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pandas merge dataframes on closest timestamp

I want to merge two dataframes on three columns: email, subject and timestamp. The timestamps between the dataframes differ and I therefore need to identify the closest matching timestamp for a group of email & subject.

Below is a reproducible example using a function for closest match suggested for this question.

import numpy as np
import pandas as pd
from pandas.io.parsers import StringIO

def find_closest_date(timepoint, time_series, add_time_delta_column=True):
   # takes a pd.Timestamp() instance and a pd.Series with dates in it
   # calcs the delta between `timepoint` and each date in `time_series`
   # returns the closest date and optionally the number of days in its time delta
   deltas = np.abs(time_series - timepoint)
   idx_closest_date = np.argmin(deltas)
   res = {"closest_date": time_series.ix[idx_closest_date]}
   idx = ['closest_date']
   if add_time_delta_column:
      res["closest_delta"] = deltas[idx_closest_date]
      idx.append('closest_delta')
   return pd.Series(res, index=idx)


a = """timestamp,email,subject
2016-07-01 10:17:00,[email protected],subject3
2016-07-01 02:01:02,[email protected],welcome
2016-07-01 14:45:04,[email protected],subject3
2016-07-01 08:14:02,[email protected],subject2
2016-07-01 16:26:35,[email protected],subject4
2016-07-01 10:17:00,[email protected],subject3
2016-07-01 02:01:02,[email protected],welcome
2016-07-01 14:45:04,[email protected],subject3
2016-07-01 08:14:02,[email protected],subject2
2016-07-01 16:26:35,[email protected],subject4
"""

b = """timestamp,email,subject,clicks,var1
2016-07-01 02:01:14,[email protected],welcome,1,1
2016-07-01 08:15:48,[email protected],subject2,2,2
2016-07-01 10:17:39,[email protected],subject3,1,7
2016-07-01 14:46:01,[email protected],subject3,1,2
2016-07-01 16:27:28,[email protected],subject4,1,2
2016-07-01 10:17:05,[email protected],subject3,0,0
2016-07-01 02:01:03,[email protected],welcome,0,0
2016-07-01 14:45:05,[email protected],subject3,0,0
2016-07-01 08:16:00,[email protected],subject2,0,0
2016-07-01 17:00:00,[email protected],subject4,0,0
"""

Notice that for [email protected] the closest matched timestamp is 10:17:39, whereas for [email protected] the closest match is 10:17:05.

a = """timestamp,email,subject
2016-07-01 10:17:00,[email protected],subject3
2016-07-01 10:17:00,[email protected],subject3
"""

b = """timestamp,email,subject,clicks,var1
2016-07-01 10:17:39,[email protected],subject3,1,7
2016-07-01 10:17:05,[email protected],subject3,0,0
"""
df1 = pd.read_csv(StringIO(a), parse_dates=['timestamp'])
df2 = pd.read_csv(StringIO(b), parse_dates=['timestamp'])

df1[['closest', 'time_bt_x_and_y']] = df1.timestamp.apply(find_closest_date, args=[df2.timestamp])
df1

df3 = pd.merge(df1, df2, left_on=['email','subject','closest'], right_on=['email','subject','timestamp'],how='left')

df3
timestamp_x        email   subject             closest  time_bt_x_and_y         timestamp_y  clicks  var1
  2016-07-01 10:17:00  [email protected]  subject3 2016-07-01 10:17:05         00:00:05                 NaT     NaN   NaN
  2016-07-01 02:01:02  [email protected]   welcome 2016-07-01 02:01:03         00:00:01                 NaT     NaN   NaN
  2016-07-01 14:45:04  [email protected]  subject3 2016-07-01 14:45:05         00:00:01                 NaT     NaN   NaN
  2016-07-01 08:14:02  [email protected]  subject2 2016-07-01 08:15:48         00:01:46 2016-07-01 08:15:48     2.0   2.0
  2016-07-01 16:26:35  [email protected]  subject4 2016-07-01 16:27:28         00:00:53 2016-07-01 16:27:28     1.0   2.0
  2016-07-01 10:17:00  [email protected]  subject3 2016-07-01 10:17:05         00:00:05 2016-07-01 10:17:05     0.0   0.0
  2016-07-01 02:01:02  [email protected]   welcome 2016-07-01 02:01:03         00:00:01 2016-07-01 02:01:03     0.0   0.0
  2016-07-01 14:45:04  [email protected]  subject3 2016-07-01 14:45:05         00:00:01 2016-07-01 14:45:05     0.0   0.0
  2016-07-01 08:14:02  [email protected]  subject2 2016-07-01 08:15:48         00:01:46                 NaT     NaN   NaN
  2016-07-01 16:26:35  [email protected]  subject4 2016-07-01 16:27:28         00:00:53                 NaT     NaN   NaN

The result is wrong, mainly because the closest date is incorrect since it does not take into account email & subject.

The expected result is

enter image description here

Amending the function to give the closest timesstamps for a given email and subject would be helpful.

df1.groupby(['email','subject'])['timestamp'].apply(find_closest_date, args=[df1.timestamp])

But that gives an error as the function is not defined for a group object. What's the best way of doing this?

like image 883
TinaW Avatar asked Aug 06 '16 19:08

TinaW


1 Answers

Notice that if you merge df1 and df2 on email and subject, then the result has all the possible relevant timestamp pairings:

In [108]: result = pd.merge(df1, df2, how='left', on=['email','subject'], suffixes=['', '_y']); result
Out[108]: 
             timestamp        email   subject         timestamp_y  clicks  var1
0  2016-07-01 10:17:00  [email protected]  subject3 2016-07-01 10:17:39       1     7
1  2016-07-01 10:17:00  [email protected]  subject3 2016-07-01 14:46:01       1     2
2  2016-07-01 02:01:02  [email protected]   welcome 2016-07-01 02:01:14       1     1
3  2016-07-01 14:45:04  [email protected]  subject3 2016-07-01 10:17:39       1     7
4  2016-07-01 14:45:04  [email protected]  subject3 2016-07-01 14:46:01       1     2
5  2016-07-01 08:14:02  [email protected]  subject2 2016-07-01 08:15:48       2     2
6  2016-07-01 16:26:35  [email protected]  subject4 2016-07-01 16:27:28       1     2
7  2016-07-01 10:17:00  [email protected]  subject3 2016-07-01 10:17:05       0     0
8  2016-07-01 10:17:00  [email protected]  subject3 2016-07-01 14:45:05       0     0
9  2016-07-01 02:01:02  [email protected]   welcome 2016-07-01 02:01:03       0     0
10 2016-07-01 14:45:04  [email protected]  subject3 2016-07-01 10:17:05       0     0
11 2016-07-01 14:45:04  [email protected]  subject3 2016-07-01 14:45:05       0     0
12 2016-07-01 08:14:02  [email protected]  subject2 2016-07-01 08:16:00       0     0
13 2016-07-01 16:26:35  [email protected]  subject4 2016-07-01 17:00:00       0     0

You could now take the absolute value of the difference in timestamps for each row:

result['diff'] = (result['timestamp_y'] - result['timestamp']).abs()

and then use

idx = result.groupby(['timestamp','email','subject'])['diff'].idxmin()
result = result.loc[idx]

to find the rows with the minimum difference for each group based on ['timestamp','email','subject'].


import numpy as np
import pandas as pd
from pandas.io.parsers import StringIO

a = """timestamp,email,subject
2016-07-01 10:17:00,[email protected],subject3
2016-07-01 02:01:02,[email protected],welcome
2016-07-01 14:45:04,[email protected],subject3
2016-07-01 08:14:02,[email protected],subject2
2016-07-01 16:26:35,[email protected],subject4
2016-07-01 10:17:00,[email protected],subject3
2016-07-01 02:01:02,[email protected],welcome
2016-07-01 14:45:04,[email protected],subject3
2016-07-01 08:14:02,[email protected],subject2
2016-07-01 16:26:35,[email protected],subject4
"""

b = """timestamp,email,subject,clicks,var1
2016-07-01 02:01:14,[email protected],welcome,1,1
2016-07-01 08:15:48,[email protected],subject2,2,2
2016-07-01 10:17:39,[email protected],subject3,1,7
2016-07-01 14:46:01,[email protected],subject3,1,2
2016-07-01 16:27:28,[email protected],subject4,1,2
2016-07-01 10:17:05,[email protected],subject3,0,0
2016-07-01 02:01:03,[email protected],welcome,0,0
2016-07-01 14:45:05,[email protected],subject3,0,0
2016-07-01 08:16:00,[email protected],subject2,0,0
2016-07-01 17:00:00,[email protected],subject4,0,0
"""

df1 = pd.read_csv(StringIO(a), parse_dates=['timestamp'])
df2 = pd.read_csv(StringIO(b), parse_dates=['timestamp'])

result = pd.merge(df1, df2, how='left', on=['email','subject'], suffixes=['', '_y'])
result['diff'] = (result['timestamp_y'] - result['timestamp']).abs()
idx = result.groupby(['timestamp','email','subject'])['diff'].idxmin()
result = result.loc[idx].drop(['timestamp_y','diff'], axis=1)
result = result.sort_index()
print(result)

yields

             timestamp        email   subject  clicks  var1
0  2016-07-01 10:17:00  [email protected]  subject3       1     7
2  2016-07-01 02:01:02  [email protected]   welcome       1     1
4  2016-07-01 14:45:04  [email protected]  subject3       1     2
5  2016-07-01 08:14:02  [email protected]  subject2       2     2
6  2016-07-01 16:26:35  [email protected]  subject4       1     2
7  2016-07-01 10:17:00  [email protected]  subject3       0     0
9  2016-07-01 02:01:02  [email protected]   welcome       0     0
11 2016-07-01 14:45:04  [email protected]  subject3       0     0
12 2016-07-01 08:14:02  [email protected]  subject2       0     0
13 2016-07-01 16:26:35  [email protected]  subject4       0     0
like image 173
unutbu Avatar answered Sep 19 '22 04:09

unutbu