操作具有不同索引的頻率

Question

我有每小時數據幀如DF1：

    v1 v2 
date 
2015-01-01 0  20 25 
2015-01-01 1  30 35 
. 
. 
2015-02-01 0  45 55 
2015-02-01 1  22 32 

和我有一個monthy datarfame如DF2：

    v1  
date 
2015-01-01   10  
2015-02-01   20 

我想。減去從DF2 df1基於月度值，結果應該是與df1具有相同粒度的數據幀，例如：

    v1 v2 
date 
2015-01-01 0  10 15 
2015-01-01 1  20 25 
. 
. 
2015-02-01 0  25 35 
2015-02-01 1  2 12 

預先感謝您的幫助。

Answer 1

我合併dataframes，使加減使用StringIO的複製到數據幀

import pandas as pd 
from StringIO import StringIO 

# create example data 

d1 = '''date  v1 v2 
2015-01-01 0  20 25 
2015-01-01 1  30 35 
2015-02-01 0  45 55 
2015-02-01 1  22 32''' 

d2 = '''date  v1  
2015-01-01   10  
2015-02-01   20''' 

df1 = pd.DataFrame.from_csv(StringIO(d1), sep='\s{2,}', parse_dates='date') 
df1.index = pd.to_datetime(df1.index, format='%Y-%m-%d %H') 

df2 = pd.DataFrame.from_csv(StringIO(d2), sep='\s+', parse_dates='date') 

# start 

df1['datetime'] = df1.index # to keep index in that column during merging 

print '\n--- merge ---\n' 

df = pd.merge(df1, df2, left_on=df1.index.date, right_on=df2.index.date) 

print df 

print '\n--- substract ---\n' 

df['v1_x'] = df['v1_x'] - df['v1_y'] 
df['v2'] = df['v2'] - df['v1_y'] 

print df 

結果

--- merge --- 

     key_0 v1_x v2   datetime v1_y 
0 2015-01-01 20 25 2015-01-01 00:00:00 10 
1 2015-01-01 30 35 2015-01-01 01:00:00 10 
2 2015-02-01 45 55 2015-02-01 00:00:00 20 
3 2015-02-01 22 32 2015-02-01 01:00:00 20 

--- substract --- 

     key_0 v1_x v2   datetime v1_y 
0 2015-01-01 10 15 2015-01-01 00:00:00 10 
1 2015-01-01 20 25 2015-01-01 01:00:00 10 
2 2015-02-01 25 35 2015-02-01 00:00:00 20 
3 2015-02-01  2 12 2015-02-01 01:00:00 20