也许尝试区分时间索引并使用模式(或最小差异)作为频率.
import pandas as pd
import numpy as np
simulate some data
===================================
np.random.seed(0)
dt_rng = pd.date_range(‘2015-03-02 00:00:00’, ‘2015-07-19 23:00:00′, freq=’H’)
dt_idx = pd.DatetimeIndex(np.random.choice(dt_rng, size=2000, replace=False))
df = pd.DataFrame(np.random.randn(2000), index=dt_idx, columns=[‘col’]).sort_index()
col
2015-03-02 01:00:00 2.0261
2015-03-02 04:00:00 1.3325
2015-03-02 05:00:00 -0.9867
2015-03-02 06:00:00 -0.0671
2015-03-02 08:00:00 -1.1131
2015-03-02 09:00:00 0.0494
2015-03-02 10:00:00 -0.8130
2015-03-02 11:00:00 1.8453
… …
2015-07-19 13:00:00 -0.4228
2015-07-19 14:00:00 1.1962
2015-07-19 15:00:00 1.1430
2015-07-19 16:00:00 -1.0080
2015-07-19 18:00:00 0.4009
2015-07-19 19:00:00 -1.8434
2015-07-19 20:00:00 0.5049
2015-07-19 23:00:00 -0.5349
[2000 rows x 1 columns]
processing
==================================
the gap distribution
res = (pd.Series(df.index[1:]) – pd.Series(df.index[:-1])).value_counts()
01:00:00 1181
02:00:00 499
03:00:00 180
04:00:00 93
05:00:00 24
06:00:00 10
07:00:00 9
08:00:00 3
dtype: int64
the mode can be considered as frequency
res.index[0] # output: Timedelta(‘0 days 01:00:00’)
or maybe the smallest difference
res.index.min() # output: Timedelta(‘0 days 01:00:00’)
get full datetime rng
full_rng = pd.date_range(df.index[0], df.index[-1], freq=res.index[0])
full_rng
DatetimeIndex([‘2015-03-02 01:00:00’, ‘2015-03-02 02:00:00’,
‘2015-03-02 03:00:00’, ‘2015-03-02 04:00:00’,
‘2015-03-02 05:00:00’, ‘2015-03-02 06:00:00’,
‘2015-03-02 07:00:00’, ‘2015-03-02 08:00:00’,
‘2015-03-02 09:00:00’, ‘2015-03-02 10:00:00’,
…
‘2015-07-19 14:00:00’, ‘2015-07-19 15:00:00’,
‘2015-07-19 16:00:00’, ‘2015-07-19 17:00:00’,
‘2015-07-19 18:00:00’, ‘2015-07-19 19:00:00’,
‘2015-07-19 20:00:00’, ‘2015-07-19 21:00:00’,
‘2015-07-19 22:00:00’, ‘2015-07-19 23:00:00’],
dtype=’datetime64[ns]’, length=3359, freq=’H’, tz=None)
Original: https://blog.csdn.net/weixin_36280648/article/details/114914290
Author: 上已酒
Title: python 时间序列突变检测_Python Pandas：检测时间序列的频率
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