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Apprendre Interpolation Techniques | Section
Mastering Time Series Fundamentals
Section 1. Chapitre 8
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bookInterpolation Techniques

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import pandas as pd import numpy as np # Create a time series with missing values dates = pd.date_range("2023-01-01", periods=8, freq="D") data = [1.0, np.nan, 3.0, np.nan, np.nan, 6.0, 7.0, np.nan] ts = pd.Series(data, index=dates) print("Original time series with missing values:") print(ts) # Linear interpolation ts_linear = ts.interpolate(method="linear") print("\nAfter linear interpolation:") print(ts_linear) # Time-based interpolation ts_time = ts.interpolate(method="time") print("\nAfter time-based interpolation:") print(ts_time)
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When working with time series data, missing values are common and can disrupt analysis. Interpolation is a technique to estimate these missing values based on the available data. The pandas library offers several interpolation methods through the interpolate method, each suited for different scenarios.

Linear interpolation is the most straightforward approach. It fills missing values by drawing a straight line between known points, making it appropriate when you expect changes between data points to be steady and gradual. This method is typically used for numeric time series where values change at a constant rate.

Time-based interpolation is similar but considers the actual time differences between data points. This is especially useful if your data has irregular time intervals or if the index is a DatetimeIndex. It estimates missing values by weighting them according to the distance in time, which can provide more accurate results when timestamps are unevenly spaced.

Other interpolation methods available in pandas include:

  • Polynomial interpolation (method="polynomial"): Fits a polynomial curve to the data. Use this when you expect non-linear trends, but be cautious as higher-order polynomials can introduce artifacts;
  • Spline interpolation (method="spline"): Fits a spline (piecewise polynomial) to the data. This method is helpful for smoother curves;
  • Pad/ffill and backfill/bfill: These methods propagate the last valid observation forward or backward, respectively, and are best when missing values should simply repeat the previous or next value.

Choosing the right interpolation method depends on the nature of your data and the assumptions you can make about how values change over time. For most numeric time series with regularly spaced timestamps, linear interpolation is often sufficient. When working with irregular time intervals, time-based interpolation may provide better estimates.

Tâche

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Fill in the missing values of a time series using linear interpolation.

  • Use the interpolate method with the linear option on the input series.
  • Return the resulting series with missing values filled using linear interpolation.

Solution

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