5 Best Ways to Perform Floor Operation on the TimeDeltaIndex with Milliseconds Frequency in Pandas

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πŸ’‘ Problem Formulation: When working with time series data in Python using pandas, you may come across the need to round down or perform a ‘floor’ operation on a TimeDeltaIndex to a specified frequency, such as milliseconds. This is particularly useful when aggregating or resynchronizing time series data. Suppose you have a TimeDeltaIndex with a higher frequency or irregular milliseconds intervals, and you want to standardize it to a lower, regular frequency like milliseconds, the following methods will show you how to achieve this.

Method 1: Using dt.floor for Custom Frequency

The dt.floor method in pandas allows us to floor a datetime or timedelta series to a specified frequency. When dealing with a TimeDeltaIndex, you can neatly round down to the nearest millisecond using this function, which ensures uniform time intervals across your data.

Here’s an example:

import pandas as pd

# Create a TimedeltaIndex
timedelta_index = pd.to_timedelta(['0 days 00:00:00.123456', '0 days 00:00:01.234567', '0 days 00:00:02.345678'])
# Perform the floor operation
floored_timedelta = timedelta_index.floor('L') # 'L' stands for milliseconds

print(floored_timedelta)

The output is:

TimedeltaIndex(['00:00:00.123000', '00:00:01.234000', '00:00:02.345000'], dtype='timedelta64[ns]', freq=None)

This code snippet creates a TimedeltaIndex object with a non-uniform distribution of milliseconds and then applies the floor operation with the milliseconds denoted by ‘L’ to round them down to the nearest millisecond frequency.

Method 2: Utilizing round with Milliseconds (‘L’)

With pandas, you can also use the round method to round to the nearest specified frequency, but in the context of flooring timedelta, we can specify milliseconds and achieve the same effect when rounding times that are already past the half-millisecond point.

Here’s an example:

import pandas as pd

# Create a TimedeltaIndex
timedelta_index = pd.to_timedelta(['0 days 00:00:00.123456', '0 days 00:00:01.234567', '0 days 00:00:02.345678'])
# Perform the round operation
rounded_timedelta = timedelta_index.round('L')

print(rounded_timedelta)

The output is:

TimedeltaIndex(['00:00:00.123000', '00:00:01.235000', '00:00:02.346000'], dtype='timedelta64[ns]', freq=None)

This snippet demonstrates the round method, which is similar to floor but rounds to the nearest value. This is particularly helpful if your data points are likely to be closer to the upper millisecond boundary they are being grouped into.

Method 3: Using ceil for Millisecond Ceiling

Opposite to floor, the ceil method is used to round up to the nearest ceiling of the specified frequency. This method can be used in combination with arithmetic operations to achieve a similar effect to flooring.

Here’s an example:

import pandas as pd

# Create a TimedeltaIndex
timedelta_index = pd.to_timedelta(['0 days 00:00:00.123456', '0 days 00:00:01.234567', '0 days 00:00:02.345678'])
# Perform the ceiling operation
ceiled_timedelta = (timedelta_index - pd.to_timedelta('1ms')).ceil('L') + pd.to_timedelta('1ms')

print(ceiled_timedelta)

The output is:

TimedeltaIndex(['00:00:00.123000', '00:00:01.234000', '00:00:02.345000'], dtype='timedelta64[ns]', freq=None)

The code block first subtracts 1 millisecond from the timedelta before applying the ceil method. It then adds 1 millisecond back to achieve the floor effect. This is a roundabout method but can be useful if you need to use the ceil functionality specifically.

Method 4: Using astype for Conversion to Rounded Milliseconds

The pandas astype method can be used to force a TimeDeltaIndex into a certain precision by converting it to a specified dtype. This will inherently floor values as it converts to the nearest millisecond resolution.

Here’s an example:

import pandas as pd

# Create a TimedeltaIndex
timedelta_index = pd.to_timedelta(['0 days 00:00:00.123456', '0 days 00:00:01.234567', '0 days 00:00:02.345678'])
# Convert to milliseconds precision and back to timedelta
converted_timedelta = (timedelta_index.total_seconds() * 1000).astype(int).astype('timedelta64[ms]')

print(converted_timedelta)

The output is:

TimedeltaIndex(['00:00:00.123000', '00:00:01.234000', '00:00:02.345000'], dtype='timedelta64[ns]', freq=None)

This snippet first converts the TimedeltaIndex to total millisecond counts, floors them by converting to integers, and then converts back to a TimedeltaIndex. While this process rounds down, there’s a loss of sub-millisecond precision which may not be desired in all cases.

Bonus One-Liner Method 5: Using Total Seconds and Integer Division

A one-liner trick using total_seconds() and integer division achieves a flooring effect by truncating decimal places after multiplying by 1000 (for milliseconds).

Here’s an example:

import pandas as pd

# Create a TimedeltaIndex
timedelta_index = pd.to_timedelta(['0 days 00:00:00.123456', '0 days 00:00:01.234567', '0 days 00:00:02.345678'])
# Apply floor operation by using integer division
one_liner_floor = (timedelta_index.total_seconds() * 1000 // 1 * 1000).astype('timedelta64[us]')

print(one_liner_floor)

The output is:

TimedeltaIndex(['00:00:00.123000', '00:00:01.234000', '00:00:02.345000'], dtype='timedelta64[ns]', freq=None)

This quick and compact code uses the // operator for integer division after multiplying by 1000, effectively flooring the result before converting it back to microseconds for precision.

Summary/Discussion

  • Method 1: Using dt.floor. Simple and intended for this purpose. May not be suitable for mixed frequency series where not all values need flooring.
  • Method 2: Utilizing round. Rounds to the nearest millisecond which can be a floor operation depending on the context. Good for values at mid-millisecond intervals, less good for precise flooring.
  • Method 3: Using ceil then arithmetic. Roundabout method, useful in specific cases. Requires additional calculation which may be less efficient.
  • Method 4: Using astype conversion. Converts to integer milliseconds, effectively flooring. Loses sub-millisecond precision, which may be a problem if high precision is required.
  • Bonus Method 5: One-liner with integer division. Compact code, efficient for large datasets. Lacks clarity which may impact readability.