determine the coordinates where two pandas time series cross, and how many times the time series cross

Question

If I were to graph two time series, let's say they both have an upward positive trend from left to right, is there anyway to use pandas to find where the two lines intersect and how often?

For example:

How often do the two time series intersect: 1

What are the coordinates of the intersecting points: approx x-axis: 1955 y-axis: 7

Swihart

Did you find a solution? – Archives

Answer 1

Here is a quick try using pandas.

import pandas as pd
import numpy as np

df = pd.DataFrame({"A":[1,2,3,4,5], "B":[0.5,3,1,1,6]})
print df

Which gives

   A    B
0  1  0.5
1  2  3.0
2  3  1.0
3  4  1.0
4  5  6.0

Then use the difference

df['difference'] = df.A - df.B

df['cross'] = np.sign(df.difference.shift(1))!=np.sign(df.difference)
np.sum(df.cross)-1

You need the -1 for the first row in which the shift(1) will return NaN

Allistir