Working with missing data

In this section, we will discuss missing (also referred to as NA) values in pandas.

Note

The choice of using NaN internally to denote missing data was largely for simplicity and performance reasons. It differs from the MaskedArray approach of, for example, scikits.timeseries. We are hopeful that NumPy will soon be able to provide a native NA type solution (similar to R) performant enough to be used in pandas.

Missing data basics

When / why does data become missing?

Some might quibble over our usage of missing. By “missing” we simply mean null or “not present for whatever reason”. Many data sets simply arrive with missing data, either because it exists and was not collected or it never existed. For example, in a collection of financial time series, some of the time series might start on different dates. Thus, values prior to the start date would generally be marked as missing.

In pandas, one of the most common ways that missing data is introduced into a data set is by reindexing. For example

In [1359]: df = DataFrame(randn(5, 3), index=['a', 'c', 'e', 'f', 'h'],
   ......:                columns=['one', 'two', 'three'])
   ......:

In [1360]: df['four'] = 'bar'

In [1361]: df['five'] = df['one'] > 0

In [1362]: df
Out[1362]: 
        one       two     three four   five
a  0.059117  1.138469 -2.400634  bar   True
c -0.280853  0.025653 -1.386071  bar  False
e  0.863937  0.252462  1.500571  bar   True
f  1.053202 -2.338595 -0.374279  bar   True
h -2.359958 -1.157886 -0.551865  bar  False

In [1363]: df2 = df.reindex(['a', 'b', 'c', 'd', 'e', 'f', 'g', 'h'])

In [1364]: df2
Out[1364]: 
        one       two     three four   five
a  0.059117  1.138469 -2.400634  bar   True
b       NaN       NaN       NaN  NaN    NaN
c -0.280853  0.025653 -1.386071  bar  False
d       NaN       NaN       NaN  NaN    NaN
e  0.863937  0.252462  1.500571  bar   True
f  1.053202 -2.338595 -0.374279  bar   True
g       NaN       NaN       NaN  NaN    NaN
h -2.359958 -1.157886 -0.551865  bar  False

Values considered “missing”

As data comes in many shapes and forms, pandas aims to be flexible with regard to handling missing data. While NaN is the default missing value marker for reasons of computational speed and convenience, we need to be able to easily detect this value with data of different types: floating point, integer, boolean, and general object. In many cases, however, the Python None will arise and we wish to also consider that “missing” or “null”.

Until recently, for legacy reasons inf and -inf were also considered to be “null” in computations. This is no longer the case by default; use the mode.use_inf_as_null option to recover it.

To make detecting missing values easier (and across different array dtypes), pandas provides the isnull() and notnull() functions, which are also methods on Series objects:

In [1365]: df2['one']
Out[1365]: 
a    0.059117
b         NaN
c   -0.280853
d         NaN
e    0.863937
f    1.053202
g         NaN
h   -2.359958
Name: one, dtype: float64

In [1366]: isnull(df2['one'])
Out[1366]: 
a    False
b     True
c    False
d     True
e    False
f    False
g     True
h    False
Name: one, dtype: bool

In [1367]: df2['four'].notnull()
Out[1367]: 
a     True
b    False
c     True
d    False
e     True
f     True
g    False
h     True
dtype: bool

Summary: NaN and None (in object arrays) are considered missing by the isnull and notnull functions. inf and -inf are no longer considered missing by default.

Datetimes

For datetime64[ns] types, NaT represents missing values. This is a pseudo-native sentinal value that can be represented by numpy in a singular dtype (datetime64[ns]). Pandas objects provide intercompatibility between NaT and NaN.

In [1368]: df2 = df.copy()

In [1369]: df2['timestamp'] = Timestamp('20120101')

In [1370]: df2
Out[1370]: 
        one       two     three four   five           timestamp
a  0.059117  1.138469 -2.400634  bar   True 2012-01-01 00:00:00
c -0.280853  0.025653 -1.386071  bar  False 2012-01-01 00:00:00
e  0.863937  0.252462  1.500571  bar   True 2012-01-01 00:00:00
f  1.053202 -2.338595 -0.374279  bar   True 2012-01-01 00:00:00
h -2.359958 -1.157886 -0.551865  bar  False 2012-01-01 00:00:00

In [1371]: df2.ix[['a','c','h'],['one','timestamp']] = np.nan

In [1372]: df2
Out[1372]: 
        one       two     three four   five           timestamp
a       NaN  1.138469 -2.400634  bar   True                 NaT
c       NaN  0.025653 -1.386071  bar  False                 NaT
e  0.863937  0.252462  1.500571  bar   True 2012-01-01 00:00:00
f  1.053202 -2.338595 -0.374279  bar   True 2012-01-01 00:00:00
h       NaN -1.157886 -0.551865  bar  False                 NaT

In [1373]: df2.get_dtype_counts()
Out[1373]: 
bool              1
datetime64[ns]    1
float64           3
object            1
dtype: int64

Calculations with missing data

Missing values propagate naturally through arithmetic operations between pandas objects.

In [1374]: a
Out[1374]: 
        one       two
a       NaN  1.138469
c       NaN  0.025653
e  0.863937  0.252462
f  1.053202 -2.338595
h  1.053202 -1.157886

In [1375]: b
Out[1375]: 
        one       two     three
a       NaN  1.138469 -2.400634
c       NaN  0.025653 -1.386071
e  0.863937  0.252462  1.500571
f  1.053202 -2.338595 -0.374279
h       NaN -1.157886 -0.551865

In [1376]: a + b
Out[1376]: 
        one  three       two
a       NaN    NaN  2.276938
c       NaN    NaN  0.051306
e  1.727874    NaN  0.504923
f  2.106405    NaN -4.677190
h       NaN    NaN -2.315772

The descriptive statistics and computational methods discussed in the data structure overview (and listed here and here) are all written to account for missing data. For example:

  • When summing data, NA (missing) values will be treated as zero
  • If the data are all NA, the result will be NA
  • Methods like cumsum and cumprod ignore NA values, but preserve them in the resulting arrays
In [1377]: df
Out[1377]: 
        one       two     three
a       NaN  1.138469 -2.400634
c       NaN  0.025653 -1.386071
e  0.863937  0.252462  1.500571
f  1.053202 -2.338595 -0.374279
h       NaN -1.157886 -0.551865

In [1378]: df['one'].sum()
Out[1378]: 1.917139050150438

In [1379]: df.mean(1)
Out[1379]: 
a   -0.631082
c   -0.680209
e    0.872323
f   -0.553224
h   -0.854876
dtype: float64

In [1380]: df.cumsum()
Out[1380]: 
        one       two     three
a       NaN  1.138469 -2.400634
c       NaN  1.164122 -3.786705
e  0.863937  1.416584 -2.286134
f  1.917139 -0.922011 -2.660413
h       NaN -2.079897 -3.212278

NA values in GroupBy

NA groups in GroupBy are automatically excluded. This behavior is consistent with R, for example.

Cleaning / filling missing data

pandas objects are equipped with various data manipulation methods for dealing with missing data.

Filling missing values: fillna

The fillna function can “fill in” NA values with non-null data in a couple of ways, which we illustrate:

Replace NA with a scalar value

In [1381]: df2
Out[1381]: 
        one       two     three four   five           timestamp
a       NaN  1.138469 -2.400634  bar   True                 NaT
c       NaN  0.025653 -1.386071  bar  False                 NaT
e  0.863937  0.252462  1.500571  bar   True 2012-01-01 00:00:00
f  1.053202 -2.338595 -0.374279  bar   True 2012-01-01 00:00:00
h       NaN -1.157886 -0.551865  bar  False                 NaT

In [1382]: df2.fillna(0)
Out[1382]: 
        one       two     three four   five           timestamp
a  0.000000  1.138469 -2.400634  bar   True 1970-01-01 00:00:00
c  0.000000  0.025653 -1.386071  bar  False 1970-01-01 00:00:00
e  0.863937  0.252462  1.500571  bar   True 2012-01-01 00:00:00
f  1.053202 -2.338595 -0.374279  bar   True 2012-01-01 00:00:00
h  0.000000 -1.157886 -0.551865  bar  False 1970-01-01 00:00:00

In [1383]: df2['four'].fillna('missing')
Out[1383]: 
a    bar
c    bar
e    bar
f    bar
h    bar
Name: four, dtype: object

Fill gaps forward or backward

Using the same filling arguments as reindexing, we can propagate non-null values forward or backward:

In [1384]: df
Out[1384]: 
        one       two     three
a       NaN  1.138469 -2.400634
c       NaN  0.025653 -1.386071
e  0.863937  0.252462  1.500571
f  1.053202 -2.338595 -0.374279
h       NaN -1.157886 -0.551865

In [1385]: df.fillna(method='pad')
Out[1385]: 
        one       two     three
a       NaN  1.138469 -2.400634
c       NaN  0.025653 -1.386071
e  0.863937  0.252462  1.500571
f  1.053202 -2.338595 -0.374279
h  1.053202 -1.157886 -0.551865

Limit the amount of filling

If we only want consecutive gaps filled up to a certain number of data points, we can use the limit keyword:

In [1386]: df
Out[1386]: 
   one       two     three
a  NaN  1.138469 -2.400634
c  NaN  0.025653 -1.386071
e  NaN       NaN       NaN
f  NaN       NaN       NaN
h  NaN -1.157886 -0.551865

In [1387]: df.fillna(method='pad', limit=1)
Out[1387]: 
   one       two     three
a  NaN  1.138469 -2.400634
c  NaN  0.025653 -1.386071
e  NaN  0.025653 -1.386071
f  NaN       NaN       NaN
h  NaN -1.157886 -0.551865

To remind you, these are the available filling methods:

Method Action
pad / ffill Fill values forward
bfill / backfill Fill values backward

With time series data, using pad/ffill is extremely common so that the “last known value” is available at every time point.

Dropping axis labels with missing data: dropna

You may wish to simply exclude labels from a data set which refer to missing data. To do this, use the dropna method:

In [1388]: df
Out[1388]: 
   one       two     three
a  NaN  1.138469 -2.400634
c  NaN  0.025653 -1.386071
e  NaN  0.000000  0.000000
f  NaN  0.000000  0.000000
h  NaN -1.157886 -0.551865

In [1389]: df.dropna(axis=0)
Out[1389]: 
Empty DataFrame
Columns: [one, two, three]
Index: []

In [1390]: df.dropna(axis=1)
Out[1390]: 
        two     three
a  1.138469 -2.400634
c  0.025653 -1.386071
e  0.000000  0.000000
f  0.000000  0.000000
h -1.157886 -0.551865

In [1391]: df['one'].dropna()
Out[1391]: Series([], dtype: float64)

dropna is presently only implemented for Series and DataFrame, but will be eventually added to Panel. Series.dropna is a simpler method as it only has one axis to consider. DataFrame.dropna has considerably more options, which can be examined in the API.

Interpolation

A linear interpolate method has been implemented on Series. The default interpolation assumes equally spaced points.

In [1392]: ts.count()
Out[1392]: 61

In [1393]: ts.head()
Out[1393]: 
2000-01-31    0.469112
2000-02-29         NaN
2000-03-31         NaN
2000-04-28         NaN
2000-05-31         NaN
Freq: BM, dtype: float64

In [1394]: ts.interpolate().count()
Out[1394]: 100

In [1395]: ts.interpolate().head()
Out[1395]: 
2000-01-31    0.469112
2000-02-29    0.435428
2000-03-31    0.401743
2000-04-28    0.368059
2000-05-31    0.334374
Freq: BM, dtype: float64

In [1396]: ts.interpolate().plot()
Out[1396]: <matplotlib.axes.AxesSubplot at 0xf483950>
_images/series_interpolate.png

Index aware interpolation is available via the method keyword:

In [1397]: ts
Out[1397]: 
2000-01-31    0.469112
2000-02-29         NaN
2002-07-31   -5.689738
2005-01-31         NaN
2008-04-30   -8.916232
dtype: float64

In [1398]: ts.interpolate()
Out[1398]: 
2000-01-31    0.469112
2000-02-29   -2.610313
2002-07-31   -5.689738
2005-01-31   -7.302985
2008-04-30   -8.916232
dtype: float64

In [1399]: ts.interpolate(method='time')
Out[1399]: 
2000-01-31    0.469112
2000-02-29    0.273272
2002-07-31   -5.689738
2005-01-31   -7.095568
2008-04-30   -8.916232
dtype: float64

For a floating-point index, use method='values':

In [1400]: ser
Out[1400]: 
0      0
1    NaN
10    10
dtype: float64

In [1401]: ser.interpolate()
Out[1401]: 
0      0
1      5
10    10
dtype: float64

In [1402]: ser.interpolate(method='values')
Out[1402]: 
0      0
1      1
10    10
dtype: float64

Replacing Generic Values

Often times we want to replace arbitrary values with other values. New in v0.8 is the replace method in Series/DataFrame that provides an efficient yet flexible way to perform such replacements.

For a Series, you can replace a single value or a list of values by another value:

In [1403]: ser = Series([0., 1., 2., 3., 4.])

In [1404]: ser.replace(0, 5)
Out[1404]: 
0    5
1    1
2    2
3    3
4    4
dtype: float64

You can replace a list of values by a list of other values:

In [1405]: ser.replace([0, 1, 2, 3, 4], [4, 3, 2, 1, 0])
Out[1405]: 
0    4
1    3
2    2
3    1
4    0
dtype: float64

You can also specify a mapping dict:

In [1406]: ser.replace({0: 10, 1: 100})
Out[1406]: 
0     10
1    100
2      2
3      3
4      4
dtype: float64

For a DataFrame, you can specify individual values by column:

In [1407]: df = DataFrame({'a': [0, 1, 2, 3, 4], 'b': [5, 6, 7, 8, 9]})

In [1408]: df.replace({'a': 0, 'b': 5}, 100)
Out[1408]: 
     a    b
0  100  100
1    1    6
2    2    7
3    3    8
4    4    9

Instead of replacing with specified values, you can treat all given values as missing and interpolate over them:

In [1409]: ser.replace([1, 2, 3], method='pad')
Out[1409]: 
0    0
1    0
2    0
3    0
4    4
dtype: float64

Missing data casting rules and indexing

While pandas supports storing arrays of integer and boolean type, these types are not capable of storing missing data. Until we can switch to using a native NA type in NumPy, we’ve established some “casting rules” when reindexing will cause missing data to be introduced into, say, a Series or DataFrame. Here they are:

data type Cast to
integer float
boolean object
float no cast
object no cast

For example:

In [1410]: s = Series(randn(5), index=[0, 2, 4, 6, 7])

In [1411]: s > 0
Out[1411]: 
0    False
2     True
4     True
6     True
7     True
dtype: bool

In [1412]: (s > 0).dtype
Out[1412]: dtype('bool')

In [1413]: crit = (s > 0).reindex(range(8))

In [1414]: crit
Out[1414]: 
0    False
1      NaN
2     True
3      NaN
4     True
5      NaN
6     True
7     True
dtype: object

In [1415]: crit.dtype
Out[1415]: dtype('O')

Ordinarily NumPy will complain if you try to use an object array (even if it contains boolean values) instead of a boolean array to get or set values from an ndarray (e.g. selecting values based on some criteria). If a boolean vector contains NAs, an exception will be generated:

In [1416]: reindexed = s.reindex(range(8)).fillna(0)

In [1417]: reindexed[crit]
---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-1417-2da204ed1ac7> in <module>()
----> 1 reindexed[crit]
/home/docbuild/CI/p2/pandas/core/series.pyc in __getitem__(self, key)
    631         # special handling of boolean data with NAs stored in object
    632         # arrays. Since we can't represent NA with dtype=bool
--> 633         if _is_bool_indexer(key):
    634             key = _check_bool_indexer(self.index, key)
    635 
/home/docbuild/CI/p2/pandas/core/common.pyc in _is_bool_indexer(key)
   1137         if not lib.is_bool_array(key):
   1138             if isnull(key).any():
-> 1139                 raise ValueError('cannot index with vector containing '
   1140                                  'NA / NaN values')
   1141             return False
ValueError: cannot index with vector containing NA / NaN values

However, these can be filled in using fillna and it will work fine:

In [1418]: reindexed[crit.fillna(False)]
Out[1418]: 
2    1.314232
4    0.690579
6    0.995761
7    2.396780
dtype: float64

In [1419]: reindexed[crit.fillna(True)]
Out[1419]: 
1    0.000000
2    1.314232
3    0.000000
4    0.690579
5    0.000000
6    0.995761
7    2.396780
dtype: float64