612343 -0.530307
7 -0.887858 1.033826 -0.530307
8 1.948430 1.025011 -2.982224
9 0.019698 -0.795876 -0.046431
The docstring of fillna says that value should be a scalar or a dict, however, it seems to work with a Series as well. If you want to pass a dict, you could use df.mean().to_dict().
Try:
sub2['income'].fillna((sub2['income'].mean()), inplace=True)
In [16]: df = DataFrame(np.random.randn(10,3))
In [17]: df.iloc[3:5,0] = np.nan
In [18]: df.iloc[4:6,1] = np.nan
In [19]: df.iloc[5:8,2] = np.nan
In [20]: df
Out[20]:
0 1 2
0 1.148272 0.227366 -2.368136
1 -0.820823 1.071471 -0.784713
2 0.157913 0.602857 0.665034
3 NaN -0.985188 -0.324136
4 NaN NaN 0.238512
5 0.769657 NaN NaN
6 0.141951 0.326064 NaN
7 -1.694475 -0.523440 NaN
8 0.352556 -0.551487 -1.639298
9 -2.067324 -0.492617 -1.675794
In [22]: df.mean()
Out[22]:
0 -0.251534
1 -0.040622
2 -0.841219
dtype: float64
Apply per-column the mean of that columns and fill
In [23]: df.apply(lambda x: x.fillna(x.mean()),axis=0)
Out[23]:
0 1 2
0 1.148272 0.227366 -2.368136
1 -0.820823 1.071471 -0.784713
2 0.157913 0.602857 0.665034
3 -0.251534 -0.985188 -0.324136
4 -0.251534 -0.040622 0.238512
5 0.769657 -0.040622 -0.841219
6 0.141951 0.326064 -0.841219
7 -1.694475 -0.523440 -0.841219
8 0.352556 -0.551487 -1.639298
9 -2.067324 -0.492617 -1.675794
Although, the below code does the job, BUT its performance takes a big hit, as you deal with a DataFrame with # records 100k or more:
df.fillna(df.mean())
In my experience, one should replace NaN values (be it with Mean or Median), only where it is required, rather than applying fillna() all over the DataFrame.
I had a DataFrame with 20 variables, and only 4 of them required NaN values treatment (replacement). I tried the above code (Code 1), along with a slightly modified version of it (code 2), where i ran it selectively .i.e. only on variables which had a NaN value
#------------------------------------------------
#----(Code 1) Treatment on overall DataFrame-----
df.fillna(df.mean())
#------------------------------------------------
#----(Code 2) Selective Treatment----------------
for i in df.columns[df.isnull().any(axis=0)]: #---Applying Only on variables with NaN values
df[i].fillna(df[i].mean(),inplace=True)
#---df.isnull().any(axis=0) gives True/False flag (Boolean value series),
#---which when applied on df.columns[], helps identify variables with NaN values
Below is the performance i observed, as i kept on increasing the # records in DataFrame
DataFrame with ~100k records
Code 1: 22.06 Seconds
Code 2: 0.03 Seconds
DataFrame with ~200k records
Code 1: 180.06 Seconds
Code 2: 0.06 Seconds
DataFrame with ~1.6 Million records
Code 1: code kept running endlessly
Code 2: 0.40 Seconds
DataFrame with ~13 Million records
Code 1: --did not even try, after seeing performance on 1.6 Mn records--
Code 2: 3.20 Seconds
Apologies for a long answer ! Hope this helps !
If you want to impute missing values with mean and you want to go column by column, then this will only impute with the mean of that column. This might be a little more readable.
sub2['income'] = sub2['income'].fillna((sub2['income'].mean()))
# To read data from csv file
Dataset = pd.read_csv('Data.csv')
X = Dataset.iloc[:, :-1].values
# To calculate mean use imputer class
from sklearn.impute import SimpleImputer
imputer = SimpleImputer(missing_values=np.nan, strategy='mean')
imputer = imputer.fit(X[:, 1:3])
X[:, 1:3] = imputer.transform(X[:, 1:3])
Directly use df.fillna(df.mean()) to fill all the null value with mean
If you want to fill null value with mean of that column then you can use this
suppose x=df['Item_Weight'] here Item_Weight is column name
here we are assigning (fill null values of x with mean of x into x)
df['Item_Weight'] = df['Item_Weight'].fillna((df['Item_Weight'].mean()))
If you want to fill null value with some string then use
here Outlet_size is column name
df.Outlet_Size = df.Outlet_Size.fillna('Missing')
Pandas: How to replace NaN (nan) values with the average (mean), median or other statistics of one column
Say your DataFrame is df and you have one column called nr_items. This is: df['nr_items']
If you want to replace the NaN values of your column df['nr_items'] with the mean of the column:
Use method .fillna():
mean_value=df['nr_items'].mean()
df['nr_item_ave']=df['nr_items'].fillna(mean_value)
I have created a new df column called nr_item_ave to store the new column with the NaN values replaced by the mean value of the column.
You should be careful when using the mean. If you have outliers is more recommendable to use the median
Another option besides those above is:
df = df.groupby(df.columns, axis = 1).transform(lambda x: x.fillna(x.mean()))
It's less elegant than previous responses for mean, but it could be shorter if you desire to replace nulls by some other column function.
using sklearn library preprocessing class
from sklearn.impute import SimpleImputer
missingvalues = SimpleImputer(missing_values = np.nan, strategy = 'mean', axis = 0)
missingvalues = missingvalues.fit(x[:,1:3])
x[:,1:3] = missingvalues.transform(x[:,1:3])
Note: In the recent version parameter missing_values value change to np.nan from NaN
I use this method to fill missing values by average of a column.
fill_mean = lambda col : col.fillna(col.mean())
df = df.apply(fill_mean, axis = 0)
You can also use value_counts to get the most frequent values. This would work on different datatypes.
df = df.apply(lambda x:x.fillna(x.value_counts().index[0]))
Here is the value_counts api reference.