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 (pandas.Series, pandas.DataFrame) -- Original values to be used in generating the interpolation

  • target (pandas.DatetimeIndex, pandas.tseries.offsets.DateOffset, frequency string) --

    • If DatetimeIndex: the index onto which the interpolation is to be made

    • If DateOffset or frequency string: the frequency at which to resample and interpolate

  • max_timedelta (pandas.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%.

Return type:

pandas.Series or pandas.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.