rdtools.normalization.interpolate

rdtools.normalization.interpolate(time_series, target, max_timedelta=None, warning_threshold=0.1)

Returns an interpolation of time_series, excluding times associated with gaps in each column of time_series longer than max_timedelta; NaNs are returned within those gaps.

Parameters:

• time_series (pd.Series, pd.DataFrame) -- Original values to be used in generating the interpolation
• target (pd.DatetimeIndex, DatetimeOffset, or frequency string) --
  • If DatetimeIndex: the index onto which the interpolation is to be made
  • If DatetimeOffset or frequency string: the frequency at which to resample and interpolate
• max_timedelta (pd.Timedelta, default None) -- The maximum allowed gap between values in time_series. Times associated with gaps longer than max_timedelta are excluded from the output. If omitted, max_timedelta is set internally to two times the median time delta in time_series.
• warning_threshold (float, default 0.1) -- The fraction of data exclusion above which a warning is raised. With the default value of 0.1, a warning will be raised if the fraction of data excluded because of data gaps longer than max_timedelta is above than 10%.

Returns:

Return type:

pd.Series or pd.DataFrame (matching type of time_series) with DatetimeIndex

Note

Timezone information in the DatetimeIndexes is handled automatically, however both time_series and target should be time zone aware or they should both be time zone naive.