python绘制多条不同x轴曲线_Python样条曲线或其他在X轴上随时间变化的插值？

Trying to use the awfully useful pandas to deal with data as time series, I am now stumbling over the fact that there do not seem to exist libraries that can directly interpolate (with a spline or similar) over data that has DateTime as an x-axis? I always seem to be forced to convert first to some floating point number, like seconds since 1980 or something like that.

I was trying the following things so far, sorry for the weird formatting, I have this stuff only in the ipython notebook, and I can't copy cells from there:

from scipy.interpolate import InterpolatedUnivariateSpline as IUS

type(bb2temp): pandas.core.series.TimeSeries

s = IUS(bb2temp.index.to_pydatetime(), bb2temp, k=1)

---------------------------------------------------------------------------

TypeError Traceback (most recent call last)

in ()

----> 1 s = IUS(bb2temp.index.to_pydatetime(), bb2temp, k=1)

/Library/Frameworks/EPD64.framework/Versions/7.3/lib/python2.7/site-packages/scipy/interpolate/fitpack2.py in __init__(self, x, y, w, bbox, k)

335 #_data == x,y,w,xb,xe,k,s,n,t,c,fp,fpint,nrdata,ier

336 self._data = dfitpack.fpcurf0(x,y,k,w=w,

--> 337 xb=bbox[0],xe=bbox[1],s=0)

338 self._reset_class()

339

TypeError: float() argument must be a string or a number

By using bb2temp.index.values (that look like these:

array([1970-01-15 184:00:35.884999, 1970-01-15 184:00:58.668999,

1970-01-15 184:01:22.989999, 1970-01-15 184:01:45.774000,

1970-01-15 184:02:10.095000, 1970-01-15 184:02:32.878999,

1970-01-15 184:02:57.200000, 1970-01-15 184:03:19.984000,

) as x-argument, interestingly, the Spline class does create an interpolator, but it still breaks when trying to interpolate/extrapolate to a larger DateTimeIndex (which is my final goal here). Here is how that looks:

all_times = divcal.timed.index.levels[2] # part of a MultiIndex

all_times

[2009-07-20 00:00:00.045000, ..., 2009-07-20 00:30:00.018000]

Length: 14063, Freq: None, Timezone: None

s(all_times.values) # applying the above generated interpolator

---------------------------------------------------------------------------

TypeError Traceback (most recent call last)

in ()

----> 1 s(tall.values)

/Library/Frameworks/EPD64.framework/Versions/7.3/lib/python2.7/site-packages/scipy/interpolate/fitpack2.py in __call__(self, x, nu)

219 # return dfitpack.splev(*(self._eval_args+(x,)))

220 # return dfitpack.splder(nu=nu,*(self._eval_args+(x,)))

--> 221 return fitpack.splev(x, self._eval_args, der=nu)

222

223 def get_knots(self):

/Library/Frameworks/EPD64.framework/Versions/7.3/lib/python2.7/site-packages/scipy/interpolate/fitpack.py in splev(x, tck, der, ext)

546

547 x = myasarray(x)

--> 548 y, ier =_fitpack._spl_(x, der, t, c, k, ext)

549 if ier == 10:

550 raise ValueError("Invalid input data")

TypeError: array cannot be safely cast to required type

I tried to use s(all_times) and s(all_times.to_pydatetime()) as well, with the same TypeError: array cannot be safely cast to required type.

Am I, sadly, correct? Did everybody get used to convert times to floating points so much, that nobody thought it's a good idea that these interpolations should work automatically? (I would finally have found a super-useful project to contribute..) Or would you like to prove me wrong and earn some SO points? ;)

Edit: Warning: Check your pandas data for NaNs before you hand it to the interpolation routines. They will not complain about anything but just silently fail.

解决方案

The problem is that those fitpack routines that are used underneath require floats. So, at some point there has to be a conversion from datetime to floats. This conversion is easy. If bb2temp.index.values is your datetime array, just do:

In [1]: bb2temp.index.values.astype('d')

Out[1]:

array([ 1.22403588e+12, 1.22405867e+12, 1.22408299e+12,

1.22410577e+12, 1.22413010e+12, 1.22415288e+12,

1.22417720e+12, 1.22419998e+12])

You just need to pass that to your spline. And to convert the results back to datetime objects, you do results.astype('datetime64').