.. currentmodule:: pandas .. _faq: ******************************** Frequently Asked Questions (FAQ) ******************************** .. ipython:: python :suppress: from datetime import datetime import numpy as np np.random.seed(123456) from pandas import * randn = np.random.randn randint = np.random.randint np.set_printoptions(precision=4, suppress=True) from dateutil.relativedelta import relativedelta from pandas.tseries.api import * from pandas.tseries.offsets import * import matplotlib.pyplot as plt plt.close('all') Migrating from scikits.timeseries to pandas >= 0.8.0 ---------------------------------------------------- Starting with pandas 0.8.0, users of scikits.timeseries should have all of the features that they need to migrate their code to use pandas. Portions of the scikits.timeseries codebase for implementing calendar logic and timespan frequency conversions (but **not** resampling, that has all been implemented from scratch from the ground up) have been ported to the pandas codebase. The scikits.timeseries notions of ``Date`` and ``DateArray`` are responsible for implementing calendar logic: :: In [16]: dt = ts.Date('Q', '1984Q3') # sic In [17]: dt Out[17]: In [18]: dt.asfreq('D', 'start') Out[18]: In [19]: dt.asfreq('D', 'end') Out[19]: In [20]: dt + 3 Out[20]: ``Date`` and ``DateArray`` from scikits.timeseries have been reincarnated in pandas ``Period`` and ``PeriodIndex``: .. ipython:: python pnow('D') # scikits.timeseries.now() Period(year=2007, month=3, day=15, freq='D') p = Period('1984Q3') p p.asfreq('D', 'start') p.asfreq('D', 'end') (p + 3).asfreq('T') + 6 * 60 + 30 rng = period_range('1990', '2010', freq='A') rng rng.asfreq('B', 'end') - 3 .. csv-table:: :header: "scikits.timeseries", "pandas", "Notes" :widths: 20, 20, 60 Date, Period, "A span of time, from yearly through to secondly" DateArray, PeriodIndex, "An array of timespans" convert, resample, "Frequency conversion in scikits.timeseries" convert_to_annual, pivot_annual, "currently supports up to daily frequency, see :issue:`736`" PeriodIndex / DateArray properties and functions ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ The scikits.timeseries ``DateArray`` had a number of information properties. Here are the pandas equivalents: .. csv-table:: :header: "scikits.timeseries", "pandas", "Notes" :widths: 20, 60, 20 get_steps, ``np.diff(idx.values)``, has_missing_dates, ``not idx.is_full``, is_full, ``idx.is_full``, is_valid, ``idx.is_monotonic and idx.is_unique``, is_chronological, ``is_monotonic``, ``arr.sort_chronologically()``, ``idx.order()``, Frequency conversion ~~~~~~~~~~~~~~~~~~~~ Frequency conversion is implemented using the ``resample`` method on TimeSeries and DataFrame objects (multiple time series). ``resample`` also works on panels (3D). Here is some code that resamples daily data to montly with scikits.timeseries: .. ipython:: python import scikits.timeseries as ts data = ts.time_series(np.random.randn(50), start_date='Jan-2000', freq='M') data data.convert('A', func=np.mean) Here is the equivalent pandas code: .. ipython:: python rng = period_range('Jan-2000', periods=50, freq='M') data = Series(np.random.randn(50), index=rng) data data.resample('A', how=np.mean) Plotting ~~~~~~~~ Much of the plotting functionality of scikits.timeseries has been ported and adopted to pandas's data structures. For example: .. ipython:: python rng = period_range('1987Q2', periods=10, freq='Q-DEC') data = Series(np.random.randn(10), index=rng) @savefig skts_ts_plot.png width=4.5in plt.figure(); data.plot() Converting to and from period format ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Use the ``to_timestamp`` and ``to_period`` instance methods. Treatment of missing data ~~~~~~~~~~~~~~~~~~~~~~~~~ Unlike scikits.timeseries, pandas data structures are not based on NumPy's ``MaskedArray`` object. Missing data is represented as ``NaN`` in numerical arrays and either as ``None`` or ``NaN`` in non-numerical arrays. Implementing a version of pandas's data structures that use MaskedArray is possible but would require the involvement of a dedicated maintainer. Active pandas developers are not interested in this. Resampling with timestamps and periods ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ ``resample`` has a ``kind`` argument which allows you to resample time series with a DatetimeIndex to PeriodIndex: .. ipython:: python rng = date_range('1/1/2000', periods=200, freq='D') data = Series(np.random.randn(200), index=rng) data[:10] data.index data.resample('M', kind='period') Similarly, resampling from periods to timestamps is possible with an optional interval (``'start'`` or ``'end'``) convention: .. ipython:: python rng = period_range('Jan-2000', periods=50, freq='M') data = Series(np.random.randn(50), index=rng) resampled = data.resample('A', kind='timestamp', convention='end') resampled.index