Pandas Rolling Window - datetime64[ns] are not implemented

Question

I\'m attempting to use Python/Pandas to build some charts. I have data that is sampled every second. Here is a sample:

Index, Time, Value

31362, 1975-05-07 07         


        

Answer 1

Setup

from StringIO import StringIO
import pandas as pd

text = """Index,Time,Value
31362,1975-05-07 07:59:18,36.151612
31363,1975-05-07 07:59:19,36.181368
31364,1975-05-07 07:59:20,36.197195
31365,1975-05-07 07:59:21,36.151413
31366,1975-05-07 07:59:22,36.138009
31367,1975-05-07 07:59:23,36.142962
31368,1975-05-07 07:59:24,36.122680"""

df = pd.read_csv(StringIO(text), index_col=0, parse_dates=[1])

df.rolling(2).mean()

NotImplementedError: ops for Rolling for this dtype datetime64[ns] are not implemented

First off, this is confirmation of @BrenBarn's comment and he should get the credit if he decides to post an answer. BrenBarn, if you decide to answer, I'll delete this post.

Explanation

Pandas has no idea what a rolling mean of date values ought to be. df.rolling(2).mean() is attempting to roll and average over both the Time and Value columns. The error is politely (or impolitely, depending on your perspective) telling you that you're trying something non-sensical.

Solution

Move the Time column to the index and then... well that's it.

df.set_index('Time').rolling(2).mean()