All Questions
Tagged with pandas time-series
3,167
questions
0
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1
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30
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Efficient calculation of volatility using EWMA
I am trying to calculate the volatility using EWMA (Exponentially Weighted Moving Average).
Here is the function I developed:
def ewm_std(x, param=0.99):
n = len(x)
coefs = param ** np.arange(...
-3
votes
0
answers
28
views
How do I build a Forecasting Model for this kind of data?
I have a dataset where the whole dataset is actually categorical data with timestamp. The other problem is that the timestamp data column has the date as well as time in it, i.e. DD/MM/YYYY HH:MM:SS ...
-1
votes
1
answer
33
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Time-series correlating suspiciously high
I have two time series from 1986-01-01 to 2024-04-01 following CPI prices of meat and fish and I want to find the correlation between the both of them.
They are huge dataframes so below is a truncated ...
0
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1
answer
53
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What is the meaning of: Pandas data cast to numpy dtype of object. Check input data with np.asarray(data) and how can be solved?
I'm trying to model a time series for a stock price with the following code:
import opendatasets as od
import numpy as np
import pandas as pd
import plotly.graph_objects as go
from plotly.subplots ...
1
vote
2
answers
43
views
Using pd.asfreq() on an index with duplicate values
I have a pandas timeseries with an index 'date' which has lots of duplicate dates. Now, I don't want to drop the duplicates as they refer to unique rows of data. As my data is published every week, I'...
0
votes
1
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48
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Efficiently Resampling and Interpolating Pandas DataFrames with Millisecond Accuracy
I have a Pandas DataFrame with timestamps that have millisecond accuracy and corresponding altitude values. I want to resample and interpolate this data efficiently. Here is a simple example:
import ...
-1
votes
2
answers
59
views
Interpolation of data with pandas
I have several measured values, each in a time series.
Time steps are unevenly distributed and also uneven between the data series.
I'm trying to interpolate each series into a fixed 10 second time ...
0
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0
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27
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How do I exclude a certain column from feature extraction in tsfresh?
I'm using tsfresh to extract features comprehensively from a timeseries. I wish to exclude certain columns in my dataset from feature extraction (i.e., absolute energy, min, max, etc. shouldn't be ...
2
votes
1
answer
48
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Python : Merge two dataframes based on created time
I have two dfs, two df's has be to be merged by class and joining dates. Please check the below df's
df1
class teacher age instructor_joining_date
A mark 50 2024-01-20 07:18:29....
0
votes
2
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46
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How to handle duplicates using asfreq() function. Is there any other way to do this?
I have some hourly data on electricity generation from various sources in various countries. I download data from the ENTSO-E Transparency Platform website and found a problem with data inconsistency. ...
1
vote
1
answer
59
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Calculate mean values of the past x years for every month
I have historical data from 2012 to 2023. I am trying to calculate the average for every month during these years to build a 'reference year' or 'baseline'. My DataFrame (final_df) looks like this:
...
0
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0
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27
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Pandas MultiIndex Rolling Group by
Pandas has some very strange group by behavior with Multi_indexing. I don't understand why one of these sites is not being calculated but when called alone works perfectly fine.
Consider the following ...
1
vote
1
answer
74
views
Rolling mean, count or quantile per group
I have a large set of tick data with milliseconds granularity, which I have loaded into a pandas DataFrame. To make handling easier, I have have added columns assigning each timestamp to a year, month,...
0
votes
0
answers
27
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How to treat/fill missing data in ohlcv ccxt
I'm trying to find out a solution to treat / fill missing ohlcv data coming from cryptocurrency exchange API.
I'm running this code:
bars = exchange.fetch_ohlcv(symbol, interval, limit = limitklines)
...
1
vote
1
answer
111
views
Time series decomposition
I have a time series that I want to decompose.
Dataset (train - dataframe) example (stock price):
Date Close
7389 2014-12-24 104.589996
7390 2014-12-26 105.059998
7391 2014-12-29 ...