November 2023
Intermediate to advanced
512 pages
11h 53m
Chinese
Content preview from 利用 Python 进行数据分析：原书第 3 版
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360
|
第
11
章
通过将这些数组以及一个频率传入 PeriodIndex，就可以将它们合并成
DataFrame
的
索引：
11.6
重采样及频率转换
重采样指的是将时间序列从一个频率转换到另一个频率的处理过程。将高频率数据连接
到低频率称为降采样，而将低频率数据转换到高频率则称为升采样。并不是所有的重采
样都能被划分到这两大类中。例如，将 W-WED（每周三）转换为 W-FRI 既不是降采样也
不是升采样。
pandas
对象都带有一个 resample 方法，它是各种频率转换工作的主力函数。resample
有一个类似于 groupby 的
API
，调用 resample 可以对数据进行分组，然后调用聚合
时间序列
|
361
函数：
resample 是一个灵活高效的方法，可用于处理大型时间序列。下面将通过一系列的示例
说明其用法。表
11-5
总结了它的一些参数。
表 11-5：
resample
方法的参数
参数 说明
rule
用于指明重采样频率的字符串
、
DateOffset
、
timedelta 对象
（
例如
，M、
5min
或
Second(15)）
axis
重采样的轴
，
默认为
axis=0
fill_method
升采样时如何插值
，
比如
，"ffill"
或
"bfill"。
默认不插值
closed
在降采样中各时间段的哪一端是闭合 ...
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