Double grouping data by bins AND time with pandas - numpy

I am trying to bin values from a timeseries (hourly and subhourly temperature values) within a time window.
That is, from original hourly values, I'd like to extract binned values on a daily, weekly or monthly basis.
I have tried to combine groupby+TimeGrouper(" ") with pd.cut, with poor results.
I have came across a nice function from this tutorial, which suggests to map the data (associating to each value with its mapped range on the next column) and then grouping according to that.
def map_bin(x, bins):
kwargs = {}
if x == max(bins):
kwargs['right'] = True
bin = bins[np.digitize([x], bins, **kwargs)[0]]
bin_lower = bins[np.digitize([x], bins, **kwargs)[0]-1]
return '[{0}-{1}]'.format(bin_lower, bin)
df['Binned'] = df['temp'].apply(map_bin, bins=freq_bins)
However, applying this function results in an IndexError: index n is out of bounds for axis 0 with size n.
Ideally, I'd like make this work and apply it to achieve a double grouping at the same time: one by bins and one by timegrouper.

Update:
It appears that my earlier attempt was causing problems because of the double-indexed columns. I have simplified to something that seems to work much better.
import pandas as pd
import numpy as np
xaxis = np.linspace(0,50)
temps = pd.Series(data=xaxis,name='temps')
times = pd.date_range(start='2015-07-15',periods=50,freq='6H')
temps.index = times
bins = [0,10,20,30,40,50]
temps.resample('W').agg(lambda series:pd.value_counts(pd.cut(series,bins),sort=False)).unstack()
This outputs:
(0, 10] (10, 20] (20, 30] (30, 40] (40, 50]
2015-07-19 9 10 0 0 0
2015-07-26 0 0 10 10 8
2015-08-02 0 0 0 0 2

Related

How do you speed up a score calculation based on two rows in a Pandas Dataframe?

TLDR: How can one adjust the for-loop for a faster execution time:
import numpy as np
import pandas as pd
import time
np.random.seed(0)
# Given a DataFrame df and a row_index
df = pd.DataFrame(np.random.randint(0, 3, size=(30000, 50)))
target_row_index = 5
start = time.time()
target_row = df.loc[target_row_index]
result = []
# Method 1: Optimize this for-loop
for row in df.iterrows():
"""
Logic of calculating the variables check and score:
if the values for a specific column are 2 for both rows (row/target_row), it should add 1 to the score
if for one of the rows the value is 1 and for the other 2 for a specific column, it should subtract 1 from the score.
"""
check = row[1]+target_row # row[1] takes 30 microseconds per call
score = np.sum(check == 4) - np.sum(check == 3) # np.sum takes 47 microseconds per call
result.append(score)
print(time.time()-start)
# Goal: Calculate the list result as efficient as possible
# Method 2: Optimize Apply
def add(a, b):
check = a + b
return np.sum(check == 4) - np.sum(check == 3)
start = time.time()
q = df.apply(lambda row : add(row, target_row), axis = 1)
print(time.time()-start)
So I have a dataframe of size 30'000 and a target row in this dataframe with a given row index. Now I want to compare this row to all the other rows in the dataset by calculating a score. The score is calculated as follows:
if the values for a specific column are 2 for both rows, it should add 1 to the score
if for one of the rows the value is 1 and for the other 2 for a specific column, it should subtract 1 from the score.
The result is then the list of all the scores we just calculated.
As I need to execute this code quite often I would like to optimize it for performance.
Any help is very much appreciated.
I already read Optimization when using Pandas are there further resources you can recommend? Thanks
If you're willing to convert your df to a NumPy array, NumPy has some really good vectorisation that helps. My code using NumPy is as below:
df = pd.DataFrame(np.random.randint(0, 3, size=(30000, 50)))
target_row_index = 5
start_time = time.time()
# Converting stuff to NumPy arrays
target_row = df.loc[target_row_index].to_numpy()
np_arr = df.to_numpy()
# Calculations
np_arr += target_row
check = np.sum(np_arr == 4, axis=1) - np.sum(np_arr == 3, axis=1)
result = list(check)
end_time = time.time()
print(end_time - start_time)
Your complete code (on Google Colab for me) outputs a time of 14.875332832336426 s, while the NumPy code above outputs a time of 0.018691539764404297 s, and of course, the result list is the same in both cases.
Note that in general, if your calculations are purely numerical, NumPy will virtually always be better than Pandas and a for loop. Pandas really shines through with strings and when you need the column and row names, but for pure numbers, NumPy is the way to go due to vectorisation.

Python :print the cumulative sum of x along axies 0 and 1

create a array of x shape (5,6) having 30 random integer between -30 and 30
print the cumulative sum of x along axies 0
print the cumulative sum of x along axies 1
The out expected is 9 and -32.
I tryed with below code
import numpy as np
np.random.seed(100)
l1= np.random.randint(-30,30, size=(5,6))
x= np.array(l1)
print(x.sum(axis=0))
print(x.sum(axis=1))
can you please help me what is wrong with this?
The results of your expressions are:
x.sum(axis=0) == array([ -9, -58, -38, 40, 16, 9])
x.sum(axis=1) == array([-68, 47, 1, 12, -32])
As you wrote the expected results are 9 and -32, maybe you want
to compute sums of the last column and last row?
To get just these results, compute:
x[:, -1].sum() (yields 9)
x[-1, :].sum() (yiels -32)

Flightradar24 pandas groupby and vectorize. A no looping solution

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

Filtering out outliers in Pandas dataframe with rolling median

I am trying to filter out some outliers from a scatter plot of GPS elevation displacements with dates
I'm trying to use df.rolling to compute a median and standard deviation for each window and then remove the point if it is greater than 3 standard deviations.
However, I can't figure out a way to loop through the column and compare the the median value rolling calculated.
Here is the code I have so far
import pandas as pd
import numpy as np
def median_filter(df, window):
cnt = 0
median = df['b'].rolling(window).median()
std = df['b'].rolling(window).std()
for row in df.b:
#compare each value to its median
df = pd.DataFrame(np.random.randint(0,100,size=(100,2)), columns = ['a', 'b'])
median_filter(df, 10)
How can I loop through and compare each point and remove it?
Just filter the dataframe
df['median']= df['b'].rolling(window).median()
df['std'] = df['b'].rolling(window).std()
#filter setup
df = df[(df.b <= df['median']+3*df['std']) & (df.b >= df['median']-3*df['std'])]
There might well be a more pandastic way to do this - this is a bit of a hack, relying on a sorta manual way of mapping the original df's index to each rolling window. (I picked size 6). The records up and until row 6 are associated with the first window; row 7 is the second window, and so on.
n = 100
df = pd.DataFrame(np.random.randint(0,n,size=(n,2)), columns = ['a','b'])
## set window size
window=6
std = 1 # I set it at just 1; with real data and larger windows, can be larger
## create df with rolling stats, upper and lower bounds
bounds = pd.DataFrame({'median':df['b'].rolling(window).median(),
'std':df['b'].rolling(window).std()})
bounds['upper']=bounds['median']+bounds['std']*std
bounds['lower']=bounds['median']-bounds['std']*std
## here, we set an identifier for each window which maps to the original df
## the first six rows are the first window; then each additional row is a new window
bounds['window_id']=np.append(np.zeros(window),np.arange(1,n-window+1))
## then we can assign the original 'b' value back to the bounds df
bounds['b']=df['b']
## and finally, keep only rows where b falls within the desired bounds
bounds.loc[bounds.eval("lower<b<upper")]
This is my take on creating a median filter:
def median_filter(num_std=3):
def _median_filter(x):
_median = np.median(x)
_std = np.std(x)
s = x[-1]
return s if s >= _median - num_std * _std and s <= _median + num_std * _std else np.nan
return _median_filter
df.y.rolling(window).apply(median_filter(num_std=3), raw=True)

numpy, sums of subsets with no iterations [duplicate]

I have a massive data array (500k rows) that looks like:
id value score
1 20 20
1 10 30
1 15 0
2 12 4
2 3 8
2 56 9
3 6 18
...
As you can see, there is a non-unique ID column to the left, and various scores in the 3rd column.
I'm looking to quickly add up all of the scores, grouped by IDs. In SQL this would look like SELECT sum(score) FROM table GROUP BY id
With NumPy I've tried iterating through each ID, truncating the table by each ID, and then summing the score up for that table.
table_trunc = table[(table == id).any(1)]
score = sum(table_trunc[:,2])
Unfortunately I'm finding the first command to be dog-slow. Is there any more efficient way to do this?
you can use bincount():
import numpy as np
ids = [1,1,1,2,2,2,3]
data = [20,30,0,4,8,9,18]
print np.bincount(ids, weights=data)
the output is [ 0. 50. 21. 18.], which means the sum of id==0 is 0, the sum of id==1 is 50.
I noticed the numpy tag but in case you don't mind using pandas (or if you read in these data using this module), this task becomes an one-liner:
import pandas as pd
df = pd.DataFrame({'id': [1,1,1,2,2,2,3], 'score': [20,30,0,4,8,9,18]})
So your dataframe would look like this:
id score
0 1 20
1 1 30
2 1 0
3 2 4
4 2 8
5 2 9
6 3 18
Now you can use the functions groupby() and sum():
df.groupby(['id'], sort=False).sum()
which gives you the desired output:
score
id
1 50
2 21
3 18
By default, the dataframe would be sorted, therefore I use the flag sort=False which might improve speed for huge dataframes.
You can try using boolean operations:
ids = [1,1,1,2,2,2,3]
data = [20,30,0,4,8,9,18]
[((ids == i)*data).sum() for i in np.unique(ids)]
This may be a bit more effective than using np.any, but will clearly have trouble if you have a very large number of unique ids to go along with large overall size of the data table.
If you're looking only for sum you probably want to go with bincount. If you also need other grouping operations like product, mean, std etc. have a look at https://github.com/ml31415/numpy-groupies . It's the fastest python/numpy grouping operations around, see the speed comparison there.
Your sum operation there would look like:
res = aggregate(id, score)
The numpy_indexed package has vectorized functionality to perform this operation efficiently, in addition to many related operations of this kind:
import numpy_indexed as npi
npi.group_by(id).sum(score)
You can use a for loop and numba
from numba import njit
#njit
def wbcnt(b, w, k):
bins = np.arange(k)
bins = bins * 0
for i in range(len(b)):
bins[b[i]] += w[i]
return bins
Using #HYRY's variables
ids = [1, 1, 1, 2, 2, 2, 3]
data = [20, 30, 0, 4, 8, 9, 18]
Then:
wbcnt(ids, data, 4)
array([ 0, 50, 21, 18])
Timing
%timeit wbcnt(ids, data, 4)
%timeit np.bincount(ids, weights=data)
1000000 loops, best of 3: 1.99 µs per loop
100000 loops, best of 3: 2.57 µs per loop
Maybe using itertools.groupby, you can group on the ID and then iterate over the grouped data.
(The data must be sorted according to the group by func, in this case ID)
>>> data = [(1, 20, 20), (1, 10, 30), (1, 15, 0), (2, 12, 4), (2, 3, 0)]
>>> groups = itertools.groupby(data, lambda x: x[0])
>>> for i in groups:
for y in i:
if isinstance(y, int):
print(y)
else:
for p in y:
print('-', p)
Output:
1
- (1, 20, 20)
- (1, 10, 30)
- (1, 15, 0)
2
- (2, 12, 4)
- (2, 3, 0)