Mastering pandas - Second Edition

Resampling and rolling of the time series data

Resampling means changing the frequency of the observed time series. For example, in this dataset, a data point is observed every few seconds. This dataset can be resampled to an hourly frequency where all the data points for an hour will be aggregated using an aggregation function of choice to result in one data point for an hour. It can be done at a daily level as well, where all the data points in a day will be aggregated. Resampling can also be thought of as data smoothing as it smooths or averages out the bumps in data.

In pandas, it is easy to resample time series data as there is a built-in function for that. Let's see how we can use that.

For example, to resample at an hourly level, we ...