How to join two dataframes for which column values are within a certain range?
Asked Answered
A

9

77

Given two dataframes df_1 and df_2, how to join them such that datetime column df_1 is in between start and end in dataframe df_2:

print df_1

  timestamp              A          B
0 2016-05-14 10:54:33    0.020228   0.026572
1 2016-05-14 10:54:34    0.057780   0.175499
2 2016-05-14 10:54:35    0.098808   0.620986
3 2016-05-14 10:54:36    0.158789   1.014819
4 2016-05-14 10:54:39    0.038129   2.384590


print df_2

  start                end                  event    
0 2016-05-14 10:54:31  2016-05-14 10:54:33  E1
1 2016-05-14 10:54:34  2016-05-14 10:54:37  E2
2 2016-05-14 10:54:38  2016-05-14 10:54:42  E3

Get corresponding event where df1.timestamp is between df_2.start and df2.end

  timestamp              A          B          event
0 2016-05-14 10:54:33    0.020228   0.026572   E1
1 2016-05-14 10:54:34    0.057780   0.175499   E2
2 2016-05-14 10:54:35    0.098808   0.620986   E2
3 2016-05-14 10:54:36    0.158789   1.014819   E2
4 2016-05-14 10:54:39    0.038129   2.384590   E3
Ashmead answered 2/10, 2017 at 12:48 Comment(3)
It is not so easy, I believe help this answers.Deliquesce
Take a look at this solution.Ithaman
What a bad duplicate label! The best solution is clearly the numpy approach posted here by @piRSquared : #44368172 It took me hours to find it.Melonie
H
73

One simple solution is create interval index from start and end setting closed = both then use get_loc to get the event i.e (Hope all the date times are in timestamps dtype )

df_2.index = pd.IntervalIndex.from_arrays(df_2['start'],df_2['end'],closed='both')
df_1['event'] = df_1['timestamp'].apply(lambda x : df_2.iloc[df_2.index.get_loc(x)]['event'])

Output :

            timestamp         A         B event
0 2016-05-14 10:54:33  0.020228  0.026572    E1
1 2016-05-14 10:54:34  0.057780  0.175499    E2
2 2016-05-14 10:54:35  0.098808  0.620986    E2
3 2016-05-14 10:54:36  0.158789  1.014819    E2
4 2016-05-14 10:54:39  0.038129  2.384590    E3
Heurlin answered 2/10, 2017 at 13:15 Comment(6)
I know it's been a while since you answered the question but maybe you can elaborate \ explain the second line in the code? I'm having a similar problem and do not know how to adjust it to my code. Thank youVivienviviene
@TaL, its just mapping the data. df_2.index.get_loc(x) basically will return the index of time x based on the upper and lower bound of interval index, that index is used to get the event from the table.Heurlin
@Bharath, I know we are going back on an old post. Question: what if we have multiple values for event. Can I use nunique() to count the number of events? I am unable to adjust the code based on your input. Any recommendations?Kermes
@JoeFerndz it's been a while, you can post a new question in SO explaining your requirements, this is an old answer there might be better approaches out there.Heurlin
As far as I can tell, this fails if some events are outside of the intervals. While the supplied code works on the example data, I don't think doesn't fully fulfil the question of how to join on a time range, as that question implies that the answer will work more similarly to how SQL will join using the between -keywordBirdlime
@Birdlime its been a while since I answered here mostly during early stages of my career, and there has to be better solution out there than this. Will certainly update this solution when I get time.Heurlin
R
25

First use IntervalIndex to create a reference index based on the interval of interest, then use get_indexer to slice the dataframe which contains the discrete events of interest.

idx = pd.IntervalIndex.from_arrays(df_2['start'], df_2['end'], closed='both')
event = df_2.iloc[idx.get_indexer(df_1.timestamp), 'event']

event
0    E1
1    E2
1    E2
1    E2
2    E3
Name: event, dtype: object

df_1['event'] = event.to_numpy()
df_1
            timestamp         A         B event
0 2016-05-14 10:54:33  0.020228  0.026572    E1
1 2016-05-14 10:54:34  0.057780  0.175499    E2
2 2016-05-14 10:54:35  0.098808  0.620986    E2
3 2016-05-14 10:54:36  0.158789  1.014819    E2
4 2016-05-14 10:54:39  0.038129  2.384590    E3

Reference: A question on IntervalIndex.get_indexer.

Richelle answered 2/10, 2017 at 13:24 Comment(1)
this works great, if the intervals do not overlap, else you might have to revert to Bharath's solutionCollapse
W
17

You can use the module pandasql

import pandasql as ps

sqlcode = '''
select df_1.timestamp
,df_1.A
,df_1.B
,df_2.event
from df_1 
inner join df_2 
on d1.timestamp between df_2.start and df2.end
'''

newdf = ps.sqldf(sqlcode,locals())
Worthy answered 13/2, 2018 at 19:50 Comment(3)
I didn't know this was an option, thank you! It solved my problemRansome
It's very slow.Consignee
this thread demos the join using only pandas and sqliteLovelady
G
15

Option 1

idx = pd.IntervalIndex.from_arrays(df_2['start'], df_2['end'], closed='both')
df_2.index=idx
df_1['event']=df_2.loc[df_1.timestamp,'event'].values

Option 2

df_2['timestamp']=df_2['end']
pd.merge_asof(df_1,df_2[['timestamp','event']],on='timestamp',direction ='forward',allow_exact_matches =True)
Out[405]: 
            timestamp         A         B event
0 2016-05-14 10:54:33  0.020228  0.026572    E1
1 2016-05-14 10:54:34  0.057780  0.175499    E2
2 2016-05-14 10:54:35  0.098808  0.620986    E2
3 2016-05-14 10:54:36  0.158789  1.014819    E2
4 2016-05-14 10:54:39  0.038129  2.384590    E3
Grievance answered 2/10, 2017 at 14:54 Comment(0)
O
6

In this method, we assume TimeStamp objects are used.

df2  start                end                  event    
   0 2016-05-14 10:54:31  2016-05-14 10:54:33  E1
   1 2016-05-14 10:54:34  2016-05-14 10:54:37  E2
   2 2016-05-14 10:54:38  2016-05-14 10:54:42  E3

event_num = len(df2.event)

def get_event(t):    
    event_idx = ((t >= df2.start) & (t <= df2.end)).dot(np.arange(event_num))
    return df2.event[event_idx]

df1["event"] = df1.timestamp.transform(get_event)

Explanation of get_event

For each timestamp in df1, say t0 = 2016-05-14 10:54:33,

(t0 >= df2.start) & (t0 <= df2.end) will contain 1 true. (See example 1). Then, take a dot product with np.arange(event_num) to get the index of the event that a t0 belongs to.

Examples:

Example 1

    t0 >= df2.start    t0 <= df2.end     After &     np.arange(3)    
0     True                True         ->  T              0        event_idx
1    False                True         ->  F              1     ->     0
2    False                True         ->  F              2

Take t2 = 2016-05-14 10:54:35 for another example

    t2 >= df2.start    t2 <= df2.end     After &     np.arange(3)    
0     True                False        ->  F              0        event_idx
1     True                True         ->  T              1     ->     1
2    False                True         ->  F              2

We finally use transform to transform each timestamp into an event.

Ormand answered 7/1, 2018 at 21:19 Comment(0)
G
4

You can make pandas index alignment work for you by the expedient of setting df_1's index to the timestamp field

import pandas as pd

df_1 = pd.DataFrame(
    columns=["timestamp", "A", "B"],
    data=[
        (pd.Timestamp("2016-05-14 10:54:33"), 0.020228, 0.026572),
        (pd.Timestamp("2016-05-14 10:54:34"), 0.057780, 0.175499),
        (pd.Timestamp("2016-05-14 10:54:35"), 0.098808, 0.620986),
        (pd.Timestamp("2016-05-14 10:54:36"), 0.158789, 1.014819),
        (pd.Timestamp("2016-05-14 10:54:39"), 0.038129, 2.384590),
    ],
)
df_2 = pd.DataFrame(
    columns=["start", "end", "event"],
    data=[
        (
            pd.Timestamp("2016-05-14 10:54:31"),
            pd.Timestamp("2016-05-14 10:54:33"),
            "E1",
        ),
        (
            pd.Timestamp("2016-05-14 10:54:34"),
            pd.Timestamp("2016-05-14 10:54:37"),
            "E2",
        ),
        (
            pd.Timestamp("2016-05-14 10:54:38"),
            pd.Timestamp("2016-05-14 10:54:42"),
            "E3",
        ),
    ],
)
df_2.index = pd.IntervalIndex.from_arrays(df_2["start"], df_2["end"], closed="both")

Just set df_1["event"] to df_2["event"]

df_1["event"] = df_2["event"]

and voila

df_1["event"]

timestamp
2016-05-14 10:54:33    E1
2016-05-14 10:54:34    E2
2016-05-14 10:54:35    E2
2016-05-14 10:54:36    E2
2016-05-14 10:54:39    E3
Name: event, dtype: object
Gupta answered 10/9, 2021 at 4:14 Comment(3)
I think this is a better answer than the current accepted. The code is shorter and it works even if some of the timestamps are not inside the timeintervals. This method also works using the assign-method, e.g. df_1.assign(events = df_2['event'])Birdlime
I tried your solution, but I only get NA values instead of the events.Mythology
@Mythology if works if you set the index of df_1 to its "timestamp" columnButterbur
C
2

One option is with the conditional_join from pyjanitor:

# pip install pyjanitor
import pandas as pd
import janitor

(df_1                         
.conditional_join(
          df_2, 
          # variable arguments
          # tuple is of the form:
          # col_from_left_df, col_from_right_df, comparator
          ('timestamp', 'start', '>='), 
          ('timestamp', 'end', '<='),
          how = 'inner')
.drop(columns=['start', 'end'])
)

            timestamp         A         B event
0 2016-05-14 10:54:33  0.020228  0.026572    E1
1 2016-05-14 10:54:34  0.057780  0.175499    E2
2 2016-05-14 10:54:35  0.098808  0.620986    E2
3 2016-05-14 10:54:36  0.158789  1.014819    E2
4 2016-05-14 10:54:39  0.038129  2.384590    E3

You can decide the join type => left, right, or inner, with the how parameter.

Collapse answered 17/2, 2022 at 23:48 Comment(0)
B
0

In the solution by firelynx here on StackOverflow, that suggests that Polymorphism does not work. I have to agree with firelynx (after extensive testing). However, combining that idea of Polymorphism with the numpy broadcasting solution of piRSquared, it can work!

The only problem is that in the end, under the hood, the numpy broadcasting does actually do some sort of cross-join where we filter all elements that are equal, giving an O(n1*n2) memory and O(n1*n2) performance hit. Probably, there is someone who can make this more efficient in a generic sense.

The reason I post here is that the question of the solution by firelynx is closed as a duplicate of this question, where I tend to disagree. Because this question and the answers therein do not give a solution when you have multiple points belonging to multiple intervals, but only for one point belonging to multiple intervals. The solution I propose below, does take care of these n-m relations.

Basically, create the two following classes PointInTime and Timespan for the Polymorphism.

from datetime import datetime

class PointInTime(object):
    doPrint = True
    def __init__(self, year, month, day):
        self.dt = datetime(year, month, day)

    def __eq__(self, other):
        if isinstance(other, self.__class__):
            r = (self.dt == other.dt)
            if self.doPrint:
                print(f'{self.__class__}: comparing {self} to {other} (equals) gives {r}')
            return (r)
        elif isinstance(other, Timespan):
            r = (other.start_date < self.dt < other.end_date)
            if self.doPrint:
                print(f'{self.__class__}: comparing {self} to {other} (Timespan in PointInTime) gives {r}')
            return (r)
        else:
            if self.doPrint:
                print(f'Not implemented... (PointInTime)')
            return NotImplemented

    def __repr__(self):
        return "{}-{}-{}".format(self.dt.year, self.dt.month, self.dt.day)

class Timespan(object):
    doPrint = True
    def __init__(self, start_date, end_date):
        self.start_date = start_date
        self.end_date   = end_date

    def __eq__(self, other):
        if isinstance(other, self.__class__):
            r = ((self.start_date == other.start_date) and (self.end_date == other.end_date))
            if self.doPrint:
                print(f'{self.__class__}: comparing {self} to {other} (equals) gives {r}')
            return (r)
        elif isinstance (other, PointInTime):
            r = self.start_date < other.dt < self.end_date
            if self.doPrint:
                print(f'{self.__class__}: comparing {self} to {other} (PointInTime in Timespan) gives {r}')
            return (r)
        else:
            if self.doPrint:
                print(f'Not implemented... (Timespan)')
            return NotImplemented

    def __repr__(self):
        return "{}-{}-{} -> {}-{}-{}".format(self.start_date.year, self.start_date.month, self.start_date.day, self.end_date.year, self.end_date.month, self.end_date.day)

BTW, if you wish to not use ==, but other operators (such as !=, <, >, <=, >=) you can create the respective function for them (__ne__, __lt__, __gt__, __le__, __ge__).

The way you can use this in combination with the broadcasting is as follows.

import pandas as pd
import numpy as np

df1 = pd.DataFrame({"pit":[(x) for x in [PointInTime(2015,1,1), PointInTime(2015,2,2), PointInTime(2015,3,3), PointInTime(2015,4,4)]], 'vals1':[1,2,3,4]})
df2 = pd.DataFrame({"ts":[(x) for x in [Timespan(datetime(2015,2,1), datetime(2015,2,5)), Timespan(datetime(2015,2,1), datetime(2015,4,1)), Timespan(datetime(2015,2,1), datetime(2015,2,5))]], 'vals2' : ['a', 'b', 'c']})
a = df1['pit'].values
b = df2['ts'].values
i, j = np.where((a[:,None] == b))

res = pd.DataFrame(
    np.column_stack([df1.values[i], df2.values[j]]),
    columns=df1.columns.append(df2.columns)
)
print(df1)
print(df2)
print(res)

This gives the output as expected.

<class '__main__.PointInTime'>: comparing 2015-1-1 to 2015-2-1 -> 2015-2-5 (Timespan in PointInTime) gives False
<class '__main__.PointInTime'>: comparing 2015-1-1 to 2015-2-1 -> 2015-4-1 (Timespan in PointInTime) gives False
<class '__main__.PointInTime'>: comparing 2015-1-1 to 2015-2-1 -> 2015-2-5 (Timespan in PointInTime) gives False
<class '__main__.PointInTime'>: comparing 2015-2-2 to 2015-2-1 -> 2015-2-5 (Timespan in PointInTime) gives True
<class '__main__.PointInTime'>: comparing 2015-2-2 to 2015-2-1 -> 2015-4-1 (Timespan in PointInTime) gives True
<class '__main__.PointInTime'>: comparing 2015-2-2 to 2015-2-1 -> 2015-2-5 (Timespan in PointInTime) gives True
<class '__main__.PointInTime'>: comparing 2015-3-3 to 2015-2-1 -> 2015-2-5 (Timespan in PointInTime) gives False
<class '__main__.PointInTime'>: comparing 2015-3-3 to 2015-2-1 -> 2015-4-1 (Timespan in PointInTime) gives True
<class '__main__.PointInTime'>: comparing 2015-3-3 to 2015-2-1 -> 2015-2-5 (Timespan in PointInTime) gives False
<class '__main__.PointInTime'>: comparing 2015-4-4 to 2015-2-1 -> 2015-2-5 (Timespan in PointInTime) gives False
<class '__main__.PointInTime'>: comparing 2015-4-4 to 2015-2-1 -> 2015-4-1 (Timespan in PointInTime) gives False
<class '__main__.PointInTime'>: comparing 2015-4-4 to 2015-2-1 -> 2015-2-5 (Timespan in PointInTime) gives False
        pit  vals1
0  2015-1-1      1
1  2015-2-2      2
2  2015-3-3      3
3  2015-4-4      4
                     ts vals2
0  2015-2-1 -> 2015-2-5     a
1  2015-2-1 -> 2015-4-1     b
2  2015-2-1 -> 2015-2-5     c
        pit vals1                    ts vals2
0  2015-2-2     2  2015-2-1 -> 2015-2-5     a
1  2015-2-2     2  2015-2-1 -> 2015-4-1     b
2  2015-2-2     2  2015-2-1 -> 2015-2-5     c
3  2015-3-3     3  2015-2-1 -> 2015-4-1     b

Probably the overhead of having the classes might have an additional performance loss compared to basic Python types, but I have not looked into that.

The above is how we create the "inner" join. It should be straightforward to create the "(outer) left", "(outer) right" and "(full) outer" joins.

Beyrouth answered 22/6, 2021 at 9:38 Comment(0)
T
0

If the timespans in df_2 are not overlapping, you can use numpy broadcasting to compare the timestamp with all of the timespans and determine which timespan it falls between. Then use argmax to figure out which 'Event' to assign (since there can only be at most 1 with non-overlapping timespans).

The where condition is used to NaN any that could have fallen outside of all timespans (since argmax won't deal with this properly)

import numpy as np

m = ((df_1['timestamp'].to_numpy() >= df_2['start'].to_numpy()[:, None])
      & (df_1['timestamp'].to_numpy() <= df_2['end'].to_numpy()[:, None]))

df_1['Event'] = df_2['event'].take(np.argmax(m, axis=0)).where(m.sum(axis=0) > 0)

print(df_1)
            timestamp         A         B Event
0 2016-05-14 10:54:33  0.020228  0.026572    E1
1 2016-05-14 10:54:34  0.057780  0.175499    E2
2 2016-05-14 10:54:35  0.098808  0.620986    E2
3 2016-05-14 10:54:36  0.158789  1.014819    E2
4 2016-05-14 10:54:39  0.038129  2.384590    E3
Thermography answered 11/2, 2022 at 15:3 Comment(0)

© 2022 - 2024 — McMap. All rights reserved.