Average over a specific time period

Question

I have a quite huge table in python from a .h5 file The start of the table looks somewhat like this:

table =
                [WIND REL DIRECTION  [deg]]  [WIND S         


        

Answer 1

resample is your friend.

idx = pltd.num2date(table.index)
df = pd.DataFrame({'direction': np.random.randn(10), 
                   'speed': np.random.randn(10)}, 
                  index=idx)

>>> df
                                  direction     speed
2014-05-28 08:53:59.971204+00:00   0.205429  0.699439
2014-05-28 08:54:01.008002+00:00   0.383199 -0.392261
2014-05-28 08:54:04.031995+00:00  -2.146569 -0.325526
2014-05-28 08:54:04.982402+00:00   1.572352  1.289276
2014-05-28 08:54:06.019200+00:00   0.880394 -0.440667
2014-05-28 08:54:11.980795+00:00  -1.343758  0.615725
2014-05-28 08:54:13.017603+00:00  -1.713043  0.552017
2014-05-28 08:54:13.968000+00:00  -0.350017  0.728910
2014-05-28 08:54:15.004798+00:00  -0.619273  0.286762
2014-05-28 08:54:16.041596+00:00   0.459747  0.524788

>>> df.resample('15S', how='mean') # how='mean' is the default here
                           direction     speed
2014-05-28 08:53:45+00:00   0.205429  0.699439
2014-05-28 08:54:00+00:00  -0.388206  0.289639
2014-05-28 08:54:15+00:00  -0.079763  0.405775

Performance is similar to the method provided by @LondonRob. I used a DataFrame with 1 million rows to test.

df = pd.DataFrame({'direction': np.random.randn(1e6), 'speed': np.random.randn(1e6)}, index=pd.date_range(start='2015-1-1', periods=1e6, freq='1S'))

>>> %timeit df.resample('15S')
100 loops, best of 3: 15.6 ms per loop

>>> %timeit df.groupby(pd.TimeGrouper(freq='15S')).mean()
100 loops, best of 3: 15.7 ms per loop