Book Image

NumPy Cookbook - Second Edition

By : Ivan Idris
Book Image

NumPy Cookbook - Second Edition

By: Ivan Idris

Overview of this book

<p>NumPy has the ability to give you speed and high productivity. High performance calculations can be done easily with clean and efficient code, and it allows you to execute complex algebraic and mathematical computations in no time.</p> <p>This book will give you a solid foundation in NumPy arrays and universal functions. Starting with the installation and configuration of IPython, you'll learn about advanced indexing and array concepts along with commonly used yet effective functions. You will then cover practical concepts such as image processing, special arrays, and universal functions. You will also learn about plotting with Matplotlib and the related SciPy project with the help of examples. At the end of the book, you will study how to explore atmospheric pressure and its related techniques. By the time you finish this book, you'll be able to write clean and fast code with NumPy.</p>
Table of Contents (19 chapters)
NumPy Cookbook Second Edition
Credits
About the Author
About the Reviewers
www.PacktPub.com
Preface
Index

Resampling time series data


In this tutorial, you will learn how to resample time series with pandas.

How to do it...

We will download the daily price time series data for AAPL and resample it into monthly data by computing the mean. We will do this by creating a pandas DataFrame and calling its resample() method:

  1. Before we can create a pandas DataFrame, we need to create a DatetimeIndex object to pass to the DataFrame constructor. Create the index from the downloaded quotes data, as follows:

    dt_idx = pandas.DatetimeIndex(quotes.date)
  2. Once we have the date-time index, we use it together with the close prices to create a data frame:

    df = pandas.DataFrame (quotes.close, index=dt_idx, columns=[symbol])
  3. Resample the time series to monthly frequency by computing the mean:

    resampled = df.resample('M', how=numpy.mean)
    print(resampled)

    The resampled time series, as shown in the following lines, has one value for each month:

                      AAPL
    2011-01-31  336.932500
    2011-02-28  349.680526
    2011-03-31  346...