Working with missing data

In this section, we will discuss missing (also referred to as NA) values in pandas.

::: tip Note

The choice of using NaN internally to denote missing data was largely for simplicity and performance reasons. It differs from the MaskedArray approach of, for example, scikits.timeseries. We are hopeful that NumPy will soon be able to provide a native NA type solution (similar to R) performant enough to be used in pandas.

:::

See the cookbook for some advanced strategies.

Values considered “missing”

As data comes in many shapes and forms, pandas aims to be flexible with regard to handling missing data. While NaN is the default missing value marker for reasons of computational speed and convenience, we need to be able to easily detect this value with data of different types: floating point, integer, boolean, and general object. In many cases, however, the Python None will arise and we wish to also consider that “missing” or “not available” or “NA”.

::: tip Note

If you want to consider inf and -inf to be “NA” in computations, you can set pandas.options.mode.use_inf_as_na = True.

:::

  1. In [1]: df = pd.DataFrame(np.random.randn(5, 3), index=['a', 'c', 'e', 'f', 'h'],
  2. ...: columns=['one', 'two', 'three'])
  3. ...:
  4. In [2]: df['four'] = 'bar'
  5. In [3]: df['five'] = df['one'] > 0
  6. In [4]: df
  7. Out[4]:
  8. one two three four five
  9. a 0.469112 -0.282863 -1.509059 bar True
  10. c -1.135632 1.212112 -0.173215 bar False
  11. e 0.119209 -1.044236 -0.861849 bar True
  12. f -2.104569 -0.494929 1.071804 bar False
  13. h 0.721555 -0.706771 -1.039575 bar True
  14. In [5]: df2 = df.reindex(['a', 'b', 'c', 'd', 'e', 'f', 'g', 'h'])
  15. In [6]: df2
  16. Out[6]:
  17. one two three four five
  18. a 0.469112 -0.282863 -1.509059 bar True
  19. b NaN NaN NaN NaN NaN
  20. c -1.135632 1.212112 -0.173215 bar False
  21. d NaN NaN NaN NaN NaN
  22. e 0.119209 -1.044236 -0.861849 bar True
  23. f -2.104569 -0.494929 1.071804 bar False
  24. g NaN NaN NaN NaN NaN
  25. h 0.721555 -0.706771 -1.039575 bar True

To make detecting missing values easier (and across different array dtypes), pandas provides the isna() and notna() functions, which are also methods on Series and DataFrame objects:

  1. In [7]: df2['one']
  2. Out[7]:
  3. a 0.469112
  4. b NaN
  5. c -1.135632
  6. d NaN
  7. e 0.119209
  8. f -2.104569
  9. g NaN
  10. h 0.721555
  11. Name: one, dtype: float64
  12. In [8]: pd.isna(df2['one'])
  13. Out[8]:
  14. a False
  15. b True
  16. c False
  17. d True
  18. e False
  19. f False
  20. g True
  21. h False
  22. Name: one, dtype: bool
  23. In [9]: df2['four'].notna()
  24. Out[9]:
  25. a True
  26. b False
  27. c True
  28. d False
  29. e True
  30. f True
  31. g False
  32. h True
  33. Name: four, dtype: bool
  34. In [10]: df2.isna()
  35. Out[10]:
  36. one two three four five
  37. a False False False False False
  38. b True True True True True
  39. c False False False False False
  40. d True True True True True
  41. e False False False False False
  42. f False False False False False
  43. g True True True True True
  44. h False False False False False

::: danger Warning

One has to be mindful that in Python (and NumPy), the nan's don’t compare equal, but None's do. Note that pandas/NumPy uses the fact that np.nan != np.nan, and treats None like np.nan.

  1. In [11]: None == None # noqa: E711
  2. Out[11]: True
  3. In [12]: np.nan == np.nan
  4. Out[12]: False

So as compared to above, a scalar equality comparison versus a None/np.nan doesn’t provide useful information.

  1. In [13]: df2['one'] == np.nan
  2. Out[13]:
  3. a False
  4. b False
  5. c False
  6. d False
  7. e False
  8. f False
  9. g False
  10. h False
  11. Name: one, dtype: bool

:::

Integer dtypes and missing data

Because NaN is a float, a column of integers with even one missing values is cast to floating-point dtype (see Support for integer NA for more). Pandas provides a nullable integer array, which can be used by explicitly requesting the dtype:

  1. In [14]: pd.Series([1, 2, np.nan, 4], dtype=pd.Int64Dtype())
  2. Out[14]:
  3. 0 1
  4. 1 2
  5. 2 NaN
  6. 3 4
  7. dtype: Int64

Alternatively, the string alias dtype='Int64' (note the capital "I") can be used.

See Nullable integer data type for more.

Datetimes

For datetime64[ns] types, NaT represents missing values. This is a pseudo-native sentinel value that can be represented by NumPy in a singular dtype (datetime64[ns]). pandas objects provide compatibility between NaT and NaN.

  1. In [15]: df2 = df.copy()
  2. In [16]: df2['timestamp'] = pd.Timestamp('20120101')
  3. In [17]: df2
  4. Out[17]:
  5. one two three four five timestamp
  6. a 0.469112 -0.282863 -1.509059 bar True 2012-01-01
  7. c -1.135632 1.212112 -0.173215 bar False 2012-01-01
  8. e 0.119209 -1.044236 -0.861849 bar True 2012-01-01
  9. f -2.104569 -0.494929 1.071804 bar False 2012-01-01
  10. h 0.721555 -0.706771 -1.039575 bar True 2012-01-01
  11. In [18]: df2.loc[['a', 'c', 'h'], ['one', 'timestamp']] = np.nan
  12. In [19]: df2
  13. Out[19]:
  14. one two three four five timestamp
  15. a NaN -0.282863 -1.509059 bar True NaT
  16. c NaN 1.212112 -0.173215 bar False NaT
  17. e 0.119209 -1.044236 -0.861849 bar True 2012-01-01
  18. f -2.104569 -0.494929 1.071804 bar False 2012-01-01
  19. h NaN -0.706771 -1.039575 bar True NaT
  20. In [20]: df2.dtypes.value_counts()
  21. Out[20]:
  22. float64 3
  23. bool 1
  24. datetime64[ns] 1
  25. object 1
  26. dtype: int64

Inserting missing data

You can insert missing values by simply assigning to containers. The actual missing value used will be chosen based on the dtype.

For example, numeric containers will always use NaN regardless of the missing value type chosen:

  1. In [21]: s = pd.Series([1, 2, 3])
  2. In [22]: s.loc[0] = None
  3. In [23]: s
  4. Out[23]:
  5. 0 NaN
  6. 1 2.0
  7. 2 3.0
  8. dtype: float64

Likewise, datetime containers will always use NaT.

For object containers, pandas will use the value given:

  1. In [24]: s = pd.Series(["a", "b", "c"])
  2. In [25]: s.loc[0] = None
  3. In [26]: s.loc[1] = np.nan
  4. In [27]: s
  5. Out[27]:
  6. 0 None
  7. 1 NaN
  8. 2 c
  9. dtype: object

Calculations with missing data

Missing values propagate naturally through arithmetic operations between pandas objects.

  1. In [28]: a
  2. Out[28]:
  3. one two
  4. a NaN -0.282863
  5. c NaN 1.212112
  6. e 0.119209 -1.044236
  7. f -2.104569 -0.494929
  8. h -2.104569 -0.706771
  9. In [29]: b
  10. Out[29]:
  11. one two three
  12. a NaN -0.282863 -1.509059
  13. c NaN 1.212112 -0.173215
  14. e 0.119209 -1.044236 -0.861849
  15. f -2.104569 -0.494929 1.071804
  16. h NaN -0.706771 -1.039575
  17. In [30]: a + b
  18. Out[30]:
  19. one three two
  20. a NaN NaN -0.565727
  21. c NaN NaN 2.424224
  22. e 0.238417 NaN -2.088472
  23. f -4.209138 NaN -0.989859
  24. h NaN NaN -1.413542

The descriptive statistics and computational methods discussed in the data structure overview (and listed here and here) are all written to account for missing data. For example:

  • When summing data, NA (missing) values will be treated as zero.
  • If the data are all NA, the result will be 0.
  • Cumulative methods like cumsum() and cumprod() ignore NA values by default, but preserve them in the resulting arrays. To override this behaviour and include NA values, use skipna=False.
  1. In [31]: df
  2. Out[31]:
  3. one two three
  4. a NaN -0.282863 -1.509059
  5. c NaN 1.212112 -0.173215
  6. e 0.119209 -1.044236 -0.861849
  7. f -2.104569 -0.494929 1.071804
  8. h NaN -0.706771 -1.039575
  9. In [32]: df['one'].sum()
  10. Out[32]: -1.9853605075978744
  11. In [33]: df.mean(1)
  12. Out[33]:
  13. a -0.895961
  14. c 0.519449
  15. e -0.595625
  16. f -0.509232
  17. h -0.873173
  18. dtype: float64
  19. In [34]: df.cumsum()
  20. Out[34]:
  21. one two three
  22. a NaN -0.282863 -1.509059
  23. c NaN 0.929249 -1.682273
  24. e 0.119209 -0.114987 -2.544122
  25. f -1.985361 -0.609917 -1.472318
  26. h NaN -1.316688 -2.511893
  27. In [35]: df.cumsum(skipna=False)
  28. Out[35]:
  29. one two three
  30. a NaN -0.282863 -1.509059
  31. c NaN 0.929249 -1.682273
  32. e NaN -0.114987 -2.544122
  33. f NaN -0.609917 -1.472318
  34. h NaN -1.316688 -2.511893

Sum/prod of empties/nans

::: danger Warning

This behavior is now standard as of v0.22.0 and is consistent with the default in numpy; previously sum/prod of all-NA or empty Series/DataFrames would return NaN. See v0.22.0 whatsnew for more.

:::

The sum of an empty or all-NA Series or column of a DataFrame is 0.

  1. In [36]: pd.Series([np.nan]).sum()
  2. Out[36]: 0.0
  3. In [37]: pd.Series([]).sum()
  4. Out[37]: 0.0

The product of an empty or all-NA Series or column of a DataFrame is 1.

  1. In [38]: pd.Series([np.nan]).prod()
  2. Out[38]: 1.0
  3. In [39]: pd.Series([]).prod()
  4. Out[39]: 1.0

NA values in GroupBy

NA groups in GroupBy are automatically excluded. This behavior is consistent with R, for example:

  1. In [40]: df
  2. Out[40]:
  3. one two three
  4. a NaN -0.282863 -1.509059
  5. c NaN 1.212112 -0.173215
  6. e 0.119209 -1.044236 -0.861849
  7. f -2.104569 -0.494929 1.071804
  8. h NaN -0.706771 -1.039575
  9. In [41]: df.groupby('one').mean()
  10. Out[41]:
  11. two three
  12. one
  13. -2.104569 -0.494929 1.071804
  14. 0.119209 -1.044236 -0.861849

See the groupby section here for more information.

Cleaning / filling missing data

pandas objects are equipped with various data manipulation methods for dealing with missing data.

Filling missing values: fillna

fillna() can “fill in” NA values with non-NA data in a couple of ways, which we illustrate:

Replace NA with a scalar value

  1. In [42]: df2
  2. Out[42]:
  3. one two three four five timestamp
  4. a NaN -0.282863 -1.509059 bar True NaT
  5. c NaN 1.212112 -0.173215 bar False NaT
  6. e 0.119209 -1.044236 -0.861849 bar True 2012-01-01
  7. f -2.104569 -0.494929 1.071804 bar False 2012-01-01
  8. h NaN -0.706771 -1.039575 bar True NaT
  9. In [43]: df2.fillna(0)
  10. Out[43]:
  11. one two three four five timestamp
  12. a 0.000000 -0.282863 -1.509059 bar True 0
  13. c 0.000000 1.212112 -0.173215 bar False 0
  14. e 0.119209 -1.044236 -0.861849 bar True 2012-01-01 00:00:00
  15. f -2.104569 -0.494929 1.071804 bar False 2012-01-01 00:00:00
  16. h 0.000000 -0.706771 -1.039575 bar True 0
  17. In [44]: df2['one'].fillna('missing')
  18. Out[44]:
  19. a missing
  20. c missing
  21. e 0.119209
  22. f -2.10457
  23. h missing
  24. Name: one, dtype: object

Fill gaps forward or backward

Using the same filling arguments as reindexing, we can propagate non-NA values forward or backward:

  1. In [45]: df
  2. Out[45]:
  3. one two three
  4. a NaN -0.282863 -1.509059
  5. c NaN 1.212112 -0.173215
  6. e 0.119209 -1.044236 -0.861849
  7. f -2.104569 -0.494929 1.071804
  8. h NaN -0.706771 -1.039575
  9. In [46]: df.fillna(method='pad')
  10. Out[46]:
  11. one two three
  12. a NaN -0.282863 -1.509059
  13. c NaN 1.212112 -0.173215
  14. e 0.119209 -1.044236 -0.861849
  15. f -2.104569 -0.494929 1.071804
  16. h -2.104569 -0.706771 -1.039575

Limit the amount of filling

If we only want consecutive gaps filled up to a certain number of data points, we can use the limit keyword:

  1. In [47]: df
  2. Out[47]:
  3. one two three
  4. a NaN -0.282863 -1.509059
  5. c NaN 1.212112 -0.173215
  6. e NaN NaN NaN
  7. f NaN NaN NaN
  8. h NaN -0.706771 -1.039575
  9. In [48]: df.fillna(method='pad', limit=1)
  10. Out[48]:
  11. one two three
  12. a NaN -0.282863 -1.509059
  13. c NaN 1.212112 -0.173215
  14. e NaN 1.212112 -0.173215
  15. f NaN NaN NaN
  16. h NaN -0.706771 -1.039575

To remind you, these are the available filling methods:

Method Action
pad / ffill Fill values forward
bfill / backfill Fill values backward

With time series data, using pad/ffill is extremely common so that the “last known value” is available at every time point.

ffill() is equivalent to fillna(method='ffill') and bfill() is equivalent to fillna(method='bfill')

Filling with a PandasObject

You can also fillna using a dict or Series that is alignable. The labels of the dict or index of the Series must match the columns of the frame you wish to fill. The use case of this is to fill a DataFrame with the mean of that column.

  1. In [49]: dff = pd.DataFrame(np.random.randn(10, 3), columns=list('ABC'))
  2. In [50]: dff.iloc[3:5, 0] = np.nan
  3. In [51]: dff.iloc[4:6, 1] = np.nan
  4. In [52]: dff.iloc[5:8, 2] = np.nan
  5. In [53]: dff
  6. Out[53]:
  7. A B C
  8. 0 0.271860 -0.424972 0.567020
  9. 1 0.276232 -1.087401 -0.673690
  10. 2 0.113648 -1.478427 0.524988
  11. 3 NaN 0.577046 -1.715002
  12. 4 NaN NaN -1.157892
  13. 5 -1.344312 NaN NaN
  14. 6 -0.109050 1.643563 NaN
  15. 7 0.357021 -0.674600 NaN
  16. 8 -0.968914 -1.294524 0.413738
  17. 9 0.276662 -0.472035 -0.013960
  18. In [54]: dff.fillna(dff.mean())
  19. Out[54]:
  20. A B C
  21. 0 0.271860 -0.424972 0.567020
  22. 1 0.276232 -1.087401 -0.673690
  23. 2 0.113648 -1.478427 0.524988
  24. 3 -0.140857 0.577046 -1.715002
  25. 4 -0.140857 -0.401419 -1.157892
  26. 5 -1.344312 -0.401419 -0.293543
  27. 6 -0.109050 1.643563 -0.293543
  28. 7 0.357021 -0.674600 -0.293543
  29. 8 -0.968914 -1.294524 0.413738
  30. 9 0.276662 -0.472035 -0.013960
  31. In [55]: dff.fillna(dff.mean()['B':'C'])
  32. Out[55]:
  33. A B C
  34. 0 0.271860 -0.424972 0.567020
  35. 1 0.276232 -1.087401 -0.673690
  36. 2 0.113648 -1.478427 0.524988
  37. 3 NaN 0.577046 -1.715002
  38. 4 NaN -0.401419 -1.157892
  39. 5 -1.344312 -0.401419 -0.293543
  40. 6 -0.109050 1.643563 -0.293543
  41. 7 0.357021 -0.674600 -0.293543
  42. 8 -0.968914 -1.294524 0.413738
  43. 9 0.276662 -0.472035 -0.013960

Same result as above, but is aligning the ‘fill’ value which is a Series in this case.

  1. In [56]: dff.where(pd.notna(dff), dff.mean(), axis='columns')
  2. Out[56]:
  3. A B C
  4. 0 0.271860 -0.424972 0.567020
  5. 1 0.276232 -1.087401 -0.673690
  6. 2 0.113648 -1.478427 0.524988
  7. 3 -0.140857 0.577046 -1.715002
  8. 4 -0.140857 -0.401419 -1.157892
  9. 5 -1.344312 -0.401419 -0.293543
  10. 6 -0.109050 1.643563 -0.293543
  11. 7 0.357021 -0.674600 -0.293543
  12. 8 -0.968914 -1.294524 0.413738
  13. 9 0.276662 -0.472035 -0.013960

Dropping axis labels with missing data: dropna

You may wish to simply exclude labels from a data set which refer to missing data. To do this, use dropna():

  1. In [57]: df
  2. Out[57]:
  3. one two three
  4. a NaN -0.282863 -1.509059
  5. c NaN 1.212112 -0.173215
  6. e NaN 0.000000 0.000000
  7. f NaN 0.000000 0.000000
  8. h NaN -0.706771 -1.039575
  9. In [58]: df.dropna(axis=0)
  10. Out[58]:
  11. Empty DataFrame
  12. Columns: [one, two, three]
  13. Index: []
  14. In [59]: df.dropna(axis=1)
  15. Out[59]:
  16. two three
  17. a -0.282863 -1.509059
  18. c 1.212112 -0.173215
  19. e 0.000000 0.000000
  20. f 0.000000 0.000000
  21. h -0.706771 -1.039575
  22. In [60]: df['one'].dropna()
  23. Out[60]: Series([], Name: one, dtype: float64)

An equivalent dropna() is available for Series. DataFrame.dropna has considerably more options than Series.dropna, which can be examined in the API.

Interpolation

New in version 0.23.0: The limit_area keyword argument was added.

Both Series and DataFrame objects have interpolate() that, by default, performs linear interpolation at missing data points.

  1. In [61]: ts
  2. Out[61]:
  3. 2000-01-31 0.469112
  4. 2000-02-29 NaN
  5. 2000-03-31 NaN
  6. 2000-04-28 NaN
  7. 2000-05-31 NaN
  8. ...
  9. 2007-12-31 -6.950267
  10. 2008-01-31 -7.904475
  11. 2008-02-29 -6.441779
  12. 2008-03-31 -8.184940
  13. 2008-04-30 -9.011531
  14. Freq: BM, Length: 100, dtype: float64
  15. In [62]: ts.count()
  16. Out[62]: 66
  17. In [63]: ts.plot()
  18. Out[63]: <matplotlib.axes._subplots.AxesSubplot at 0x7f65d8ac0eb8>

series_before_interpolate

  1. In [64]: ts.interpolate()
  2. Out[64]:
  3. 2000-01-31 0.469112
  4. 2000-02-29 0.434469
  5. 2000-03-31 0.399826
  6. 2000-04-28 0.365184
  7. 2000-05-31 0.330541
  8. ...
  9. 2007-12-31 -6.950267
  10. 2008-01-31 -7.904475
  11. 2008-02-29 -6.441779
  12. 2008-03-31 -8.184940
  13. 2008-04-30 -9.011531
  14. Freq: BM, Length: 100, dtype: float64
  15. In [65]: ts.interpolate().count()
  16. Out[65]: 100
  17. In [66]: ts.interpolate().plot()
  18. Out[66]: <matplotlib.axes._subplots.AxesSubplot at 0x7f65d8adfeb8>

series_interpolate

Index aware interpolation is available via the method keyword:

  1. In [67]: ts2
  2. Out[67]:
  3. 2000-01-31 0.469112
  4. 2000-02-29 NaN
  5. 2002-07-31 -5.785037
  6. 2005-01-31 NaN
  7. 2008-04-30 -9.011531
  8. dtype: float64
  9. In [68]: ts2.interpolate()
  10. Out[68]:
  11. 2000-01-31 0.469112
  12. 2000-02-29 -2.657962
  13. 2002-07-31 -5.785037
  14. 2005-01-31 -7.398284
  15. 2008-04-30 -9.011531
  16. dtype: float64
  17. In [69]: ts2.interpolate(method='time')
  18. Out[69]:
  19. 2000-01-31 0.469112
  20. 2000-02-29 0.270241
  21. 2002-07-31 -5.785037
  22. 2005-01-31 -7.190866
  23. 2008-04-30 -9.011531
  24. dtype: float64

For a floating-point index, use method='values':

  1. In [70]: ser
  2. Out[70]:
  3. 0.0 0.0
  4. 1.0 NaN
  5. 10.0 10.0
  6. dtype: float64
  7. In [71]: ser.interpolate()
  8. Out[71]:
  9. 0.0 0.0
  10. 1.0 5.0
  11. 10.0 10.0
  12. dtype: float64
  13. In [72]: ser.interpolate(method='values')
  14. Out[72]:
  15. 0.0 0.0
  16. 1.0 1.0
  17. 10.0 10.0
  18. dtype: float64

You can also interpolate with a DataFrame:

  1. In [73]: df = pd.DataFrame({'A': [1, 2.1, np.nan, 4.7, 5.6, 6.8],
  2. ....: 'B': [.25, np.nan, np.nan, 4, 12.2, 14.4]})
  3. ....:
  4. In [74]: df
  5. Out[74]:
  6. A B
  7. 0 1.0 0.25
  8. 1 2.1 NaN
  9. 2 NaN NaN
  10. 3 4.7 4.00
  11. 4 5.6 12.20
  12. 5 6.8 14.40
  13. In [75]: df.interpolate()
  14. Out[75]:
  15. A B
  16. 0 1.0 0.25
  17. 1 2.1 1.50
  18. 2 3.4 2.75
  19. 3 4.7 4.00
  20. 4 5.6 12.20
  21. 5 6.8 14.40

The method argument gives access to fancier interpolation methods. If you have scipy installed, you can pass the name of a 1-d interpolation routine to method. You’ll want to consult the full scipy interpolation documentation and reference guide for details. The appropriate interpolation method will depend on the type of data you are working with.

  • If you are dealing with a time series that is growing at an increasing rate, method='quadratic' may be appropriate.
  • If you have values approximating a cumulative distribution function, then method='pchip' should work well.
  • To fill missing values with goal of smooth plotting, consider method='akima'.

::: danger Warning

These methods require scipy.

:::

  1. In [76]: df.interpolate(method='barycentric')
  2. Out[76]:
  3. A B
  4. 0 1.00 0.250
  5. 1 2.10 -7.660
  6. 2 3.53 -4.515
  7. 3 4.70 4.000
  8. 4 5.60 12.200
  9. 5 6.80 14.400
  10. In [77]: df.interpolate(method='pchip')
  11. Out[77]:
  12. A B
  13. 0 1.00000 0.250000
  14. 1 2.10000 0.672808
  15. 2 3.43454 1.928950
  16. 3 4.70000 4.000000
  17. 4 5.60000 12.200000
  18. 5 6.80000 14.400000
  19. In [78]: df.interpolate(method='akima')
  20. Out[78]:
  21. A B
  22. 0 1.000000 0.250000
  23. 1 2.100000 -0.873316
  24. 2 3.406667 0.320034
  25. 3 4.700000 4.000000
  26. 4 5.600000 12.200000
  27. 5 6.800000 14.400000

When interpolating via a polynomial or spline approximation, you must also specify the degree or order of the approximation:

  1. In [79]: df.interpolate(method='spline', order=2)
  2. Out[79]:
  3. A B
  4. 0 1.000000 0.250000
  5. 1 2.100000 -0.428598
  6. 2 3.404545 1.206900
  7. 3 4.700000 4.000000
  8. 4 5.600000 12.200000
  9. 5 6.800000 14.400000
  10. In [80]: df.interpolate(method='polynomial', order=2)
  11. Out[80]:
  12. A B
  13. 0 1.000000 0.250000
  14. 1 2.100000 -2.703846
  15. 2 3.451351 -1.453846
  16. 3 4.700000 4.000000
  17. 4 5.600000 12.200000
  18. 5 6.800000 14.400000

Compare several methods:

  1. In [81]: np.random.seed(2)
  2. In [82]: ser = pd.Series(np.arange(1, 10.1, .25) ** 2 + np.random.randn(37))
  3. In [83]: missing = np.array([4, 13, 14, 15, 16, 17, 18, 20, 29])
  4. In [84]: ser[missing] = np.nan
  5. In [85]: methods = ['linear', 'quadratic', 'cubic']
  6. In [86]: df = pd.DataFrame({m: ser.interpolate(method=m) for m in methods})
  7. In [87]: df.plot()
  8. Out[87]: <matplotlib.axes._subplots.AxesSubplot at 0x7f65d8a196a0>

compare_interpolations

Another use case is interpolation at new values. Suppose you have 100 observations from some distribution. And let’s suppose that you’re particularly interested in what’s happening around the middle. You can mix pandas’ reindex and interpolate methods to interpolate at the new values.

  1. In [88]: ser = pd.Series(np.sort(np.random.uniform(size=100)))
  2. # interpolate at new_index
  3. In [89]: new_index = ser.index | pd.Index([49.25, 49.5, 49.75, 50.25, 50.5, 50.75])
  4. In [90]: interp_s = ser.reindex(new_index).interpolate(method='pchip')
  5. In [91]: interp_s[49:51]
  6. Out[91]:
  7. 49.00 0.471410
  8. 49.25 0.476841
  9. 49.50 0.481780
  10. 49.75 0.485998
  11. 50.00 0.489266
  12. 50.25 0.491814
  13. 50.50 0.493995
  14. 50.75 0.495763
  15. 51.00 0.497074
  16. dtype: float64

Interpolation limits

Like other pandas fill methods, interpolate() accepts a limit keyword argument. Use this argument to limit the number of consecutive NaN values filled since the last valid observation:

  1. In [92]: ser = pd.Series([np.nan, np.nan, 5, np.nan, np.nan,
  2. ....: np.nan, 13, np.nan, np.nan])
  3. ....:
  4. In [93]: ser
  5. Out[93]:
  6. 0 NaN
  7. 1 NaN
  8. 2 5.0
  9. 3 NaN
  10. 4 NaN
  11. 5 NaN
  12. 6 13.0
  13. 7 NaN
  14. 8 NaN
  15. dtype: float64
  16. # fill all consecutive values in a forward direction
  17. In [94]: ser.interpolate()
  18. Out[94]:
  19. 0 NaN
  20. 1 NaN
  21. 2 5.0
  22. 3 7.0
  23. 4 9.0
  24. 5 11.0
  25. 6 13.0
  26. 7 13.0
  27. 8 13.0
  28. dtype: float64
  29. # fill one consecutive value in a forward direction
  30. In [95]: ser.interpolate(limit=1)
  31. Out[95]:
  32. 0 NaN
  33. 1 NaN
  34. 2 5.0
  35. 3 7.0
  36. 4 NaN
  37. 5 NaN
  38. 6 13.0
  39. 7 13.0
  40. 8 NaN
  41. dtype: float64

By default, NaN values are filled in a forward direction. Use limit_direction parameter to fill backward or from both directions.

  1. # fill one consecutive value backwards
  2. In [96]: ser.interpolate(limit=1, limit_direction='backward')
  3. Out[96]:
  4. 0 NaN
  5. 1 5.0
  6. 2 5.0
  7. 3 NaN
  8. 4 NaN
  9. 5 11.0
  10. 6 13.0
  11. 7 NaN
  12. 8 NaN
  13. dtype: float64
  14. # fill one consecutive value in both directions
  15. In [97]: ser.interpolate(limit=1, limit_direction='both')
  16. Out[97]:
  17. 0 NaN
  18. 1 5.0
  19. 2 5.0
  20. 3 7.0
  21. 4 NaN
  22. 5 11.0
  23. 6 13.0
  24. 7 13.0
  25. 8 NaN
  26. dtype: float64
  27. # fill all consecutive values in both directions
  28. In [98]: ser.interpolate(limit_direction='both')
  29. Out[98]:
  30. 0 5.0
  31. 1 5.0
  32. 2 5.0
  33. 3 7.0
  34. 4 9.0
  35. 5 11.0
  36. 6 13.0
  37. 7 13.0
  38. 8 13.0
  39. dtype: float64

By default, NaN values are filled whether they are inside (surrounded by) existing valid values, or outside existing valid values. Introduced in v0.23 the limit_area parameter restricts filling to either inside or outside values.

  1. # fill one consecutive inside value in both directions
  2. In [99]: ser.interpolate(limit_direction='both', limit_area='inside', limit=1)
  3. Out[99]:
  4. 0 NaN
  5. 1 NaN
  6. 2 5.0
  7. 3 7.0
  8. 4 NaN
  9. 5 11.0
  10. 6 13.0
  11. 7 NaN
  12. 8 NaN
  13. dtype: float64
  14. # fill all consecutive outside values backward
  15. In [100]: ser.interpolate(limit_direction='backward', limit_area='outside')
  16. Out[100]:
  17. 0 5.0
  18. 1 5.0
  19. 2 5.0
  20. 3 NaN
  21. 4 NaN
  22. 5 NaN
  23. 6 13.0
  24. 7 NaN
  25. 8 NaN
  26. dtype: float64
  27. # fill all consecutive outside values in both directions
  28. In [101]: ser.interpolate(limit_direction='both', limit_area='outside')
  29. Out[101]:
  30. 0 5.0
  31. 1 5.0
  32. 2 5.0
  33. 3 NaN
  34. 4 NaN
  35. 5 NaN
  36. 6 13.0
  37. 7 13.0
  38. 8 13.0
  39. dtype: float64

Replacing generic values

Often times we want to replace arbitrary values with other values.

replace() in Series and replace() in DataFrame provides an efficient yet flexible way to perform such replacements.

For a Series, you can replace a single value or a list of values by another value:

  1. In [102]: ser = pd.Series([0., 1., 2., 3., 4.])
  2. In [103]: ser.replace(0, 5)
  3. Out[103]:
  4. 0 5.0
  5. 1 1.0
  6. 2 2.0
  7. 3 3.0
  8. 4 4.0
  9. dtype: float64

You can replace a list of values by a list of other values:

  1. In [104]: ser.replace([0, 1, 2, 3, 4], [4, 3, 2, 1, 0])
  2. Out[104]:
  3. 0 4.0
  4. 1 3.0
  5. 2 2.0
  6. 3 1.0
  7. 4 0.0
  8. dtype: float64

You can also specify a mapping dict:

  1. In [105]: ser.replace({0: 10, 1: 100})
  2. Out[105]:
  3. 0 10.0
  4. 1 100.0
  5. 2 2.0
  6. 3 3.0
  7. 4 4.0
  8. dtype: float64

For a DataFrame, you can specify individual values by column:

  1. In [106]: df = pd.DataFrame({'a': [0, 1, 2, 3, 4], 'b': [5, 6, 7, 8, 9]})
  2. In [107]: df.replace({'a': 0, 'b': 5}, 100)
  3. Out[107]:
  4. a b
  5. 0 100 100
  6. 1 1 6
  7. 2 2 7
  8. 3 3 8
  9. 4 4 9

Instead of replacing with specified values, you can treat all given values as missing and interpolate over them:

  1. In [108]: ser.replace([1, 2, 3], method='pad')
  2. Out[108]:
  3. 0 0.0
  4. 1 0.0
  5. 2 0.0
  6. 3 0.0
  7. 4 4.0
  8. dtype: float64

String/regular expression replacement

::: tip Note

Python strings prefixed with the r character such as r'hello world' are so-called “raw” strings. They have different semantics regarding backslashes than strings without this prefix. Backslashes in raw strings will be interpreted as an escaped backslash, e.g., r'\' == '\\'. You should read about them if this is unclear.

:::

Replace the ‘.’ with NaN (str -> str):

  1. In [109]: d = {'a': list(range(4)), 'b': list('ab..'), 'c': ['a', 'b', np.nan, 'd']}
  2. In [110]: df = pd.DataFrame(d)
  3. In [111]: df.replace('.', np.nan)
  4. Out[111]:
  5. a b c
  6. 0 0 a a
  7. 1 1 b b
  8. 2 2 NaN NaN
  9. 3 3 NaN d

Now do it with a regular expression that removes surrounding whitespace (regex -> regex):

  1. In [112]: df.replace(r'\s*\.\s*', np.nan, regex=True)
  2. Out[112]:
  3. a b c
  4. 0 0 a a
  5. 1 1 b b
  6. 2 2 NaN NaN
  7. 3 3 NaN d

Replace a few different values (list -> list):

  1. In [113]: df.replace(['a', '.'], ['b', np.nan])
  2. Out[113]:
  3. a b c
  4. 0 0 b b
  5. 1 1 b b
  6. 2 2 NaN NaN
  7. 3 3 NaN d

list of regex -> list of regex:

  1. In [114]: df.replace([r'\.', r'(a)'], ['dot', r'\1stuff'], regex=True)
  2. Out[114]:
  3. a b c
  4. 0 0 astuff astuff
  5. 1 1 b b
  6. 2 2 dot NaN
  7. 3 3 dot d

Only search in column 'b' (dict -> dict):

  1. In [115]: df.replace({'b': '.'}, {'b': np.nan})
  2. Out[115]:
  3. a b c
  4. 0 0 a a
  5. 1 1 b b
  6. 2 2 NaN NaN
  7. 3 3 NaN d

Same as the previous example, but use a regular expression for searching instead (dict of regex -> dict):

  1. In [116]: df.replace({'b': r'\s*\.\s*'}, {'b': np.nan}, regex=True)
  2. Out[116]:
  3. a b c
  4. 0 0 a a
  5. 1 1 b b
  6. 2 2 NaN NaN
  7. 3 3 NaN d

You can pass nested dictionaries of regular expressions that use regex=True:

  1. In [117]: df.replace({'b': {'b': r''}}, regex=True)
  2. Out[117]:
  3. a b c
  4. 0 0 a a
  5. 1 1 b
  6. 2 2 . NaN
  7. 3 3 . d

Alternatively, you can pass the nested dictionary like so:

  1. In [118]: df.replace(regex={'b': {r'\s*\.\s*': np.nan}})
  2. Out[118]:
  3. a b c
  4. 0 0 a a
  5. 1 1 b b
  6. 2 2 NaN NaN
  7. 3 3 NaN d

You can also use the group of a regular expression match when replacing (dict of regex -> dict of regex), this works for lists as well.

  1. In [119]: df.replace({'b': r'\s*(\.)\s*'}, {'b': r'\1ty'}, regex=True)
  2. Out[119]:
  3. a b c
  4. 0 0 a a
  5. 1 1 b b
  6. 2 2 .ty NaN
  7. 3 3 .ty d

You can pass a list of regular expressions, of which those that match will be replaced with a scalar (list of regex -> regex).

  1. In [120]: df.replace([r'\s*\.\s*', r'a|b'], np.nan, regex=True)
  2. Out[120]:
  3. a b c
  4. 0 0 NaN NaN
  5. 1 1 NaN NaN
  6. 2 2 NaN NaN
  7. 3 3 NaN d

All of the regular expression examples can also be passed with the to_replace argument as the regex argument. In this case the value argument must be passed explicitly by name or regex must be a nested dictionary. The previous example, in this case, would then be:

  1. In [121]: df.replace(regex=[r'\s*\.\s*', r'a|b'], value=np.nan)
  2. Out[121]:
  3. a b c
  4. 0 0 NaN NaN
  5. 1 1 NaN NaN
  6. 2 2 NaN NaN
  7. 3 3 NaN d

This can be convenient if you do not want to pass regex=True every time you want to use a regular expression.

::: tip Note

Anywhere in the above replace examples that you see a regular expression a compiled regular expression is valid as well.

:::

Numeric replacement

replace() is similar to fillna().

  1. In [122]: df = pd.DataFrame(np.random.randn(10, 2))
  2. In [123]: df[np.random.rand(df.shape[0]) > 0.5] = 1.5
  3. In [124]: df.replace(1.5, np.nan)
  4. Out[124]:
  5. 0 1
  6. 0 -0.844214 -1.021415
  7. 1 0.432396 -0.323580
  8. 2 0.423825 0.799180
  9. 3 1.262614 0.751965
  10. 4 NaN NaN
  11. 5 NaN NaN
  12. 6 -0.498174 -1.060799
  13. 7 0.591667 -0.183257
  14. 8 1.019855 -1.482465
  15. 9 NaN NaN

Replacing more than one value is possible by passing a list.

  1. In [125]: df00 = df.iloc[0, 0]
  2. In [126]: df.replace([1.5, df00], [np.nan, 'a'])
  3. Out[126]:
  4. 0 1
  5. 0 a -1.02141
  6. 1 0.432396 -0.32358
  7. 2 0.423825 0.79918
  8. 3 1.26261 0.751965
  9. 4 NaN NaN
  10. 5 NaN NaN
  11. 6 -0.498174 -1.0608
  12. 7 0.591667 -0.183257
  13. 8 1.01985 -1.48247
  14. 9 NaN NaN
  15. In [127]: df[1].dtype
  16. Out[127]: dtype('float64')

You can also operate on the DataFrame in place:

  1. In [128]: df.replace(1.5, np.nan, inplace=True)

::: danger Warning

When replacing multiple bool or datetime64 objects, the first argument to replace (to_replace) must match the type of the value being replaced. For example,

  1. >>> s = pd.Series([True, False, True])
  2. >>> s.replace({'a string': 'new value', True: False}) # raises
  3. TypeError: Cannot compare types 'ndarray(dtype=bool)' and 'str'

will raise a TypeError because one of the dict keys is not of the correct type for replacement.

However, when replacing a single object such as,

  1. In [129]: s = pd.Series([True, False, True])
  2. In [130]: s.replace('a string', 'another string')
  3. Out[130]:
  4. 0 True
  5. 1 False
  6. 2 True
  7. dtype: bool

the original NDFrame object will be returned untouched. We’re working on unifying this API, but for backwards compatibility reasons we cannot break the latter behavior. See GH6354 for more details.

:::

Missing data casting rules and indexing

While pandas supports storing arrays of integer and boolean type, these types are not capable of storing missing data. Until we can switch to using a native NA type in NumPy, we’ve established some “casting rules”. When a reindexing operation introduces missing data, the Series will be cast according to the rules introduced in the table below.

data type Cast to
integer float
boolean object
float no cast
object no cast

For example:

  1. In [131]: s = pd.Series(np.random.randn(5), index=[0, 2, 4, 6, 7])
  2. In [132]: s > 0
  3. Out[132]:
  4. 0 True
  5. 2 True
  6. 4 True
  7. 6 True
  8. 7 True
  9. dtype: bool
  10. In [133]: (s > 0).dtype
  11. Out[133]: dtype('bool')
  12. In [134]: crit = (s > 0).reindex(list(range(8)))
  13. In [135]: crit
  14. Out[135]:
  15. 0 True
  16. 1 NaN
  17. 2 True
  18. 3 NaN
  19. 4 True
  20. 5 NaN
  21. 6 True
  22. 7 True
  23. dtype: object
  24. In [136]: crit.dtype
  25. Out[136]: dtype('O')

Ordinarily NumPy will complain if you try to use an object array (even if it contains boolean values) instead of a boolean array to get or set values from an ndarray (e.g. selecting values based on some criteria). If a boolean vector contains NAs, an exception will be generated:

  1. In [137]: reindexed = s.reindex(list(range(8))).fillna(0)
  2. In [138]: reindexed[crit]
  3. ---------------------------------------------------------------------------
  4. ValueError Traceback (most recent call last)
  5. <ipython-input-138-0dac417a4890> in <module>
  6. ----> 1 reindexed[crit]
  7. /pandas/pandas/core/series.py in __getitem__(self, key)
  8. 1101 key = list(key)
  9. 1102
  10. -> 1103 if com.is_bool_indexer(key):
  11. 1104 key = check_bool_indexer(self.index, key)
  12. 1105
  13. /pandas/pandas/core/common.py in is_bool_indexer(key)
  14. 128 if not lib.is_bool_array(key):
  15. 129 if isna(key).any():
  16. --> 130 raise ValueError(na_msg)
  17. 131 return False
  18. 132 return True
  19. ValueError: cannot index with vector containing NA / NaN values

However, these can be filled in using fillna() and it will work fine:

  1. In [139]: reindexed[crit.fillna(False)]
  2. Out[139]:
  3. 0 0.126504
  4. 2 0.696198
  5. 4 0.697416
  6. 6 0.601516
  7. 7 0.003659
  8. dtype: float64
  9. In [140]: reindexed[crit.fillna(True)]
  10. Out[140]:
  11. 0 0.126504
  12. 1 0.000000
  13. 2 0.696198
  14. 3 0.000000
  15. 4 0.697416
  16. 5 0.000000
  17. 6 0.601516
  18. 7 0.003659
  19. dtype: float64

Pandas provides a nullable integer dtype, but you must explicitly request it when creating the series or column. Notice that we use a capital “I” in the dtype="Int64".

  1. In [141]: s = pd.Series([0, 1, np.nan, 3, 4], dtype="Int64")
  2. In [142]: s
  3. Out[142]:
  4. 0 0
  5. 1 1
  6. 2 NaN
  7. 3 3
  8. 4 4
  9. dtype: Int64

See Nullable integer data type for more.